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
ACCO BRANDS CORP COM 00081T108 3,170 321,132 SH   DFND 1 289,332 0 31,800
AFLAC INC COM 001055102 32,333 617,977 SH   DFND 1 502,434 0 115,543
AGCO CORP COM 001084102 5,089 67,214 SH   DFND 1 54,688 0 12,526
AES CORP COM 00130H105 7,711 471,877 SH   DFND 1 392,610 0 79,267
AMC NETWORKS INC CL A 00164V103 7,674 156,084 SH   DFND 1 140,984 0 15,100
ANI PHARMACEUTICALS INC COM 00182C103 700 9,600 SH   DFND 1 2,800 0 6,800
AT&T INC COM 00206R102 185,566 4,903,949 SH   DFND 1 4,078,609 0 825,340
AVX CORP NEW COM 002444107 7,087 466,222 SH   DFND 1 409,982 0 56,240
ABBVIE INC COM 00287Y109 49,157 649,186 SH   DFND 1 529,986 0 119,200
ABERCROMBIE & FITCH CO CL A 002896207 3,338 213,948 SH   DFND 1 189,848 0 24,100
ABEONA THERAPEUTICS INC COM 00289Y107 114 50,300 SH   DFND 1 15,200 0 35,100
ABRAXAS PETE CORP COM 003830106 740 1,458,100 SH   DFND 1 439,800 0 1,018,300
ACUITY BRANDS INC COM 00508Y102 6,210 46,066 SH   DFND 1 36,472 0 9,594
ADAMAS PHARMACEUTICALS INC COM 00548A106 345 67,269 SH   DFND 1 29,429 0 37,840
AECOM COM 00766T100 5,203 138,506 SH   DFND 1 112,652 0 25,854
ADVANSIX INC COM 00773T101 290 11,250 SH   DFND 1 3,350 0 7,900
AIR LEASE CORP CL A 00912X302 13,198 315,583 SH   DFND 1 315,583 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 329 83,790 SH   DFND 1 33,649 0 50,141
ALASKA AIR GROUP INC COM 011659109 7,014 108,047 SH   DFND 1 87,905 0 20,142
ALBEMARLE CORP COM 012653101 1,176 16,907 SH   DFND 1 16,907 0 0
ALLEGHANY CORP DEL COM 017175100 10,382 13,013 SH   DFND 1 10,307 0 2,706
ALLEGIANT TRAVEL CO COM 01748X102 2,068 13,816 SH   DFND 1 9,996 0 3,820
ALLIANCE DATA SYSTEMS CORP COM 018581108 3 18 SH   DFND 1 18 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 22,169 471,168 SH   DFND 1 450,424 0 20,744
ALLSTATE CORP COM 020002101 31,306 288,055 SH   DFND 1 234,041 0 54,014
ALLY FINL INC COM 02005N100 11,453 345,379 SH   DFND 1 280,943 0 64,436
ALTRIA GROUP INC COM 02209S103 13,322 325,712 SH   DFND 1 325,712 0 0
AMBAC FINL GROUP INC COM NEW 023139884 2,543 130,049 SH   DFND 1 116,049 0 14,000
AMERCO COM 023586100 6,431 16,488 SH   DFND 1 13,381 0 3,107
AMERICAN AIRLS GROUP INC COM 02376R102 97,669 3,621,374 SH   DFND 1 3,033,794 0 587,580
AMERICAN ELEC PWR CO INC COM 025537101 37,605 401,370 SH   DFND 1 331,423 0 69,947
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 1,847 113,853 SH   DFND 1 82,293 0 31,560
AMERICAN EQTY INVT LIFE HLD COM 025676206 7,071 292,166 SH   DFND 1 264,366 0 27,800
AMERICAN EXPRESS CO COM 025816109 81,471 688,793 SH   DFND 1 559,721 0 129,072
AMERICAN FINL GROUP INC OHIO COM 025932104 14,739 136,659 SH   DFND 1 111,105 0 25,554
AMERICAN INTL GROUP INC COM NEW 026874784 31,991 574,327 SH   DFND 1 574,327 0 0
AMERICAN NATL INS CO COM 028591105 5 39 SH   DFND 1 39 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 2,877 491,669 SH   DFND 1 208,719 0 282,950
AMERICAN WOODMARK CORPORATIO COM 030506109 8,551 96,165 SH   DFND 1 49,465 0 46,700
AMERISOURCEBERGEN CORP COM 03073E105 19,224 233,494 SH   DFND 1 199,422 0 34,072
AMERIPRISE FINL INC COM 03076C106 21,151 143,785 SH   DFND 1 119,734 0 24,051
AMGEN INC COM 031162100 125,177 646,875 SH   DFND 1 547,365 0 99,510
AMKOR TECHNOLOGY INC COM 031652100 6,034 663,069 SH   DFND 1 583,069 0 80,000
AMTECH SYS INC COM PAR $0.01N 032332504 1,525 287,600 SH   DFND 1 108,700 0 178,900
ANDERSONS INC COM 034164103 2,094 93,317 SH   DFND 1 84,117 0 9,200
ANIXTER INTL INC COM 035290105 7,681 111,113 SH   DFND 1 99,913 0 11,200
ANNALY CAP MGMT INC COM 035710409 72,105 8,193,680 SH   DFND 1 6,793,580 0 1,400,100
ANTHEM INC COM 036752103 49,891 207,791 SH   DFND 1 169,009 0 38,782
ANWORTH MORTGAGE ASSET CP COM 037347101 2,598 787,137 SH   DFND 1 343,367 0 443,770
APERGY CORP COM 03755L104 872 32,206 SH   DFND 1 23,306 0 8,900
APPLE INC COM 037833100 293,554 1,310,684 SH   DFND 1 1,087,414 0 223,270
APPLIED MATLS INC COM 038222105 37,246 746,403 SH   DFND 1 606,909 0 139,494
AQUESTIVE THERAPEUTICS INC COM 03843E104 203 63,700 SH   DFND 1 19,000 0 44,700
ARCH COAL INC CL A 039380407 5,300 71,423 SH   DFND 1 65,123 0 6,300
ARCHER DANIELS MIDLAND CO COM 039483102 18,392 447,812 SH   DFND 1 364,537 0 83,275
ARCONIC INC COM 03965L100 17 627 SH   DFND 1 627 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 906 9,365 SH   DFND 1 9,365 0 0
ARROW ELECTRS INC COM 042735100 5,476 73,415 SH   DFND 1 59,786 0 13,629
ARROW FINL CORP COM 042744102 119 3,549 SH   DFND 1 937 0 2,612
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 6,596 233,553 SH   DFND 1 199,477 0 34,076
ASBURY AUTOMOTIVE GROUP INC COM 043436104 6,639 64,870 SH   DFND 1 58,370 0 6,500
ASHLAND GLOBAL HLDGS INC COM 044186104 7 78 SH   DFND 1 78 0 0
ASSOCIATED BANC CORP COM 045487105 7,809 385,623 SH   DFND 1 385,623 0 0
ASSURANT INC COM 04621X108 6,231 49,516 SH   DFND 1 40,297 0 9,219
ASTEC INDS INC COM 046224101 284 9,110 SH   DFND 1 2,710 0 6,400
ASTRAZENECA PLC SPONSORED ADR 046353108 44,431 996,864 SH   DFND 1 818,264 0 178,600
ATKORE INTL GROUP INC COM 047649108 5,624 185,292 SH   DFND 1 169,892 0 15,400
ATLANTIC CAP BANCSHARES INC COM 048269203 103 5,906 SH   DFND 1 1,706 0 4,200
ATLANTIC PWR CORP COM NEW 04878Q863 117 49,920 SH   DFND 1 14,320 0 35,600
ATLANTIC UN BANKSHARES CORP COM 04911A107 6,643 178,337 SH   DFND 1 157,362 0 20,975
AUTONATION INC COM 05329W102 14,457 285,140 SH   DFND 1 261,440 0 23,700
AUTOZONE INC COM 053332102 23,422 21,594 SH   DFND 1 17,586 0 4,008
AVANGRID INC COM 05351W103 21 398 SH   DFND 1 398 0 0
AVERY DENNISON CORP COM 053611109 7,052 62,090 SH   DFND 1 50,666 0 11,424
AVIAT NETWORKS INC COM NEW 05366Y201 30 2,153 SH   DFND 1 653 0 1,500
AVIS BUDGET GROUP INC COM 053774105 7,074 250,293 SH   DFND 1 224,993 0 25,300
AVNET INC COM 053807103 14,092 316,759 SH   DFND 1 316,759 0 0
AXA EQUITABLE HLDGS INC COM 054561105 8,850 399,364 SH   DFND 1 324,907 0 74,457
AXOS FINL INC COM 05465C100 1 10 SH   DFND 1 10 0 0
BB&T CORP COM 054937107 32,917 616,754 SH   DFND 1 501,211 0 115,543
BOK FINL CORP COM NEW 05561Q201 2 14 SH   DFND 1 14 0 0
BP PLC SPONSORED ADR 055622104 179,201 4,717,035 SH   DFND 1 3,997,821 0 719,214
BMC STK HLDGS INC COM 05591B109 4,818 184,018 SH   DFND 1 161,818 0 22,200
BALL CORP COM 058498106 11 151 SH   DFND 1 151 0 0
BANCO SANTANDER SA ADR 05964H105 54,428 13,539,073 SH   DFND 1 11,418,873 0 2,120,200
BANCORP INC DEL COM 05969A105 192 19,294 SH   DFND 1 5,594 0 13,700
BANCORPSOUTH BK TUPELO MISS COM 05971J102 5,673 191,573 SH   DFND 1 178,173 0 13,400
BANC OF CALIFORNIA INC COM 05990K106 1,914 135,323 SH   DFND 1 123,723 0 11,600
BANK AMER CORP COM 060505104 337,363 11,565,383 SH   DFND 1 9,608,212 0 1,957,171
BANK NEW YORK MELLON CORP COM 064058100 36,339 803,780 SH   DFND 1 653,363 0 150,417
BANK OZK COM 06417N103 4 140 SH   DFND 1 140 0 0
BANK COMM HLDGS COM 06424J103 56 5,088 SH   DFND 1 1,488 0 3,600
BANKUNITED INC COM 06652K103 11,296 335,970 SH   DFND 1 306,020 0 29,950
BANNER CORP COM NEW 06652V208 5,249 93,448 SH   DFND 1 85,875 0 7,573
BAXTER INTL INC COM 071813109 14,729 168,381 SH   DFND 1 168,381 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 225 15,090 SH   DFND 1 4,390 0 10,700
BENCHMARK ELECTRS INC COM 08160H101 3,619 124,532 SH   DFND 1 111,632 0 12,900
BERKLEY W R CORP COM 084423102 10,531 145,796 SH   DFND 1 118,188 0 27,608
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 154,223 741,381 SH   DFND 1 617,139 0 124,242
BERKSHIRE HILLS BANCORP INC COM 084680107 3,842 131,149 SH   DFND 1 119,249 0 11,900
BERRY GLOBAL GROUP INC COM 08579W103 345 8,779 SH   DFND 1 7,129 0 1,650
BEST BUY INC COM 086516101 25,626 371,437 SH   DFND 1 328,346 0 43,091
BIO RAD LABS INC CL A 090572207 7,203 21,646 SH   DFND 1 17,637 0 4,009
BIOGEN INC COM 09062X103 21 89 SH   DFND 1 89 0 0
BLACKROCK INC COM 09247X101 55,992 125,642 SH   DFND 1 102,193 0 23,449
BLOCK H & R INC COM 093671105 16,315 690,726 SH   DFND 1 660,061 0 30,665
BLOOMIN BRANDS INC COM 094235108 5,318 280,896 SH   DFND 1 251,296 0 29,600
BLUE BIRD CORP COM 095306106 188 9,847 SH   DFND 1 2,847 0 7,000
BOOKING HLDGS INC COM 09857L108 21,271 10,838 SH   DFND 1 10,838 0 0
BORGWARNER INC COM 099724106 7,647 208,457 SH   DFND 1 174,686 0 33,771
BOSTON PRIVATE FINL HLDGS IN COM 101119105 1,355 116,176 SH   DFND 1 105,276 0 10,900
BRIGHTHOUSE FINL INC COM 10922N103 4,172 103,073 SH   DFND 1 103,073 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 5,375 542,327 SH   DFND 1 299,102 0 243,225
BRINKER INTL INC COM 109641100 5,578 130,722 SH   DFND 1 118,122 0 12,600
BRISTOL MYERS SQUIBB CO COM 110122108 97,846 1,929,517 SH   DFND 1 1,588,725 0 340,792
BROADCOM INC COM 11135F101 42,658 154,518 SH   DFND 1 125,557 0 28,961
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 17 320 SH   DFND 1 320 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 2,159 146,539 SH   DFND 1 134,639 0 11,900
BROWN FORMAN CORP CL B 115637209 6,162 98,141 SH   DFND 1 98,141 0 0
BRUNSWICK CORP COM 117043109 12,671 243,105 SH   DFND 1 243,105 0 0
BRYN MAWR BK CORP COM 117665109 237 6,465 SH   DFND 1 1,865 0 4,600
BUCKLE INC COM 118440106 3,340 162,098 SH   DFND 1 146,098 0 16,000
BUILDERS FIRSTSOURCE INC COM 12008R107 7,509 364,937 SH   DFND 1 326,337 0 38,600
BYLINE BANCORP INC COM 124411109 240 13,379 SH   DFND 1 3,879 0 9,500
CAI INTERNATIONAL INC COM 12477X106 194 8,887 SH   DFND 1 2,587 0 6,300
CBS CORP NEW CL B 124857202 37 915 SH   DFND 1 915 0 0
CBRE GROUP INC CL A 12504L109 15,647 295,161 SH   DFND 1 240,145 0 55,016
CDK GLOBAL INC COM 12508E101 4,724 98,231 SH   DFND 1 79,892 0 18,339
CDW CORP COM 12514G108 4,441 36,029 SH   DFND 1 36,029 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 10,066 118,720 SH   DFND 1 96,573 0 22,147
CIT GROUP INC COM NEW 125581801 12,768 281,778 SH   DFND 1 262,337 0 19,441
CPI AEROSTRUCTURES INC COM NEW 125919308 46 5,520 SH   DFND 1 1,620 0 3,900
CNA FINL CORP COM 126117100 30 607 SH   DFND 1 607 0 0
CNB FINL CORP PA COM 126128107 106 3,691 SH   DFND 1 991 0 2,700
CNO FINL GROUP INC COM 12621E103 2,760 174,301 SH   DFND 1 151,501 0 22,800
CSX CORP COM 126408103 57,248 826,444 SH   DFND 1 695,769 0 130,675
CVR ENERGY INC COM 12662P108 570 12,931 SH   DFND 1 12,931 0 0
CVS HEALTH CORP COM 126650100 89,111 1,412,878 SH   DFND 1 1,168,378 0 244,500
C&J ENERGY SVCS INC NEW COM 12674R100 1,440 134,200 SH   DFND 1 40,500 0 93,700
CABOT CORP COM 127055101 6,827 150,631 SH   DFND 1 132,231 0 18,400
CABOT OIL & GAS CORP COM 127097103 1,808 102,883 SH   DFND 1 102,883 0 0
CAMDEN NATL CORP COM 133034108 250 5,766 SH   DFND 1 1,666 0 4,100
CAMPBELL SOUP CO COM 134429109 11,263 240,037 SH   DFND 1 195,042 0 44,995
CAMPING WORLD HLDGS INC CL A 13462K109 3,439 386,319 SH   DFND 1 180,039 0 206,280
CANADIAN NAT RES LTD COM 136385101 166,731 6,261,017 SH   DFND 1 5,192,757 0 1,068,260
CANADIAN PAC RY LTD COM 13645T100 14 63 SH   DFND 1 63 0 0
CAPITAL CITY BK GROUP INC COM 139674105 116 4,209 SH   DFND 1 1,209 0 3,000
CAPITAL ONE FINL CORP COM 14040H105 34,755 381,999 SH   DFND 1 310,749 0 71,250
CAPITOL FED FINL INC COM 14057J101 4,728 343,088 SH   DFND 1 314,788 0 28,300
CAPSTEAD MTG CORP COM NO PAR 14067E506 4,000 544,189 SH   DFND 1 221,259 0 322,930
CARDINAL HEALTH INC COM 14149Y108 13,984 296,321 SH   DFND 1 248,420 0 47,901
CARDLYTICS INC COM 14161W105 4,452 132,787 SH   DFND 1 63,517 0 69,270
CARMAX INC COM 143130102 12,741 144,776 SH   DFND 1 117,819 0 26,957
CARTERS INC COM 146229109 1,005 11,009 SH   DFND 1 11,009 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 1,496 281,677 SH   DFND 1 125,707 0 155,970
CATERPILLAR INC DEL COM 149123101 72,939 577,457 SH   DFND 1 492,177 0 85,280
CATHAY GEN BANCORP COM 149150104 7,412 213,364 SH   DFND 1 192,092 0 21,272
CELANESE CORP DEL COM 150870103 20,262 165,686 SH   DFND 1 145,443 0 20,243
CELGENE CORP COM 151020104 26 258 SH   DFND 1 258 0 0
CENTERSTATE BK CORP COM 15201P109 521 21,690 SH   DFND 1 10,984 0 10,706
CENTRAL VALLEY CMNTY BANCORP COM 155685100 104 5,079 SH   DFND 1 1,479 0 3,600
CENTURY CMNTYS INC COM 156504300 3,071 100,254 SH   DFND 1 90,154 0 10,100
CHARTER COMMUNICATIONS INC N CL A 16119P108 38 90 SH   DFND 1 90 0 0
CHEVRON CORP NEW COM 166764100 293,856 2,477,702 SH   DFND 1 2,036,048 0 441,654
CHURCHILL DOWNS INC COM 171484108 351 2,839 SH   DFND 1 2,839 0 0
CINCINNATI FINL CORP COM 172062101 15,212 130,381 SH   DFND 1 105,929 0 24,452
CINEMARK HOLDINGS INC COM 17243V102 2,123 54,942 SH   DFND 1 44,821 0 10,121
CISCO SYS INC COM 17275R102 17,370 351,548 SH   DFND 1 351,548 0 0
CITIGROUP INC COM NEW 172967424 347,029 5,023,572 SH   DFND 1 4,152,812 0 870,760
CITIZENS FINL GROUP INC COM 174610105 13,699 387,293 SH   DFND 1 314,941 0 72,352
CIVISTA BANCSHARES INC COM NO PAR 178867107 107 4,918 SH   DFND 1 1,418 0 3,500
CLEAN ENERGY FUELS CORP COM 184499101 199 96,308 SH   DFND 1 28,008 0 68,300
CLEARWAY ENERGY INC CL A 18539C105 1,749 100,864 SH   DFND 1 91,964 0 8,900
CLEVELAND CLIFFS INC COM 185899101 7,113 985,093 SH   DFND 1 887,893 0 97,200
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 27,329 453,465 SH   DFND 1 368,787 0 84,678
COHERENT INC COM 192479103 2,363 15,371 SH   DFND 1 11,121 0 4,250
COHU INC COM 192576106 3,242 239,987 SH   DFND 1 72,487 0 167,500
COLFAX CORP COM 194014106 4 107 SH   DFND 1 107 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 719 62,567 SH   DFND 1 27,867 0 34,700
COLUMBIA BKG SYS INC COM 197236102 2,810 76,141 SH   DFND 1 68,141 0 8,000
COMCAST CORP NEW CL A 20030N101 179,460 3,980,917 SH   DFND 1 3,238,654 0 742,263
COMERICA INC COM 200340107 11,539 174,854 SH   DFND 1 152,808 0 22,046
COMMERCE BANCSHARES INC COM 200525103 5,393 88,918 SH   DFND 1 72,333 0 16,585
COMMERCIAL METALS CO COM 201723103 5,266 302,971 SH   DFND 1 280,171 0 22,800
COMMERCIAL VEH GROUP INC COM 202608105 104 14,297 SH   DFND 1 4,097 0 10,200
COMMUNITY BANKERS TR CORP COM 203612106 31 3,515 SH   DFND 1 1,015 0 2,500
COMPUTER TASK GROUP INC COM 205477102 33 6,590 SH   DFND 1 1,890 0 4,700
CONNECTONE BANCORP INC NEW COM 20786W107 123 5,510 SH   DFND 1 1,610 0 3,900
CONNS INC COM 208242107 291 11,670 SH   DFND 1 3,470 0 8,200
CONOCOPHILLIPS COM 20825C104 124,332 2,182,022 SH   DFND 1 1,812,709 0 369,313
CONSUMER PORTFOLIO SVCS INC COM 210502100 26 7,177 SH   DFND 1 2,077 0 5,100
CORE MOLDING TECHNOLOGIES IN COM 218683100 25 3,820 SH   DFND 1 1,120 0 2,700
CORNING INC COM 219350105 25,983 911,032 SH   DFND 1 738,869 0 172,163
CORTEVA INC COM 22052L104 40,620 1,450,693 SH   DFND 1 1,147,414 0 303,279
COTY INC COM CL A 222070203 11 967 SH   DFND 1 967 0 0
COWEN INC CL A NEW 223622606 198 12,830 SH   DFND 1 3,730 0 9,100
CRANE CO COM 224399105 2,663 33,023 SH   DFND 1 27,010 0 6,013
CREDIT ACCEP CORP MICH COM 225310101 7,152 15,503 SH   DFND 1 12,597 0 2,906
CROWN HOLDINGS INC COM 228368106 108,536 1,642,980 SH   DFND 1 1,375,240 0 267,740
CULLEN FROST BANKERS INC COM 229899109 4,490 50,696 SH   DFND 1 41,176 0 9,520
CUMMINS INC COM 231021106 29,243 179,764 SH   DFND 1 153,910 0 25,854
CUMULUS MEDIA INC COM CLASS A 231082801 85 5,820 SH   DFND 1 1,720 0 4,100
D R HORTON INC COM 23331A109 94,323 1,789,462 SH   DFND 1 1,502,715 0 286,747
DTE ENERGY CO COM 233331107 18,122 136,292 SH   DFND 1 109,435 0 26,857
DXC TECHNOLOGY CO COM 23355L106 5 146 SH   DFND 1 146 0 0
DANA INCORPORATED COM 235825205 6,850 474,349 SH   DFND 1 426,249 0 48,100
DAVITA INC COM 23918K108 7,426 130,116 SH   DFND 1 105,865 0 24,251
DEERE & CO COM 244199105 46,597 276,242 SH   DFND 1 224,733 0 51,509
DELEK US HLDGS INC NEW COM 24665A103 8,835 243,376 SH   DFND 1 221,876 0 21,500
DELTA AIR LINES INC DEL COM NEW 247361702 45,774 794,687 SH   DFND 1 688,263 0 106,424
DELUXE CORP COM 248019101 6,927 140,893 SH   DFND 1 126,893 0 14,000
DESIGNER BRANDS INC CL A 250565108 993 57,996 SH   DFND 1 41,836 0 16,160
DESTINATION XL GROUP INC COM 25065K104 505 298,400 SH   DFND 1 298,400 0 0
DEVON ENERGY CORP NEW COM 25179M103 8,053 334,677 SH   DFND 1 272,455 0 62,222
DICKS SPORTING GOODS INC COM 253393102 10,159 248,934 SH   DFND 1 224,434 0 24,500
DIGI INTL INC COM 253798102 181 13,240 SH   DFND 1 3,840 0 9,400
DIME CMNTY BANCSHARES COM 253922108 1,617 75,502 SH   DFND 1 66,102 0 9,400
DILLARDS INC CL A 254067101 5,050 76,378 SH   DFND 1 68,778 0 7,600
DISCOVER FINL SVCS COM 254709108 36,465 449,675 SH   DFND 1 393,557 0 56,118
DISCOVERY INC COM SER A 25470F104 2 63 SH   DFND 1 63 0 0
DISCOVERY INC COM SER C 25470F302 4 144 SH   DFND 1 144 0 0
DISH NETWORK CORP CL A 25470M109 19 545 SH   DFND 1 545 0 0
DOLLAR GEN CORP NEW COM 256677105 24 146 SH   DFND 1 146 0 0
DOMINION ENERGY INC COM 25746U109 3,420 42,194 SH   DFND 1 42,194 0 0
DOMTAR CORP COM NEW 257559203 7,447 210,596 SH   DFND 1 188,096 0 22,500
DONNELLEY FINL SOLUTIONS INC COM 25787G100 183 14,778 SH   DFND 1 4,278 0 10,500
DOVA PHARMACEUTICALS INC COM 25985T102 2,691 96,265 SH   DFND 1 42,125 0 54,140
DOVER CORP COM 260003108 14,894 149,592 SH   DFND 1 127,546 0 22,046
DOW INC COM 260557103 18,184 381,608 SH   DFND 1 312,629 0 68,979
DRIL QUIP INC COM 262037104 1,840 36,662 SH   DFND 1 26,483 0 10,179
DUKE ENERGY CORP NEW COM NEW 26441C204 3,275 34,159 SH   DFND 1 34,159 0 0
DUPONT DE NEMOURS INC COM 26614N102 26,745 375,041 SH   DFND 1 311,961 0 63,080
ERA GROUP INC COM 26885G109 91 8,550 SH   DFND 1 2,550 0 6,000
E TRADE FINANCIAL CORP COM NEW 269246401 62,315 1,426,279 SH   DFND 1 1,211,799 0 214,480
EAST WEST BANCORP INC COM 27579R104 17 363 SH   DFND 1 363 0 0
EASTMAN CHEMICAL CO COM 277432100 69,058 935,364 SH   DFND 1 777,497 0 157,867
EATON VANCE CORP COM NON VTG 278265103 360 8,012 SH   DFND 1 8,012 0 0
EBAY INC COM 278642103 53,557 1,373,943 SH   DFND 1 1,225,943 0 148,000
ECHOSTAR CORP CL A 278768106 4,374 110,374 SH   DFND 1 110,374 0 0
EMERSON ELEC CO COM 291011104 33,367 499,047 SH   DFND 1 405,851 0 93,196
EMPLOYERS HOLDINGS INC COM 292218104 4,500 103,241 SH   DFND 1 95,141 0 8,100
ENCORE CAP GROUP INC COM 292554102 128 3,812 SH   DFND 1 1,112 0 2,700
ENOVA INTL INC COM 29357K103 1 5 SH   DFND 1 5 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 2,541 62,334 SH   DFND 1 57,034 0 5,300
EQUITY COMWLTH COM SH BEN INT 294628102 1,997 58,296 SH   DFND 1 42,126 0 16,170
ESSA BANCORP INC COM 29667D104 38 2,265 SH   DFND 1 665 0 1,600
EVERCORE INC CLASS A 29977A105 8,847 110,448 SH   DFND 1 110,448 0 0
EVERGY INC COM 30034W106 13,743 206,462 SH   DFND 1 167,881 0 38,581
EVERSOURCE ENERGY COM 30040W108 20,188 236,192 SH   DFND 1 192,500 0 43,692
EXELON CORP COM 30161N101 1,829 37,855 SH   DFND 1 37,855 0 0
EZCORP INC CL A NON VTG 302301106 121 18,597 SH   DFND 1 5,397 0 13,200
EXXON MOBIL CORP COM 30231G102 268,670 3,804,977 SH   DFND 1 3,112,519 0 692,458
FBL FINL GROUP INC CL A 30239F106 2,282 38,338 SH   DFND 1 34,538 0 3,800
F M C CORP COM NEW 302491303 11,510 131,265 SH   DFND 1 109,920 0 21,345
FNB CORP PA COM 302520101 5,986 519,109 SH   DFND 1 519,109 0 0
FACEBOOK INC CL A 30303M102 97,884 549,660 SH   DFND 1 461,910 0 87,750
FACTSET RESH SYS INC COM 303075105 4 15 SH   DFND 1 15 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 8,175 184,076 SH   DFND 1 150,305 0 33,771
FINANCIAL INSTNS INC COM 317585404 179 5,903 SH   DFND 1 1,703 0 4,200
FIRST AMERN FINL CORP COM 31847R102 17 280 SH   DFND 1 280 0 0
FIRST BANCORP P R COM NEW 318672706 2,942 294,700 SH   DFND 1 87,100 0 207,600
FIRST BANCORP N C COM 318910106 1,167 32,492 SH   DFND 1 28,092 0 4,400
FIRST BUSEY CORP COM NEW 319383204 147 5,784 SH   DFND 1 1,684 0 4,100
FIRST BUS FINL SVCS INC WIS COM 319390100 812 33,701 SH   DFND 1 615 0 33,086
FIRST CTZNS BANCSHARES INC N CL A 31946M103 7,333 15,550 SH   DFND 1 14,730 0 820
FIRST COMWLTH FINL CORP PA COM 319829107 3,147 236,944 SH   DFND 1 216,144 0 20,800
FIRST DEFIANCE FINL CORP COM 32006W106 204 7,036 SH   DFND 1 2,036 0 5,000
FIRST FINL BANCORP OH COM 320209109 1 19 SH   DFND 1 19 0 0
FIRST FINL CORP IND COM 320218100 191 4,381 SH   DFND 1 1,281 0 3,100
FIRST FINANCIAL NORTHWEST IN COM 32022K102 708 47,900 SH   DFND 1 0 0 47,900
FIRST HORIZON NATL CORP COM 320517105 12 736 SH   DFND 1 736 0 0
FIRST HAWAIIAN INC COM 32051X108 8 284 SH   DFND 1 284 0 0
FIRST INTERNET BANCORP COM 320557101 4,280 199,900 SH   DFND 1 59,000 0 140,900
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 103 2,557 SH   DFND 1 750 0 1,807
FIRST MERCHANTS CORP COM 320817109 2,916 77,478 SH   DFND 1 70,478 0 7,000
FIRST MIDWEST BANCORP DEL COM 320867104 5,781 296,750 SH   DFND 1 270,298 0 26,452
FIRST NORTHWEST BANCORP COM 335834107 1,849 106,717 SH   DFND 1 44,502 0 62,215
FIRST SOLAR INC COM 336433107 11 179 SH   DFND 1 179 0 0
FIRSTCASH INC COM 33767D105 694 7,561 SH   DFND 1 7,561 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 6,775 181,380 SH   DFND 1 167,180 0 14,200
FLEETCOR TECHNOLOGIES INC COM 339041105 11 35 SH   DFND 1 35 0 0
FLUSHING FINL CORP COM 343873105 967 47,827 SH   DFND 1 41,927 0 5,900
FONAR CORP COM NEW 344437405 1,549 74,906 SH   DFND 1 22,406 0 52,500
FOOT LOCKER INC COM 344849104 12,759 295,602 SH   DFND 1 295,602 0 0
FORD MTR CO DEL COM 345370860 31,491 3,437,857 SH   DFND 1 2,796,407 0 641,450
FORTUNE BRANDS HOME & SEC IN COM 34964C106 6,719 122,828 SH   DFND 1 99,980 0 22,848
FRANKLIN FINL NETWORK INC COM 35352P104 162 5,353 SH   DFND 1 1,553 0 3,800
FRANKLIN RES INC COM 354613101 13,613 471,688 SH   DFND 1 396,329 0 75,359
FRANKLIN STREET PPTYS CORP COM 35471R106 2,849 336,721 SH   DFND 1 160,901 0 175,820
FREEPORT-MCMORAN INC CL B 35671D857 22,103 2,309,602 SH   DFND 1 1,875,602 0 434,000
FREIGHTCAR AMER INC COM 357023100 1,440 296,900 SH   DFND 1 87,800 0 209,100
FRIEDMAN INDS INC COM 358435105 776 119,453 SH   DFND 1 119,453 0 0
FULTON FINL CORP PA COM 360271100 8,076 499,128 SH   DFND 1 458,728 0 40,400
GATX CORP COM 361448103 9,122 117,653 SH   DFND 1 104,053 0 13,600
GCI LIBERTY INC COM CLASS A 36164V305 9 130 SH   DFND 1 130 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 28,493 745,102 SH   DFND 1 593,302 0 151,800
GANNETT CO INC COM 36473H104 4,034 375,600 SH   DFND 1 337,400 0 38,200
GAP INC COM 364760108 2 94 SH   DFND 1 94 0 0
GENERAL DYNAMICS CORP COM 369550108 46,294 253,342 SH   DFND 1 206,042 0 47,300
GENERAL MTRS CO COM 37045V100 167,197 4,460,963 SH   DFND 1 3,701,923 0 759,040
GENESCO INC COM 371532102 2,697 67,368 SH   DFND 1 60,768 0 6,600
GENTEX CORP COM 371901109 9,096 330,322 SH   DFND 1 288,634 0 41,688
GENUINE PARTS CO COM 372460105 13,685 137,409 SH   DFND 1 115,262 0 22,147
GEOSPACE TECHNOLOGIES CORP COM 37364X109 100 6,466 SH   DFND 1 1,866 0 4,600
GILEAD SCIENCES INC COM 375558103 107,398 1,694,504 SH   DFND 1 1,391,426 0 303,078
GILDAN ACTIVEWEAR INC COM 375916103 4 91 SH   DFND 1 91 0 0
GLATFELTER COM 377316104 311 20,180 SH   DFND 1 5,780 0 14,400
GLOBUS MED INC CL A 379577208 2,147 41,994 SH   DFND 1 30,407 0 11,587
GLOBE LIFE INC COM 37959E102 21,203 221,411 SH   DFND 1 180,425 0 40,986
GOLDMAN SACHS GROUP INC COM 38141G104 62,329 300,772 SH   DFND 1 244,654 0 56,118
GRAFTECH INTL LTD COM 384313508 5 374 SH   DFND 1 374 0 0
GRAHAM HLDGS CO COM 384637104 9,630 14,515 SH   DFND 1 12,915 0 1,600
GRAINGER W W INC COM 384802104 14,216 47,838 SH   DFND 1 38,919 0 8,919
GREAT SOUTHN BANCORP INC COM 390905107 266 4,657 SH   DFND 1 1,357 0 3,300
GREAT WESTN BANCORP INC COM 391416104 5,619 170,250 SH   DFND 1 154,850 0 15,400
GREEN BRICK PARTNERS INC COM 392709101 194 18,057 SH   DFND 1 5,257 0 12,800
GROUP 1 AUTOMOTIVE INC COM 398905109 5,649 61,192 SH   DFND 1 54,992 0 6,200
GULF ISLAND FABRICATION INC COM 402307102 39 7,184 SH   DFND 1 2,084 0 5,100
H & E EQUIPMENT SERVICES INC COM 404030108 3,245 112,418 SH   DFND 1 100,818 0 11,600
HCA HEALTHCARE INC COM 40412C101 33,343 276,882 SH   DFND 1 225,173 0 51,709
HCP INC COM 40414L109 6 151 SH   DFND 1 151 0 0
HD SUPPLY HLDGS INC COM 40416M105 6,702 171,066 SH   DFND 1 145,212 0 25,854
HP INC COM 40434L105 90 4,706 SH   DFND 1 4,706 0 0
HALLIBURTON CO COM 406216101 84,801 4,498,704 SH   DFND 1 3,755,104 0 743,600
HANCOCK WHITNEY CORPORATION COM 410120109 6,370 166,334 SH   DFND 1 166,334 0 0
HANESBRANDS INC COM 410345102 19,250 1,256,488 SH   DFND 1 1,212,896 0 43,592
HANMI FINL CORP COM NEW 410495204 1,993 106,100 SH   DFND 1 32,100 0 74,000
HANOVER INS GROUP INC COM 410867105 4,376 32,281 SH   DFND 1 26,268 0 6,013
HARBORONE BANCORP INC NEW COM NEW 41165Y100 3,791 376,630 SH   DFND 1 113,241 0 263,389
HARLEY DAVIDSON INC COM 412822108 7,550 209,890 SH   DFND 1 184,236 0 25,654
HARTFORD FINL SVCS GROUP INC COM 416515104 17,163 283,171 SH   DFND 1 230,761 0 52,410
HAYNES INTERNATIONAL INC COM NEW 420877201 1,969 54,911 SH   DFND 1 16,511 0 38,400
HEARTLAND FINL USA INC COM 42234Q102 2,367 52,898 SH   DFND 1 47,298 0 5,600
HEIDRICK & STRUGGLES INTL IN COM 422819102 143 5,230 SH   DFND 1 1,530 0 3,700
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 3,948 489,708 SH   DFND 1 441,308 0 48,400
HERITAGE INS HLDGS INC COM 42727J102 6,141 410,737 SH   DFND 1 190,952 0 219,785
HERON THERAPEUTICS INC COM 427746102 220 11,867 SH   DFND 1 8,187 0 3,680
HESS CORP COM 42809H107 15,127 250,115 SH   DFND 1 203,517 0 46,598
HEWLETT PACKARD ENTERPRISE C COM 42824C109 17,437 1,149,439 SH   DFND 1 935,789 0 213,650
HEXCEL CORP NEW COM 428291108 1,117 13,589 SH   DFND 1 13,589 0 0
HIBBETT SPORTS INC COM 428567101 198 8,617 SH   DFND 1 2,517 0 6,100
HILLTOP HOLDINGS INC COM 432748101 2,317 96,952 SH   DFND 1 86,752 0 10,200
HILTON GRAND VACATIONS INC COM 43283X105 8,757 273,638 SH   DFND 1 243,338 0 30,300
HOLLYFRONTIER CORP COM 436106108 7,752 144,510 SH   DFND 1 117,553 0 26,957
HOME BANCSHARES INC COM 436893200 3,287 174,842 SH   DFND 1 156,442 0 18,400
HOMESTREET INC COM 43785V102 5,295 193,780 SH   DFND 1 85,325 0 108,455
HOMETRUST BANCSHARES INC COM 437872104 184 7,040 SH   DFND 1 2,040 0 5,000
HONEYWELL INTL INC COM 438516106 9,612 56,808 SH   DFND 1 56,808 0 0
HOPE BANCORP INC COM 43940T109 7,784 542,808 SH   DFND 1 467,138 0 75,670
HORACE MANN EDUCATORS CORP N COM 440327104 6,132 132,345 SH   DFND 1 119,745 0 12,600
HORIZON BANCORP INC COM 440407104 1,520 87,525 SH   DFND 1 78,225 0 9,300
HOWARD HUGHES CORP COM 44267D107 1,351 10,422 SH   DFND 1 8,417 0 2,005
HUBBELL INC COM 443510607 6,261 47,646 SH   DFND 1 38,727 0 8,919
HUMANA INC COM 444859102 28,019 109,587 SH   DFND 1 89,144 0 20,443
HUNT J B TRANS SVCS INC COM 445658107 8,596 77,685 SH   DFND 1 63,054 0 14,631
HUNTINGTON BANCSHARES INC COM 446150104 13,267 929,684 SH   DFND 1 769,045 0 160,639
HUNTINGTON INGALLS INDS INC COM 446413106 9,303 43,922 SH   DFND 1 37,108 0 6,814
HUNTSMAN CORP COM 447011107 62,062 2,668,148 SH   DFND 1 2,300,398 0 367,750
HURCO COMPANIES INC COM 447324104 100 3,083 SH   DFND 1 883 0 2,200
HYATT HOTELS CORP COM CL A 448579102 2,137 28,999 SH   DFND 1 23,588 0 5,411
HYSTER YALE MATLS HANDLING I CL A 449172105 6,688 122,186 SH   DFND 1 58,636 0 63,550
IPG PHOTONICS CORP COM 44980X109 56,388 415,836 SH   DFND 1 350,396 0 65,440
IBERIABANK CORP COM 450828108 10,276 136,021 SH   DFND 1 136,021 0 0
ILLINOIS TOOL WKS INC COM 452308109 16,820 107,482 SH   DFND 1 107,482 0 0
IMPERIAL OIL LTD COM NEW 453038408 9 353 SH   DFND 1 353 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 99 4,637 SH   DFND 1 1,337 0 3,300
INDEPENDENT BK GROUP INC COM 45384B106 1 7 SH   DFND 1 7 0 0
INGLES MKTS INC CL A 457030104 1,813 46,647 SH   DFND 1 41,947 0 4,700
INGREDION INC COM 457187102 74,403 910,231 SH   DFND 1 754,701 0 155,530
INSIGHT ENTERPRISES INC COM 45765U103 6,544 117,494 SH   DFND 1 105,894 0 11,600
INTEL CORP COM 458140100 228,223 4,428,928 SH   DFND 1 3,703,901 0 725,027
INTERNATIONAL BANCSHARES COR COM 459044103 7,194 186,267 SH   DFND 1 172,467 0 13,800
INTERNATIONAL BUSINESS MACHS COM 459200101 125,084 860,153 SH   DFND 1 715,148 0 145,005
INTL PAPER CO COM 460146103 14,458 345,706 SH   DFND 1 281,371 0 64,335
INTERPUBLIC GROUP COS INC COM 460690100 6,564 304,423 SH   DFND 1 247,703 0 56,720
INTL FCSTONE INC COM 46116V105 2,536 61,746 SH   DFND 1 55,946 0 5,800
INTRA CELLULAR THERAPIES INC COM 46116X101 430 57,557 SH   DFND 1 25,177 0 32,380
INTREPID POTASH INC COM 46121Y102 214 65,293 SH   DFND 1 18,893 0 46,400
INVESTORS BANCORP INC NEW COM 46146L101 7,335 645,675 SH   DFND 1 615,075 0 30,600
IROBOT CORP COM 462726100 1,872 30,345 SH   DFND 1 21,925 0 8,420
ISHARES TR MSCI EMG MKT ETF 464287234 4,087 100,000 SH   DFND 1 0 0 100,000
ISHARES TR RUS 1000 VAL ETF 464287598 36,825 287,111 SH   DFND 1 174,845 0 112,266
ISHARES TR RUS 2000 VAL ETF 464287630 4,345 36,379 SH   DFND 1 29,009 0 7,370
ISHARES TR MICRO-CAP ETF 464288869 2,839 32,200 SH   DFND 1 0 0 32,200
J ALEXANDERS HLDGS INC COM 46609J106 78 6,627 SH   DFND 1 1,927 0 4,700
JPMORGAN CHASE & CO COM 46625H100 470,833 4,000,614 SH   DFND 1 3,281,087 0 719,527
JABIL INC COM 466313103 16,218 453,385 SH   DFND 1 453,385 0 0
JEFFERIES FINL GROUP INC COM 47233W109 4,703 255,564 SH   DFND 1 201,650 0 53,914
JETBLUE AWYS CORP COM 477143101 18,065 1,078,460 SH   DFND 1 1,033,565 0 44,895
JOHNSON & JOHNSON COM 478160104 331,636 2,563,270 SH   DFND 1 2,117,000 0 446,270
JONES LANG LASALLE INC COM 48020Q107 11 76 SH   DFND 1 76 0 0
JUNIPER NETWORKS INC COM 48203R104 6,779 273,898 SH   DFND 1 222,790 0 51,108
KAR AUCTION SVCS INC COM 48238T109 10,301 419,571 SH   DFND 1 376,171 0 43,400
KKR & CO INC CL A 48251W104 331 12,322 SH   DFND 1 12,322 0 0
KT CORP SPONSORED ADR 48268K101 565 49,900 SH   DFND 1 49,900 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 8,824 66,339 SH   DFND 1 53,813 0 12,526
KB HOME COM 48666K109 9,869 290,236 SH   DFND 1 261,136 0 29,100
KEARNY FINL CORP MD COM 48716P108 3,802 291,493 SH   DFND 1 265,367 0 26,126
KELLOGG CO COM 487836108 19,231 298,846 SH   DFND 1 243,129 0 55,717
KELLY SVCS INC CL A 488152208 2,863 118,206 SH   DFND 1 105,806 0 12,400
KEMET CORP COM NEW 488360207 3,478 191,263 SH   DFND 1 171,863 0 19,400
KENNAMETAL INC COM 489170100 7,209 234,497 SH   DFND 1 217,397 0 17,100
KEY TRONIC CORP COM 493144109 35 5,392 SH   DFND 1 1,592 0 3,800
KEYCORP NEW COM 493267108 15,092 845,944 SH   DFND 1 686,809 0 159,135
KIMBALL ELECTRONICS INC COM 49428J109 174 11,982 SH   DFND 1 3,482 0 8,500
KIRBY CORP COM 497266106 7 77 SH   DFND 1 77 0 0
KNOLL INC COM NEW 498904200 4,139 163,247 SH   DFND 1 147,147 0 16,100
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 8,634 237,849 SH   DFND 1 209,990 0 27,859
KOHLS CORP COM 500255104 7 135 SH   DFND 1 135 0 0
KOPPERS HOLDINGS INC COM 50060P106 285 9,724 SH   DFND 1 2,824 0 6,900
KRATON CORPORATION COM 50077C106 3,359 104,008 SH   DFND 1 93,708 0 10,300
KROGER CO COM 501044101 53 2,042 SH   DFND 1 2,042 0 0
L BRANDS INC COM 501797104 6 270 SH   DFND 1 270 0 0
LGI HOMES INC COM 50187T106 4,747 56,967 SH   DFND 1 50,667 0 6,300
LKQ CORP COM 501889208 8,497 270,167 SH   DFND 1 219,761 0 50,406
LPL FINL HLDGS INC COM 50212V100 8,293 101,251 SH   DFND 1 88,825 0 12,426
LSI INDS INC COM 50216C108 62 11,790 SH   DFND 1 3,390 0 8,400
LABORATORY CORP AMER HLDGS COM NEW 50540R409 13,837 82,363 SH   DFND 1 66,129 0 16,234
LAKELAND BANCORP INC COM 511637100 149 9,600 SH   DFND 1 2,845 0 6,755
LAKELAND INDS INC COM 511795106 48 3,934 SH   DFND 1 1,134 0 2,800
LAM RESEARCH CORP COM 512807108 30,710 132,879 SH   DFND 1 111,835 0 21,044
LANDEC CORP COM 514766104 131 11,995 SH   DFND 1 3,495 0 8,500
LAS VEGAS SANDS CORP COM 517834107 10,690 185,073 SH   DFND 1 151,301 0 33,772
LAUDER ESTEE COS INC CL A 518439104 18 88 SH   DFND 1 88 0 0
LAUREATE EDUCATION INC CL A 518613203 3 153 SH   DFND 1 153 0 0
LEAR CORP COM NEW 521865204 5,883 49,898 SH   DFND 1 40,578 0 9,320
LEE ENTERPRISES INC COM 523768109 56 27,196 SH   DFND 1 7,896 0 19,300
LEGGETT & PLATT INC COM 524660107 3,962 96,759 SH   DFND 1 78,621 0 18,138
LEIDOS HLDGS INC COM 525327102 9,861 114,812 SH   DFND 1 93,267 0 21,545
LENNAR CORP CL A 526057104 13,970 250,121 SH   DFND 1 203,623 0 46,498
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 MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 5 111 SH   DFND 1 111 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 12 271 SH   DFND 1 271 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 9 199 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 5,529 63,721 SH   DFND 1 54,401 0 9,320
LINCOLN NATL CORP IND COM 534187109 10,410 172,578 SH   DFND 1 140,911 0 31,667
LITHIA MTRS INC CL A 536797103 7,473 56,444 SH   DFND 1 50,244 0 6,200
LOCKHEED MARTIN CORP COM 539830109 81,426 208,751 SH   DFND 1 169,869 0 38,882
LOEWS CORP COM 540424108 13,420 260,668 SH   DFND 1 211,965 0 48,703
LOUISIANA PAC CORP COM 546347105 8 319 SH   DFND 1 319 0 0
LULULEMON ATHLETICA INC COM 550021109 12 58 SH   DFND 1 58 0 0
LUTHER BURBANK CORP COM 550550107 4,060 358,334 SH   DFND 1 173,421 0 184,913
LYON WILLIAM HOMES CL A NEW 552074700 316 15,512 SH   DFND 1 4,512 0 11,000
M & T BK CORP COM 55261F104 23,942 151,557 SH   DFND 1 129,009 0 22,548
MBIA INC COM 55262C100 2,467 267,275 SH   DFND 1 239,375 0 27,900
M D C HLDGS INC COM 552676108 8,812 204,452 SH   DFND 1 182,885 0 21,567
MGIC INVT CORP WIS COM 552848103 10,969 871,912 SH   DFND 1 871,912 0 0
M/I HOMES INC COM 55305B101 3,426 90,995 SH   DFND 1 81,795 0 9,200
MTS SYS CORP COM 553777103 3,951 71,510 SH   DFND 1 29,554 0 41,956
MAGNA INTL INC COM 559222401 76,268 1,430,107 SH   DFND 1 1,198,307 0 231,800
MANPOWERGROUP INC COM 56418H100 19,206 227,986 SH   DFND 1 218,967 0 9,019
MARATHON OIL CORP COM 565849106 27 2,188 SH   DFND 1 2,188 0 0
MARKEL CORP COM 570535104 13,127 11,106 SH   DFND 1 9,002 0 2,104
MARLIN BUSINESS SVCS CORP COM 571157106 100 3,943 SH   DFND 1 1,143 0 2,800
MARRIOTT INTL INC NEW CL A 571903202 9,832 79,050 SH   DFND 1 79,050 0 0
MASCO CORP COM 574599106 10,581 253,860 SH   DFND 1 206,460 0 47,400
MASTEC INC COM 576323109 5 71 SH   DFND 1 71 0 0
MASTERCARD INC CL A 57636Q104 123 450 SH   DFND 1 450 0 0
MATADOR RES CO COM 576485205 6,227 376,687 SH   DFND 1 343,487 0 33,200
MAXIM INTEGRATED PRODS INC COM 57772K101 2,040 35,215 SH   DFND 1 35,215 0 0
MCKESSON CORP COM 58155Q103 22,230 162,665 SH   DFND 1 132,401 0 30,264
MERCANTILE BANK CORP COM 587376104 127 3,862 SH   DFND 1 1,162 0 2,700
MERCK & CO INC COM 58933Y105 160,324 1,904,535 SH   DFND 1 1,549,988 0 354,547
MERIDIAN CORPORATION COM 58958P104 622 35,000 SH   DFND 1 35,000 0 0
MERIDIAN BANCORP INC MD COM 58958U103 1,785 95,160 SH   DFND 1 86,760 0 8,400
MERITAGE HOMES CORP COM 59001A102 9,294 132,106 SH   DFND 1 119,106 0 13,000
MERITOR INC COM 59001K100 5,014 271,011 SH   DFND 1 244,111 0 26,900
METHANEX CORP COM 59151K108 2 59 SH   DFND 1 59 0 0
METHODE ELECTRS INC COM 591520200 3,922 116,562 SH   DFND 1 104,462 0 12,100
METLIFE INC COM 59156R108 39,334 834,040 SH   DFND 1 678,111 0 155,929
METTLER TOLEDO INTERNATIONAL COM 592688105 8 10 SH   DFND 1 10 0 0
MICRON TECHNOLOGY INC COM 595112103 38,442 897,129 SH   DFND 1 729,877 0 167,252
MIDLAND STS BANCORP INC ILL COM 597742105 228 8,735 SH   DFND 1 2,535 0 6,200
MIDWESTONE FINL GROUP INC NE COM 598511103 121 3,932 SH   DFND 1 1,132 0 2,800
MILLER INDS INC TENN COM NEW 600551204 196 5,876 SH   DFND 1 1,676 0 4,200
MINERALS TECHNOLOGIES INC COM 603158106 6,109 115,063 SH   DFND 1 103,663 0 11,400
MODINE MFG CO COM 607828100 272 23,844 SH   DFND 1 6,944 0 16,900
MOHAWK INDS INC COM 608190104 82,353 663,759 SH   DFND 1 556,734 0 107,025
MOLINA HEALTHCARE INC COM 60855R100 883 8,040 SH   DFND 1 8,040 0 0
MOLSON COORS BREWING CO CL B 60871R209 113,941 1,981,570 SH   DFND 1 1,662,820 0 318,750
MONDELEZ INTL INC CL A 609207105 32 577 SH   DFND 1 577 0 0
MORGAN STANLEY COM NEW 617446448 61,242 1,435,226 SH   DFND 1 1,166,159 0 269,067
MOTORCAR PTS AMER INC COM 620071100 87 5,100 SH   DFND 1 1,500 0 3,600
NCR CORP NEW COM 62886E108 9,402 297,905 SH   DFND 1 265,005 0 32,900
NVR INC COM 62944T105 10,524 2,831 SH   DFND 1 2,220 0 611
NACCO INDS INC CL A 629579103 161 2,521 SH   DFND 1 721 0 1,800
NASDAQ INC COM 631103108 3,937 39,621 SH   DFND 1 32,049 0 7,572
NATIONAL BK HLDGS CORP CL A 633707104 2,057 60,163 SH   DFND 1 54,563 0 5,600
NATURAL GAS SERVICES GROUP COM 63886Q109 2,141 167,063 SH   DFND 1 67,996 0 99,067
NAVISTAR INTL CORP NEW COM 63934E108 9,191 326,934 SH   DFND 1 293,834 0 33,100
NAVIENT CORPORATION COM 63938C108 10,313 805,661 SH   DFND 1 737,761 0 67,900
NELNET INC CL A 64031N108 5,417 85,161 SH   DFND 1 77,361 0 7,800
NEOS THERAPEUTICS INC COM 64052L106 141 95,200 SH   DFND 1 27,900 0 67,300
NETWORK 1 TECHNOLOGIES INC COM 64121N109 27 11,273 SH   DFND 1 3,273 0 8,000
NEW YORK CMNTY BANCORP INC COM 649445103 5,493 437,675 SH   DFND 1 366,826 0 70,849
NEWMARKET CORP COM 651587107 1,359 2,877 SH   DFND 1 2,877 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 98,301 2,592,308 SH   DFND 1 2,177,108 0 415,200
NEWPARK RES INC COM PAR $.01NEW 651718504 5,021 658,917 SH   DFND 1 254,437 0 404,480
NEWS CORP NEW CL A 65249B109 6 404 SH   DFND 1 404 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 13,054 127,589 SH   DFND 1 127,589 0 0
NEXTERA ENERGY INC COM 65339F101 5,247 22,518 SH   DFND 1 22,518 0 0
NOBLE ENERGY INC COM 655044105 9,449 420,687 SH   DFND 1 342,422 0 78,265
NORFOLK SOUTHERN CORP COM 655844108 7,371 41,023 SH   DFND 1 41,023 0 0
NORTHEAST BK LEWISTON ME COM 66405S100 41 1,835 SH   DFND 1 535 0 1,300
NORTHERN TR CORP COM 665859104 16,297 174,627 SH   DFND 1 142,058 0 32,569
NORTHFIELD BANCORP INC DEL COM 66611T108 2,850 177,423 SH   DFND 1 132,523 0 44,900
NORTHRIM BANCORP INC COM 666762109 87 2,191 SH   DFND 1 655 0 1,536
NORTHROP GRUMMAN CORP COM 666807102 50,706 135,291 SH   DFND 1 110,038 0 25,253
NORTHWEST BANCSHARES INC MD COM 667340103 4,922 300,278 SH   DFND 1 275,378 0 24,900
NORTHWEST PIPE CO COM 667746101 2,360 83,822 SH   DFND 1 24,622 0 59,200
NOW INC COM 67011P100 3,682 321,006 SH   DFND 1 290,906 0 30,100
NUCOR CORP COM 670346105 19,983 392,500 SH   DFND 1 345,401 0 47,099
NVIDIA CORP COM 67066G104 72,139 414,424 SH   DFND 1 344,124 0 70,300
NUTRIEN LTD COM 67077M108 13 270 SH   DFND 1 270 0 0
OGE ENERGY CORP COM 670837103 5,723 126,108 SH   DFND 1 102,558 0 23,550
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,025 17,626 SH   DFND 1 17,626 0 0
OFG BANCORP COM 67103X102 1,945 88,812 SH   DFND 1 77,212 0 11,600
OCEANEERING INTL INC COM 675232102 5,684 419,442 SH   DFND 1 363,650 0 55,792
OCEANFIRST FINL CORP COM 675234108 3,695 156,552 SH   DFND 1 141,652 0 14,900
OIL STS INTL INC COM 678026105 728 54,684 SH   DFND 1 39,768 0 14,916
OLD NATL BANCORP IND COM 680033107 6,876 399,644 SH   DFND 1 359,744 0 39,900
OLD REP INTL CORP COM 680223104 4,755 201,722 SH   DFND 1 164,443 0 37,279
OLD SECOND BANCORP INC ILL COM 680277100 135 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 2,856 198,300 SH   DFND 1 44,300 0 154,000
OMNICOM GROUP INC COM 681919106 23,507 300,214 SH   DFND 1 264,639 0 35,575
ON SEMICONDUCTOR CORP COM 682189105 6,919 360,126 SH   DFND 1 292,985 0 67,141
ONEMAIN HLDGS INC COM 68268W103 13,963 380,662 SH   DFND 1 380,662 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 173 5,755 SH   DFND 1 1,655 0 4,100
ORACLE CORP COM 68389X105 185,127 3,364,094 SH   DFND 1 2,791,387 0 572,707
OPUS BK IRVINE CALIF COM 684000102 1 6 SH   DFND 1 6 0 0
ORION GROUP HOLDINGS INC COM 68628V308 61 13,460 SH   DFND 1 3,860 0 9,600
ORITANI FINL CORP DEL COM 68633D103 1,756 99,194 SH   DFND 1 88,894 0 10,300
OSHKOSH CORP COM 688239201 20,081 264,911 SH   DFND 1 254,589 0 10,322
OWENS CORNING NEW COM 690742101 6,050 95,723 SH   DFND 1 77,886 0 17,837
PDL CMNTY BANCORP COM 69290X101 1,114 79,200 SH   DFND 1 23,800 0 55,400
PCSB FINL CORP COM 69324R104 158 7,889 SH   DFND 1 2,289 0 5,600
PNC FINL SVCS GROUP INC COM 693475105 52,637 375,543 SH   DFND 1 304,994 0 70,549
PPG INDS INC COM 693506107 33,390 281,740 SH   DFND 1 244,762 0 36,978
PRA GROUP INC COM 69354N106 1 9 SH   DFND 1 9 0 0
PACCAR INC COM 693718108 22,551 322,104 SH   DFND 1 265,385 0 56,719
PACIFIC PREMIER BANCORP COM 69478X105 1 12 SH   DFND 1 12 0 0
PACKAGING CORP AMER COM 695156109 8,041 75,779 SH   DFND 1 61,649 0 14,130
PACWEST BANCORP DEL COM 695263103 8 196 SH   DFND 1 196 0 0
PAPA JOHNS INTL INC COM 698813102 2,148 41,015 SH   DFND 1 29,625 0 11,390
PARK OHIO HLDGS CORP COM 700666100 173 5,766 SH   DFND 1 1,666 0 4,100
PARKE BANCORP INC COM 700885106 1,610 72,441 SH   DFND 1 25,141 0 47,300
PARKER HANNIFIN CORP COM 701094104 23,902 132,339 SH   DFND 1 111,295 0 21,044
PARSLEY ENERGY INC CL A 701877102 2 90 SH   DFND 1 90 0 0
PATRICK INDS INC COM 703343103 3,362 78,387 SH   DFND 1 70,587 0 7,800
PEAPACK-GLADSTONE FINL CORP COM 704699107 194 6,889 SH   DFND 1 1,989 0 4,900
PENNYMAC FINL SVCS INC COM 70932M107 2,535 83,438 SH   DFND 1 72,738 0 10,700
PENSKE AUTOMOTIVE GRP INC COM 70959W103 11,427 241,676 SH   DFND 1 241,676 0 0
PEOPLES BANCORP INC COM 709789101 229 7,189 SH   DFND 1 2,089 0 5,100
PEOPLES UTD FINL INC COM 712704105 4 239 SH   DFND 1 239 0 0
PFIZER INC COM 717081103 201,558 5,609,730 SH   DFND 1 4,678,162 0 931,568
PHILIP MORRIS INTL INC COM 718172109 101,950 1,342,675 SH   DFND 1 1,092,039 0 250,636
PHILLIPS 66 COM 718546104 40,338 393,919 SH   DFND 1 320,464 0 73,455
PHOTRONICS INC COM 719405102 344 31,574 SH   DFND 1 9,174 0 22,400
PINNACLE FINL PARTNERS INC COM 72346Q104 3,891 68,550 SH   DFND 1 68,550 0 0
PINNACLE WEST CAP CORP COM 723484101 8,343 85,947 SH   DFND 1 68,610 0 17,337
PIPER JAFFRAY COS COM 724078100 3,345 44,309 SH   DFND 1 40,609 0 3,700
POLARIS INC COM 731068102 4,708 53,493 SH   DFND 1 43,472 0 10,021
POPULAR INC COM NEW 733174700 19,590 362,241 SH   DFND 1 329,452 0 32,789
PORTLAND GEN ELEC CO COM NEW 736508847 13 225 SH   DFND 1 225 0 0
POWELL INDS INC COM 739128106 5,085 129,882 SH   DFND 1 54,536 0 75,346
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,310 24,991 SH   DFND 1 21,091 0 3,900
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 4,182 120,525 SH   DFND 1 99,125 0 21,400
PRICE T ROWE GROUP INC COM 74144T108 21,827 191,044 SH   DFND 1 155,369 0 35,675
PRINCIPAL FINL GROUP INC COM 74251V102 12,971 226,999 SH   DFND 1 184,710 0 42,289
PROCTER & GAMBLE CO COM 742718109 7,416 59,622 SH   DFND 1 59,622 0 0
PROGRESSIVE CORP OHIO COM 743315103 29,346 379,882 SH   DFND 1 308,832 0 71,050
PROSPERITY BANCSHARES INC COM 743606105 16,259 230,197 SH   DFND 1 220,176 0 10,021
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 3,602 146,816 SH   DFND 1 136,016 0 10,800
PRUDENTIAL FINL INC COM 744320102 30,059 334,171 SH   DFND 1 271,940 0 62,231
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 24,919 401,393 SH   DFND 1 326,335 0 75,058
PULTE GROUP INC COM 745867101 85,724 2,345,384 SH   DFND 1 1,958,690 0 386,694
QCR HOLDINGS INC COM 74727A104 215 5,642 SH   DFND 1 1,642 0 4,000
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 3,437 385,210 SH   DFND 1 188,538 0 196,672
QORVO INC COM 74736K101 7,680 103,584 SH   DFND 1 84,343 0 19,241
PYXUS INTL INC COM 74737V106 55 4,190 SH   DFND 1 1,190 0 3,000
QUALCOMM INC COM 747525103 38 487 SH   DFND 1 487 0 0
QUANTA SVCS INC COM 74762E102 14,673 388,162 SH   DFND 1 364,913 0 23,249
QUEST DIAGNOSTICS INC COM 74834L100 12,634 118,041 SH   DFND 1 95,995 0 22,046
QUOTIENT TECHNOLOGY INC COM 749119103 2,272 290,522 SH   DFND 1 109,992 0 180,530
QURATE RETAIL INC COM SER A 74915M100 2 188 SH   DFND 1 188 0 0
REV GROUP INC COM 749527107 2,335 204,200 SH   DFND 1 61,800 0 142,400
RPC INC COM 749660106 1,744 310,757 SH   DFND 1 225,691 0 85,066
RADIAN GROUP INC COM 750236101 12,984 568,434 SH   DFND 1 568,434 0 0
RAMBUS INC DEL COM 750917106 2,569 195,718 SH   DFND 1 171,718 0 24,000
RALPH LAUREN CORP CL A 751212101 4,332 45,374 SH   DFND 1 37,457 0 7,917
RAYMOND JAMES FINANCIAL INC COM 754730109 9,330 113,144 SH   DFND 1 92,100 0 21,044
RAYTHEON CO COM NEW 755111507 40,441 206,127 SH   DFND 1 167,846 0 38,281
RE MAX HLDGS INC CL A 75524W108 262 8,130 SH   DFND 1 2,330 0 5,800
RECRO PHARMA INC COM 75629F109 1,552 140,000 SH   DFND 1 41,500 0 98,500
RED ROBIN GOURMET BURGERS IN COM 75689M101 197 5,901 SH   DFND 1 1,701 0 4,200
REGAL BELOIT CORP COM 758750103 9,866 135,428 SH   DFND 1 119,728 0 15,700
REGIONAL MGMT CORP COM 75902K106 144 5,082 SH   DFND 1 1,482 0 3,600
REGIONS FINL CORP NEW COM 7591EP100 14,297 903,677 SH   DFND 1 734,721 0 168,956
REINSURANCE GRP OF AMERICA I COM NEW 759351604 8,432 52,739 SH   DFND 1 42,818 0 9,921
RELIANCE STEEL & ALUMINUM CO COM 759509102 6,715 67,378 SH   DFND 1 56,455 0 10,923
RENASANT CORP COM 75970E107 4,995 142,668 SH   DFND 1 129,766 0 12,902
REPUBLIC BANCORP KY CL A 760281204 4,181 96,206 SH   DFND 1 51,606 0 44,600
REPUBLIC SVCS INC COM 760759100 13 143 SH   DFND 1 143 0 0
REX AMERICAN RESOURCES CORP COM 761624105 226 2,954 SH   DFND 1 854 0 2,100
RIVERVIEW BANCORP INC COM 769397100 61 8,163 SH   DFND 1 2,363 0 5,800
ROBERT HALF INTL INC COM 770323103 7,308 131,297 SH   DFND 1 113,459 0 17,838
ROCKWELL AUTOMATION INC COM 773903109 19,690 119,474 SH   DFND 1 101,737 0 17,737
ROCKY BRANDS INC COM 774515100 113 3,394 SH   DFND 1 994 0 2,400
ROGERS CORP COM 775133101 2,368 17,316 SH   DFND 1 12,666 0 4,650
ROSS STORES INC COM 778296103 23 206 SH   DFND 1 206 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 62,991 1,051,589 SH   DFND 1 897,489 0 154,100
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 797 13,541 SH   DFND 1 0 0 13,541
RUSH ENTERPRISES INC CL A 781846209 3,561 92,297 SH   DFND 1 82,897 0 9,400
RYDER SYS INC COM 783549108 9,057 174,929 SH   DFND 1 157,629 0 17,300
RYERSON HLDG CORP COM 783754104 121 14,075 SH   DFND 1 4,075 0 10,000
S & T BANCORP INC COM 783859101 2,756 75,443 SH   DFND 1 68,143 0 7,300
SEI INVESTMENTS CO COM 784117103 6,790 114,587 SH   DFND 1 93,042 0 21,545
SLM CORP COM 78442P106 42,608 4,828,073 SH   DFND 1 4,139,916 0 688,157
SRC ENERGY INC COM 78470V108 3,665 786,398 SH   DFND 1 716,998 0 69,400
SVB FINL GROUP COM 78486Q101 7,152 34,227 SH   DFND 1 27,813 0 6,414
SANDERSON FARMS INC COM 800013104 1,779 11,750 SH   DFND 1 8,460 0 3,290
SANMINA CORPORATION COM 801056102 7,245 225,605 SH   DFND 1 203,305 0 22,300
SANTANDER CONSUMER USA HDG I COM 80283M101 7,284 285,517 SH   DFND 1 232,505 0 53,012
SCANSOURCE INC COM 806037107 2,608 85,352 SH   DFND 1 77,052 0 8,300
HENRY SCHEIN INC COM 806407102 7,654 120,535 SH   DFND 1 98,088 0 22,447
SCHLUMBERGER LTD COM 806857108 115,756 3,387,629 SH   DFND 1 2,803,329 0 584,300
SCHNITZER STL INDS CL A 806882106 259 12,529 SH   DFND 1 3,629 0 8,900
SCHOLASTIC CORP COM 807066105 3,998 105,856 SH   DFND 1 94,607 0 11,249
THE CHARLES SCHWAB CORPORATI COM 808513105 41,717 997,290 SH   DFND 1 811,498 0 185,792
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,541 94,566 SH   DFND 1 83,666 0 10,900
SEABOARD CORP COM 811543107 5 1 SH   DFND 1 1 0 0
SEACOR HOLDINGS INC COM 811904101 3,081 65,439 SH   DFND 1 59,239 0 6,200
SEALED AIR CORP NEW COM 81211K100 5,622 135,417 SH   DFND 1 110,164 0 25,253
SELECT ENERGY SVCS INC CL A COM 81617J301 2,288 264,088 SH   DFND 1 237,388 0 26,700
SHARPS COMPLIANCE CORP COM 820017101 660 158,900 SH   DFND 1 158,900 0 0
SHORE BANCSHARES INC COM 825107105 72 4,667 SH   DFND 1 1,367 0 3,300
SIERRA BANCORP COM 82620P102 146 5,469 SH   DFND 1 1,602 0 3,867
SIGNATURE BK NEW YORK N Y COM 82669G104 5,356 44,920 SH   DFND 1 36,602 0 8,318
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 6,028 242,077 SH   DFND 1 217,977 0 24,100
SINCLAIR BROADCAST GROUP INC CL A 829226109 3 51 SH   DFND 1 51 0 0
SKYWEST INC COM 830879102 9,827 171,200 SH   DFND 1 152,800 0 18,400
SKYWORKS SOLUTIONS INC COM 83088M102 12,636 159,434 SH   DFND 1 131,375 0 28,059
SMITH A O CORP COM 831865209 4,481 93,902 SH   DFND 1 76,565 0 17,337
SMART SAND INC COM 83191H107 48 16,770 SH   DFND 1 4,970 0 11,800
SMUCKER J M CO COM NEW 832696405 10,016 91,034 SH   DFND 1 73,898 0 17,136
SNAP ON INC COM 833034101 9,651 61,646 SH   DFND 1 52,627 0 9,019
SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 813 60,550 SH   DFND 1 50,150 0 10,400
SONIC AUTOMOTIVE INC CL A 83545G102 2,537 80,739 SH   DFND 1 70,339 0 10,400
SONOCO PRODS CO COM 835495102 4,323 74,262 SH   DFND 1 60,232 0 14,030
SOUTH ST CORP COM 840441109 3,337 44,316 SH   DFND 1 35,416 0 8,900
SOUTHERN NATL BANCORP OF VA COM 843395104 137 8,872 SH   DFND 1 2,572 0 6,300
SOUTHWEST AIRLS CO COM 844741108 30,111 557,496 SH   DFND 1 469,511 0 87,985
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 337 6,382 SH   DFND 1 5,035 0 1,347
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 7,557 91,888 SH   DFND 1 74,752 0 17,136
SPOK HLDGS INC COM 84863T106 108 9,030 SH   DFND 1 2,630 0 6,400
SPORTSMANS WHSE HLDGS INC COM 84920Y106 3,958 763,978 SH   DFND 1 229,578 0 534,400
STANLEY BLACK & DECKER INC COM 854502101 19,228 133,142 SH   DFND 1 108,290 0 24,852
STEEL DYNAMICS INC COM 858119100 5 162 SH   DFND 1 162 0 0
STERLING BANCORP DEL COM 85917A100 5,708 284,508 SH   DFND 1 284,508 0 0
STIFEL FINL CORP COM 860630102 11,808 205,770 SH   DFND 1 190,670 0 15,100
STITCH FIX INC COM CL A 860897107 3,469 180,200 SH   DFND 1 139,810 0 40,390
STURM RUGER & CO INC COM 864159108 2,084 49,900 SH   DFND 1 15,100 0 34,800
SUNTRUST BKS INC COM 867914103 25,570 371,646 SH   DFND 1 302,200 0 69,446
SYNALLOY CP DEL COM 871565107 68 4,250 SH   DFND 1 1,250 0 3,000
SYNOVUS FINL CORP COM NEW 87161C501 1 25 SH   DFND 1 25 0 0
SYNNEX CORP COM 87162W100 16,285 144,242 SH   DFND 1 144,242 0 0
SYNCHRONY FINL COM 87165B103 29,129 854,468 SH   DFND 1 751,752 0 102,716
TCF FINANCIAL CORPORATION NE COM 872307103 13,002 341,512 SH   DFND 1 333,136 0 8,376
TD AMERITRADE HLDG CORP COM 87236Y108 25,472 545,428 SH   DFND 1 463,155 0 82,273
TESSCO TECHNOLOGIES INC COM 872386107 31 2,108 SH   DFND 1 608 0 1,500
T MOBILE US INC COM 872590104 26 325 SH   DFND 1 325 0 0
TRI POINTE GROUP INC COM 87265H109 7,052 468,850 SH   DFND 1 421,350 0 47,500
TALOS ENERGY INC COM 87484T108 3,464 170,371 SH   DFND 1 152,771 0 17,600
TARGET CORP COM 87612E106 46,129 431,467 SH   DFND 1 350,597 0 80,870
TAYLOR MORRISON HOME CORP COM 87724P106 9,031 348,127 SH   DFND 1 312,227 0 35,900
TEAM INC COM 878155100 5,982 331,381 SH   DFND 1 158,501 0 172,880
TECH DATA CORP COM 878237106 13,228 126,893 SH   DFND 1 114,693 0 12,200
TECK RESOURCES LTD CL B 878742204 5 308 SH   DFND 1 308 0 0
TEGNA INC COM 87901J105 11,095 714,384 SH   DFND 1 642,184 0 72,200
TEJON RANCH CO COM 879080109 201 11,805 SH   DFND 1 3,405 0 8,400
TERADYNE INC COM 880770102 2,330 40,234 SH   DFND 1 40,234 0 0
TEREX CORP NEW COM 880779103 4,751 182,919 SH   DFND 1 169,119 0 13,800
TERRITORIAL BANCORP INC COM 88145X108 2,415 84,482 SH   DFND 1 25,077 0 59,405
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1 8 SH   DFND 1 8 0 0
TEXAS INSTRS INC COM 882508104 11,671 90,299 SH   DFND 1 90,299 0 0
TEXTRON INC COM 883203101 13,216 269,933 SH   DFND 1 232,254 0 37,679
THOR INDS INC COM 885160101 2,521 44,494 SH   DFND 1 35,294 0 9,200
3M CO COM 88579Y101 16,570 100,786 SH   DFND 1 100,786 0 0
TIMKEN CO COM 887389104 11,058 254,143 SH   DFND 1 229,043 0 25,100
TITAN MACHY INC COM 88830R101 2,762 192,574 SH   DFND 1 90,295 0 102,279
TOLL BROTHERS INC COM 889478103 22,069 537,609 SH   DFND 1 514,661 0 22,948
TOWNSQUARE MEDIA INC CL A 892231101 47 6,580 SH   DFND 1 1,880 0 4,700
TRACTOR SUPPLY CO COM 892356106 7 67 SH   DFND 1 67 0 0
TRAVELERS COMPANIES INC COM 89417E109 71,769 482,669 SH   DFND 1 389,773 0 92,896
TRECORA RES COM 894648104 102 11,230 SH   DFND 1 3,230 0 8,000
TRICO BANCSHARES COM 896095106 254 6,970 SH   DFND 1 1,970 0 5,000
TRINITY INDS INC COM 896522109 6,910 351,095 SH   DFND 1 351,095 0 0
TRIPLE-S MGMT CORP CL B 896749108 149 11,069 SH   DFND 1 3,191 0 7,878
TRISTATE CAP HLDGS INC COM 89678F100 2,153 102,310 SH   DFND 1 31,010 0 71,300
TRUEBLUE INC COM 89785X101 2,683 127,139 SH   DFND 1 112,439 0 14,700
TRUSTCO BK CORP N Y COM 898349105 233 28,546 SH   DFND 1 8,346 0 20,200
TRUSTMARK CORP COM 898402102 6,625 194,199 SH   DFND 1 177,699 0 16,500
TWO HBRS INVT CORP COM NEW 90187B408 43,446 3,308,897 SH   DFND 1 2,708,517 0 600,380
TYSON FOODS INC CL A 902494103 113,955 1,322,896 SH   DFND 1 1,104,211 0 218,685
UMB FINL CORP COM 902788108 5 65 SH   DFND 1 65 0 0
US BANCORP DEL COM NEW 902973304 72,480 1,309,716 SH   DFND 1 1,064,299 0 245,417
U S SILICA HLDGS INC COM 90346E103 2,272 237,623 SH   DFND 1 216,623 0 21,000
UBIQUITI INC COM 90353W103 1,578 13,343 SH   DFND 1 13,343 0 0
ULTA BEAUTY INC COM 90384S303 7 26 SH   DFND 1 26 0 0
ULTRALIFE CORP COM 903899102 65 7,450 SH   DFND 1 2,150 0 5,300
UMPQUA HLDGS CORP COM 904214103 9,167 556,882 SH   DFND 1 556,882 0 0
UNION PACIFIC CORP COM 907818108 17,635 108,870 SH   DFND 1 108,870 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 234 21,691 SH   DFND 1 6,291 0 15,400
UNITED BANKSHARES INC WEST V COM 909907107 8,313 219,504 SH   DFND 1 202,904 0 16,600
UNITED AIRLINES HLDGS INC COM 910047109 20,020 226,437 SH   DFND 1 184,348 0 42,089
UNITED FINL BANCORP INC NEW COM 910304104 2,012 147,563 SH   DFND 1 135,014 0 12,549
UNITED FIRE GROUP INC COM 910340108 2,646 56,318 SH   DFND 1 49,918 0 6,400
UNITED PARCEL SERVICE INC CL B 911312106 73,403 612,609 SH   DFND 1 498,268 0 114,341
UNITED RENTALS INC COM 911363109 9,149 73,397 SH   DFND 1 60,770 0 12,627
US FOODS HLDG CORP COM 912008109 3,063 74,524 SH   DFND 1 60,494 0 14,030
UNITED THERAPEUTICS CORP DEL COM 91307C102 9 105 SH   DFND 1 105 0 0
UNIVERSAL CORP VA COM 913456109 4,533 82,690 SH   DFND 1 74,390 0 8,300
UNIVERSAL STAINLESS & ALLOY COM 913837100 2,997 192,094 SH   DFND 1 37,194 0 154,900
UNIVERSAL HLTH SVCS INC CL B 913903100 20 134 SH   DFND 1 134 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 277 10,847 SH   DFND 1 3,147 0 7,700
UNUM GROUP COM 91529Y106 15 495 SH   DFND 1 495 0 0
VSE CORP COM 918284100 172 5,040 SH   DFND 1 1,440 0 3,600
VOXX INTL CORP CL A 91829F104 48 10,137 SH   DFND 1 2,937 0 7,200
VALERO ENERGY CORP NEW COM 91913Y100 31,010 363,796 SH   DFND 1 295,953 0 67,843
VALLEY NATL BANCORP COM 919794107 9,939 914,319 SH   DFND 1 855,944 0 58,375
VECTRUS INC COM 92242T101 115 2,809 SH   DFND 1 809 0 2,000
VERA BRADLEY INC COM 92335C106 162 15,950 SH   DFND 1 4,650 0 11,300
VERIZON COMMUNICATIONS INC COM 92343V104 224,368 3,717,153 SH   DFND 1 3,040,228 0 676,925
VERITEX HLDGS INC COM 923451108 202 8,309 SH   DFND 1 2,409 0 5,900
VIACOM INC NEW CL B 92553P201 16 660 SH   DFND 1 660 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 127 4,778 SH   DFND 1 1,378 0 3,400
VIRTUS INVT PARTNERS INC COM 92828Q109 1 1 SH   DFND 1 1 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 7,520 444,166 SH   DFND 1 395,666 0 48,500
VISTRA ENERGY CORP COM 92840M102 11,545 431,900 SH   DFND 1 351,431 0 80,469
VMWARE INC CL A COM 928563402 1,576 10,496 SH   DFND 1 10,496 0 0
VOYA FINL INC COM 929089100 7,617 139,899 SH   DFND 1 113,644 0 26,255
W & T OFFSHORE INC COM 92922P106 250 57,030 SH   DFND 1 16,930 0 40,100
WEC ENERGY GROUP INC COM 92939U106 23,740 249,625 SH   DFND 1 203,027 0 46,598
WABASH NATL CORP COM 929566107 2,593 178,690 SH   DFND 1 160,990 0 17,700
WADDELL & REED FINL INC CL A 930059100 4,264 248,174 SH   DFND 1 227,674 0 20,500
WALGREENS BOOTS ALLIANCE INC COM 931427108 18,282 330,520 SH   DFND 1 330,520 0 0
WALKER & DUNLOP INC COM 93148P102 5,648 100,967 SH   DFND 1 91,367 0 9,600
WARRIOR MET COAL INC COM 93627C101 3,255 166,721 SH   DFND 1 149,521 0 17,200
WASHINGTON FED INC COM 938824109 10,277 277,810 SH   DFND 1 255,210 0 22,600
WASTE MGMT INC DEL COM 94106L109 19 162 SH   DFND 1 162 0 0
WATERS CORP COM 941848103 7 28 SH   DFND 1 28 0 0
WATERSTONE FINL INC MD COM 94188P101 177 10,289 SH   DFND 1 2,989 0 7,300
WAYFAIR INC CL A 94419L101 177 1,577 SH   DFND 1 1,577 0 0
WEBSTER FINL CORP CONN COM 947890109 3,420 72,953 SH   DFND 1 59,424 0 13,529
WEIS MKTS INC COM 948849104 3,352 87,861 SH   DFND 1 78,861 0 9,000
WELLS FARGO CO NEW COM 949746101 221,767 4,396,630 SH   DFND 1 3,670,600 0 726,030
WESBANCO INC COM 950810101 4,911 131,393 SH   DFND 1 117,093 0 14,300
WESCO INTL INC COM 95082P105 6,798 142,289 SH   DFND 1 127,289 0 15,000
WEST BANCORPORATION INC CAP STK 95123P106 123 5,615 SH   DFND 1 1,615 0 4,000
WESTERN ALLIANCE BANCORP COM 957638109 9 185 SH   DFND 1 185 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 2,733 286,740 SH   DFND 1 84,440 0 202,300
WESTERN UN CO COM 959802109 8,653 373,438 SH   DFND 1 304,092 0 69,346
WESTLAKE CHEM CORP COM 960413102 24 360 SH   DFND 1 360 0 0
WHIRLPOOL CORP COM 963320106 8,859 55,942 SH   DFND 1 45,520 0 10,422
WILLIAMS SONOMA INC COM 969904101 4,667 68,650 SH   DFND 1 55,923 0 12,727
WINNEBAGO INDS INC COM 974637100 6,847 178,521 SH   DFND 1 108,621 0 69,900
WINTRUST FINL CORP COM 97650W108 5,095 78,833 SH   DFND 1 78,833 0 0
WORLD FUEL SVCS CORP COM 981475106 8,870 222,083 SH   DFND 1 200,183 0 21,900
WORTHINGTON INDS INC COM 981811102 7,054 195,653 SH   DFND 1 176,353 0 19,300
WPX ENERGY INC COM 98212B103 12,634 1,192,985 SH   DFND 1 1,192,985 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 12,034 261,482 SH   DFND 1 261,482 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 6,038 201,869 SH   DFND 1 168,298 0 33,571
ZIMMER BIOMET HLDGS INC COM 98956P102 55,009 400,731 SH   DFND 1 337,831 0 62,900
ZIONS BANCORPORATION N A COM 989701107 9,148 205,480 SH   DFND 1 176,519 0 28,961
ADIENT PLC ORD SHS G0084W101 6,756 294,222 SH   DFND 1 263,822 0 30,400
AIRCASTLE LTD COM G0129K104 5,752 256,438 SH   DFND 1 228,238 0 28,200
ARCH CAP GROUP LTD ORD G0450A105 13,529 322,258 SH   DFND 1 262,131 0 60,127
ARGO GROUP INTL HLDGS LTD COM G0464B107 7,690 109,469 SH   DFND 1 99,057 0 10,412
ASSURED GUARANTY LTD COM G0585R106 13,170 296,215 SH   DFND 1 296,215 0 0
ATHENE HLDG LTD CL A G0684D107 5,345 127,078 SH   DFND 1 103,428 0 23,650
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 15,626 234,201 SH   DFND 1 234,201 0 0
BUNGE LIMITED COM G16962105 18 309 SH   DFND 1 309 0 0
CONSOLIDATED WATER CO INC ORD G23773107 123 7,415 SH   DFND 1 2,115 0 5,300
EATON CORP PLC SHS G29183103 30,668 368,818 SH   DFND 1 300,073 0 68,745
ENSTAR GROUP LIMITED SHS G3075P101 4,835 25,455 SH   DFND 1 25,455 0 0
ESSENT GROUP LTD COM G3198U102 11,858 248,743 SH   DFND 1 248,743 0 0
EVEREST RE GROUP LTD COM G3223R108 8,907 33,473 SH   DFND 1 27,260 0 6,213
FRESH DEL MONTE PRODUCE INC ORD G36738105 5,185 151,999 SH   DFND 1 136,299 0 15,700
GEOPARK LTD USD SHS G38327105 2,476 134,500 SH   DFND 1 39,600 0 94,900
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 4,863 463,103 SH   DFND 1 215,813 0 247,290
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1 31 SH   DFND 1 31 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 29,516 1,083,952 SH   DFND 1 1,083,952 0 0
INGERSOLL-RAND PLC SHS G47791101 14 108 SH   DFND 1 108 0 0
INVESCO LTD SHS G491BT108 2 94 SH   DFND 1 94 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 49,420 385,667 SH   DFND 1 320,397 0 65,270
JOHNSON CTLS INTL PLC SHS G51502105 22,767 518,714 SH   DFND 1 421,609 0 97,105
LAZARD LTD SHS A G54050102 1,064 30,376 SH   DFND 1 21,906 0 8,470
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 93,884 3,759,844 SH   DFND 1 3,145,144 0 614,700
MEDTRONIC PLC SHS G5960L103 45,768 421,355 SH   DFND 1 352,955 0 68,400
APTIV PLC SHS G6095L109 18,188 208,043 SH   DFND 1 169,261 0 38,782
NIELSEN HLDGS PLC SHS EUR G6518L108 5,646 265,674 SH   DFND 1 216,170 0 49,504
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 49,846 962,819 SH   DFND 1 767,445 0 195,374
PENTAIR PLC SHS G7S00T104 6,889 182,231 SH   DFND 1 156,677 0 25,554
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 8,315 166,093 SH   DFND 1 166,093 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 269 10,520 SH   DFND 1 3,020 0 7,500
TRITON INTL LTD CL A G9078F107 8,943 264,270 SH   DFND 1 237,970 0 26,300
WHITE MTNS INS GROUP LTD COM G9618E107 14,882 13,779 SH   DFND 1 12,979 0 800
PERRIGO CO PLC SHS G97822103 3,337 59,700 SH   DFND 1 48,565 0 11,135
CHUBB LIMITED COM H1467J104 59,785 370,320 SH   DFND 1 301,275 0 69,045
UBS GROUP AG SHS H42097107 17 1,520 SH   DFND 1 1,520 0 0
TE CONNECTIVITY LTD REG SHS H84989104 13 135 SH   DFND 1 135 0 0
AERCAP HOLDINGS NV SHS N00985106 72,170 1,318,160 SH   DFND 1 1,093,021 0 225,139
CNH INDL N V SHS N20944109 5 456 SH   DFND 1 456 0 0
FRANKS INTL N V COM N33462107 5,755 1,211,528 SH   DFND 1 578,364 0 633,164
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 31,592 353,091 SH   DFND 1 285,448 0 67,643
MYLAN N V SHS EURO N59465109 29,039 1,468,080 SH   DFND 1 1,232,840 0 235,240
NXP SEMICONDUCTORS N V COM N6596X109 560 5,129 SH   DFND 1 100 0 5,029
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 18,334 169,238 SH   DFND 1 138,072 0 31,166