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 3,375 370,455 SH   DFND 1 331,755 0 38,700
ADT INC COM 00090Q103 8 993 SH   DFND 1 993 0 0
AFLAC INC COM 001055102 34,721 650,803 SH   DFND 1 524,524 0 126,279
AGCO CORP COM 001084102 5,559 71,057 SH   DFND 1 58,128 0 12,929
AES CORP COM 00130H105 8,970 447,815 SH   DFND 1 370,243 0 77,572
ANI PHARMACEUTICALS INC COM 00182C103 733 12,188 SH   DFND 1 2,800 0 9,388
AT&T INC COM 00206R102 173,728 4,470,588 SH   DFND 1 3,642,148 0 828,440
AVX CORP NEW COM 002444107 9,038 441,932 SH   DFND 1 385,692 0 56,240
ABBVIE INC COM 00287Y109 53,054 592,450 SH   DFND 1 477,450 0 115,000
ABEONA THERAPEUTICS INC COM 00289Y107 197 61,194 SH   DFND 1 15,200 0 45,994
ACUITY BRANDS INC COM 00508Y102 6,218 44,533 SH   DFND 1 34,939 0 9,594
ADAMAS PHARMACEUTICALS INC COM 00548A106 70 17,127 SH   DFND 1 7,394 0 9,733
AECOM COM 00766T100 5,635 131,101 SH   DFND 1 105,745 0 25,356
AIR LEASE CORP CL A 00912X302 17,421 368,147 SH   DFND 1 368,147 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 570 89,760 SH   DFND 1 29,216 0 60,544
ALASKA AIR GROUP INC COM 011659109 7,465 109,494 SH   DFND 1 88,347 0 21,147
ALBEMARLE CORP COM 012653101 1 5 SH   DFND 1 5 0 0
ALLEGHANY CORP DEL COM 017175100 10,610 13,102 SH   DFND 1 10,496 0 2,606
ALLEGIANCE BANCSHARES INC COM 01748H107 42 1,110 SH   DFND 1 310 0 800
ALLEGIANT TRAVEL CO COM 01748X102 2,429 13,793 SH   DFND 1 9,973 0 3,820
ALLIANCE DATA SYSTEMS CORP COM 018581108 1 5 SH   DFND 1 5 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 21,852 446,953 SH   DFND 1 426,208 0 20,745
ALLSTATE CORP COM 020002101 32,409 287,255 SH   DFND 1 231,532 0 55,723
ALLY FINL INC COM 02005N100 10,380 337,866 SH   DFND 1 272,522 0 65,344
ALTRA INDL MOTION CORP COM 02208R106 8,982 246,603 SH   DFND 1 220,903 0 25,700
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 22 1,100 SH   DFND 1 300 0 800
AMBAC FINL GROUP INC COM NEW 023139884 2,688 123,492 SH   DFND 1 109,492 0 14,000
AMERCO COM 023586100 6,647 17,390 SH   DFND 1 13,983 0 3,407
AMERICAN AIRLS GROUP INC COM 02376R102 102,962 3,539,403 SH   DFND 1 2,942,623 0 596,780
AMERICAN ELEC PWR CO INC COM 025537101 34,974 374,203 SH   DFND 1 305,152 0 69,051
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 859 60,276 SH   DFND 1 51,766 0 8,510
AMERICAN EQTY INVT LIFE HLD COM 025676206 8,301 277,606 SH   DFND 1 249,806 0 27,800
AMERICAN EXPRESS CO COM 025816109 91,282 725,321 SH   DFND 1 584,611 0 140,710
AMERICAN FINL GROUP INC OHIO COM 025932104 14,392 129,464 SH   DFND 1 104,408 0 25,056
AMERICAN INTL GROUP INC COM NEW 026874784 32,179 621,692 SH   DFND 1 621,692 0 0
AMERICAN NATL INS CO COM 028591105 5 39 SH   DFND 1 39 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 5,263 573,828 SH   DFND 1 208,375 0 365,453
AMERICAN WOODMARK CORPORATIO COM 030506109 11,378 108,724 SH   DFND 1 48,402 0 60,322
AMERICAS CAR MART INC COM 03062T105 217 1,949 SH   DFND 1 549 0 1,400
AMERISOURCEBERGEN CORP COM 03073E105 15,593 183,272 SH   DFND 1 147,794 0 35,478
AMERIPRISE FINL INC COM 03076C106 26,031 153,820 SH   DFND 1 129,868 0 23,952
AMGEN INC COM 031162100 154,370 642,939 SH   DFND 1 540,714 0 102,225
AMTECH SYS INC COM PAR $0.01N 032332504 2,384 328,264 SH   DFND 1 108,700 0 219,564
ANNALY CAP MGMT INC COM 035710409 73,736 7,778,005 SH   DFND 1 6,369,405 0 1,408,600
ANTHEM INC COM 036752103 66,905 222,369 SH   DFND 1 179,174 0 43,195
ANWORTH MORTGAGE ASSET CP COM 037347101 2,873 813,607 SH   DFND 1 276,553 0 537,054
APERGY CORP COM 03755L104 998 29,611 SH   DFND 1 20,711 0 8,900
APPLE INC COM 037833100 31,269 104,107 SH   DFND 1 104,107 0 0
APPLIED MATLS INC COM 038222105 43,941 706,437 SH   DFND 1 569,535 0 136,902
AQUESTIVE THERAPEUTICS INC COM 03843E104 532 88,191 SH   DFND 1 19,000 0 69,191
ARCH COAL INC CL A 039380407 4,986 67,852 SH   DFND 1 61,552 0 6,300
ARCHER DANIELS MIDLAND CO COM 039483102 22,840 495,322 SH   DFND 1 399,611 0 95,711
ARCONIC INC COM 03965L100 16 504 SH   DFND 1 504 0 0
ARROW ELECTRS INC COM 042735100 6,219 72,489 SH   DFND 1 58,458 0 14,031
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 7,328 225,392 SH   DFND 1 191,316 0 34,076
ASBURY AUTOMOTIVE GROUP INC COM 043436104 8,206 73,701 SH   DFND 1 66,001 0 7,700
ASHLAND GLOBAL HLDGS INC COM 044186104 7 80 SH   DFND 1 80 0 0
ASSOCIATED BANC CORP COM 045487105 8,163 372,056 SH   DFND 1 366,056 0 6,000
ASSURANT INC COM 04621X108 7,079 53,480 SH   DFND 1 43,057 0 10,423
ASTEC INDS INC COM 046224101 381 8,992 SH   DFND 1 2,592 0 6,400
ASTRAZENECA PLC SPONSORED ADR 046353108 48,600 964,464 SH   DFND 1 784,864 0 179,600
ATKORE INTL GROUP INC COM 047649108 7,081 175,660 SH   DFND 1 160,260 0 15,400
ATLANTIC CAP BANCSHARES INC COM 048269203 107 5,837 SH   DFND 1 1,637 0 4,200
ATLANTIC PWR CORP COM NEW 04878Q863 141 60,595 SH   DFND 1 16,995 0 43,600
ATLANTIC UN BANKSHARES CORP COM 04911A107 6,389 169,533 SH   DFND 1 148,558 0 20,975
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 2,322 83,705 SH   DFND 1 19,600 0 64,105
AUTONATION INC COM 05329W102 15,880 324,607 SH   DFND 1 300,907 0 23,700
AUTOZONE INC COM 053332102 24,981 20,997 SH   DFND 1 16,988 0 4,009
AVANGRID INC COM 05351W103 21 413 SH   DFND 1 413 0 0
AVERY DENNISON CORP COM 053611109 7,638 59,067 SH   DFND 1 47,542 0 11,525
AVIAT NETWORKS INC COM NEW 05366Y201 44 3,051 SH   DFND 1 851 0 2,200
AVIS BUDGET GROUP INC COM 053774105 7,933 237,998 SH   DFND 1 212,698 0 25,300
AVNET INC COM 053807103 14,106 330,177 SH   DFND 1 330,177 0 0
AXA EQUITABLE HLDGS INC COM 054561105 10,292 413,317 SH   DFND 1 333,240 0 80,077
AXOS FINL INC COM 05465C100 993 33,042 SH   DFND 1 31,742 0 1,300
BOK FINL CORP COM NEW 05561Q201 2 19 SH   DFND 1 19 0 0
BP PLC SPONSORED ADR 055622104 169,349 4,440,172 SH   DFND 1 3,712,358 0 727,814
BALL CORP COM 058498106 3 46 SH   DFND 1 46 0 0
BANCO DE CHILE SPONSORED ADS 059520106 716 32,600 SH   DFND 1 0 0 32,600
BANCO SANTANDER SA ADR 05964H105 55,735 12,901,571 SH   DFND 1 10,917,171 0 1,984,400
BANCORP INC DEL COM 05969A105 246 19,076 SH   DFND 1 5,376 0 13,700
BANCORPSOUTH BK TUPELO MISS COM 05971J102 5,727 181,514 SH   DFND 1 168,114 0 13,400
BANC OF CALIFORNIA INC COM 05990K106 2,170 127,080 SH   DFND 1 115,480 0 11,600
BANK AMER CORP COM 060505104 429,201 12,042,650 SH   DFND 1 9,896,437 0 2,146,213
BANK NEW YORK MELLON CORP COM 064058100 41,643 817,805 SH   DFND 1 659,155 0 158,650
BANK OZK COM 06417N103 2,443 79,315 SH   DFND 1 79,315 0 0
BANK COMM HLDGS COM 06424J103 59 5,043 SH   DFND 1 1,443 0 3,600
BANKUNITED INC COM 06652K103 11,743 321,283 SH   DFND 1 291,333 0 29,950
BANNER CORP COM NEW 06652V208 5,021 88,463 SH   DFND 1 80,890 0 7,573
BARNES & NOBLE ED INC COM 06777U101 59 14,450 SH   DFND 1 4,150 0 10,300
BAUDAX BIO INC COM 07160F107 459 70,271 SH   DFND 1 16,600 0 53,671
BAXTER INTL INC COM 071813109 14,195 165,302 SH   DFND 1 165,302 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 209 14,917 SH   DFND 1 4,217 0 10,700
BED BATH & BEYOND INC COM 075896100 6,985 427,710 SH   DFND 1 400,710 0 27,000
BENCHMARK ELECTRS INC COM 08160H101 4,614 133,854 SH   DFND 1 120,954 0 12,900
BERKLEY W R CORP COM 084423102 9,537 138,297 SH   DFND 1 111,187 0 27,110
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 159,618 698,881 SH   DFND 1 573,639 0 125,242
BERKSHIRE HILLS BANCORP INC COM 084680107 4,076 124,470 SH   DFND 1 112,570 0 11,900
BEST BUY INC COM 086516101 33,349 381,958 SH   DFND 1 337,159 0 44,799
BIO RAD LABS INC CL A 090572207 7,721 20,745 SH   DFND 1 16,836 0 3,909
BIOGEN INC COM 09062X103 2,708 9,201 SH   DFND 1 9,201 0 0
BLACKROCK INC COM 09247X101 64,148 126,031 SH   DFND 1 103,181 0 22,850
BLOCK H & R INC COM 093671105 19,070 812,179 SH   DFND 1 781,412 0 30,767
BLUE BIRD CORP COM 095306106 225 9,735 SH   DFND 1 2,735 0 7,000
BOOKING HLDGS INC COM 09857L108 23,045 11,108 SH   DFND 1 11,108 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2 20 SH   DFND 1 20 0 0
BORGWARNER INC COM 099724106 9,240 210,234 SH   DFND 1 174,656 0 35,578
BOSTON PRIVATE FINL HLDGS IN COM 101119105 1,322 109,101 SH   DFND 1 98,201 0 10,900
BRIGHTHOUSE FINL INC COM 10922N103 5,223 133,165 SH   DFND 1 133,165 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 6,386 647,588 SH   DFND 1 245,325 0 402,263
BRINKER INTL INC COM 109641100 6,030 142,613 SH   DFND 1 127,713 0 14,900
BRISTOL MYERS SQUIBB CO COM 110122108 59,767 943,580 SH   DFND 1 780,280 0 163,300
BROADCOM INC COM 11135F101 112,095 347,698 SH   DFND 1 280,349 0 67,349
BROOKLINE BANCORP INC DEL COM 11373M107 2,260 137,537 SH   DFND 1 125,637 0 11,900
BROWN FORMAN CORP CL B 115637209 6,716 100,148 SH   DFND 1 100,148 0 0
BRUNSWICK CORP COM 117043109 13,760 229,327 SH   DFND 1 229,327 0 0
BRYN MAWR BK CORP COM 117665109 262 6,392 SH   DFND 1 1,792 0 4,600
BUCKLE INC COM 118440106 4,010 153,901 SH   DFND 1 137,901 0 16,000
BUILDERS FIRSTSOURCE INC COM 12008R107 8,808 346,601 SH   DFND 1 308,001 0 38,600
BYLINE BANCORP INC COM 124411109 259 13,227 SH   DFND 1 3,727 0 9,500
CAI INTERNATIONAL INC COM 12477X106 257 8,785 SH   DFND 1 2,485 0 6,300
CBRE GROUP INC CL A 12504L109 18,264 297,060 SH   DFND 1 239,433 0 57,627
CDK GLOBAL INC COM 12508E101 5,188 93,627 SH   DFND 1 75,187 0 18,440
CDW CORP COM 12514G108 5,001 34,754 SH   DFND 1 34,754 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 9,308 119,584 SH   DFND 1 97,736 0 21,848
CIT GROUP INC COM NEW 125581801 8,176 177,769 SH   DFND 1 177,769 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 44 6,543 SH   DFND 1 1,843 0 4,700
CNA FINL CORP COM 126117100 28 607 SH   DFND 1 607 0 0
CNB FINL CORP PA COM 126128107 119 3,619 SH   DFND 1 919 0 2,700
CNO FINL GROUP INC COM 12621E103 4,000 219,385 SH   DFND 1 196,585 0 22,800
CSX CORP COM 126408103 61,691 842,887 SH   DFND 1 709,192 0 133,695
CVR ENERGY INC COM 12662P108 1,032 25,384 SH   DFND 1 25,384 0 0
CVS HEALTH CORP COM 126650100 99,993 1,348,328 SH   DFND 1 1,102,428 0 245,900
CABOT CORP COM 127055101 6,751 143,322 SH   DFND 1 124,922 0 18,400
CABOT OIL & GAS CORP COM 127097103 1 35 SH   DFND 1 35 0 0
CACTUS INC CL A 127203107 1,660 48,506 SH   DFND 1 34,906 0 13,600
CAMDEN NATL CORP COM 133034108 263 5,701 SH   DFND 1 1,601 0 4,100
CAMPBELL SOUP CO COM 134429109 10,999 226,828 SH   DFND 1 183,030 0 43,798
CAMPING WORLD HLDGS INC CL A 13462K109 5,395 374,596 SH   DFND 1 141,154 0 233,442
CANADIAN NAT RES LTD COM 136385101 205,262 6,345,024 SH   DFND 1 5,260,864 0 1,084,160
CAPITAL CITY BK GROUP INC COM 139674105 126 4,146 SH   DFND 1 1,146 0 3,000
CAPITAL ONE FINL CORP COM 14040H105 42,775 412,837 SH   DFND 1 332,760 0 80,077
CAPITOL FED FINL INC COM 14057J101 4,434 325,487 SH   DFND 1 297,187 0 28,300
CAPSTEAD MTG CORP COM NO PAR 14067E506 4,924 626,413 SH   DFND 1 221,027 0 405,386
CAPSTAR FINL HLDGS INC COM 14070T102 17 975 SH   DFND 1 275 0 700
CARDINAL HEALTH INC COM 14149Y108 13,036 260,241 SH   DFND 1 209,930 0 50,311
CARLISLE COS INC COM 142339100 469 2,857 SH   DFND 1 2,857 0 0
CARMAX INC COM 143130102 12,244 136,789 SH   DFND 1 110,430 0 26,359
CARTERS INC COM 146229109 1,587 14,400 SH   DFND 1 14,400 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 1,265 335,412 SH   DFND 1 125,546 0 209,866
CATERPILLAR INC DEL COM 149123101 92,191 612,439 SH   DFND 1 517,429 0 95,010
CATHAY GEN BANCORP COM 149150104 7,718 202,570 SH   DFND 1 181,298 0 21,272
CELANESE CORP DEL COM 150870103 20,703 170,492 SH   DFND 1 149,746 0 20,746
CENTERSTATE BK CORP COM 15201P109 2,293 92,046 SH   DFND 1 81,340 0 10,706
CENTRAL VALLEY CMNTY BANCORP COM 155685100 109 5,021 SH   DFND 1 1,421 0 3,600
CENTURY ALUM CO COM 156431108 206 26,640 SH   DFND 1 7,640 0 19,000
CENTURY CMNTYS INC COM 156504300 3,284 119,716 SH   DFND 1 107,216 0 12,500
CHARTER COMMUNICATIONS INC N CL A 16119P108 12 24 SH   DFND 1 24 0 0
CHEVRON CORP NEW COM 166764100 296,952 2,445,452 SH   DFND 1 1,997,342 0 448,110
CHURCHILL DOWNS INC COM 171484108 373 2,741 SH   DFND 1 2,741 0 0
CINCINNATI FINL CORP COM 172062101 13,094 123,573 SH   DFND 1 99,620 0 23,953
CINEMARK HOLDINGS INC COM 17243V102 45,247 1,328,038 SH   DFND 1 1,094,638 0 233,400
CISCO SYS INC COM 17275R102 16,393 338,557 SH   DFND 1 338,557 0 0
CINTAS CORP COM 172908105 5 15 SH   DFND 1 15 0 0
CITIGROUP INC COM NEW 172967424 376,158 4,630,768 SH   DFND 1 3,774,883 0 855,885
CITI TRENDS INC COM 17306X102 149 6,550 SH   DFND 1 1,850 0 4,700
CITIZENS FINL GROUP INC COM 174610105 15,744 386,350 SH   DFND 1 311,585 0 74,765
CIVISTA BANCSHARES INC COM NO PAR 178867107 118 4,862 SH   DFND 1 1,362 0 3,500
CLEAN ENERGY FUELS CORP COM 184499101 228 95,205 SH   DFND 1 26,905 0 68,300
CLEARWAY ENERGY INC CL A 18539C105 1,810 94,806 SH   DFND 1 85,906 0 8,900
CLEARWAY ENERGY INC CL C 18539C204 3 105 SH   DFND 1 105 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 26,574 429,151 SH   DFND 1 346,068 0 83,083
COHERENT INC COM 192479103 2,593 15,345 SH   DFND 1 11,095 0 4,250
COHU INC COM 192576106 4,967 218,865 SH   DFND 1 49,487 0 169,378
COLFAX CORP COM 194014106 5 133 SH   DFND 1 133 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 1,611 74,548 SH   DFND 1 27,831 0 46,717
COLUMBIA BKG SYS INC COM 197236102 2,944 72,399 SH   DFND 1 64,399 0 8,000
COMCAST CORP NEW CL A 20030N101 182,610 4,024,895 SH   DFND 1 3,244,173 0 780,722
COMERICA INC COM 200340107 4,007 55,833 SH   DFND 1 55,833 0 0
COMMERCE BANCSHARES INC COM 200525103 6,732 98,987 SH   DFND 1 79,773 0 19,214
COMMERCIAL METALS CO COM 201723103 10,073 450,680 SH   DFND 1 403,680 0 47,000
COMMERCIAL VEH GROUP INC COM 202608105 91 14,142 SH   DFND 1 3,942 0 10,200
COMMUNITY BANKERS TR CORP COM 203612106 31 3,455 SH   DFND 1 955 0 2,500
COMPUTER TASK GROUP INC COM 205477102 35 6,532 SH   DFND 1 1,832 0 4,700
CONNECTONE BANCORP INC NEW COM 20786W107 707 27,230 SH   DFND 1 23,330 0 3,900
CONOCOPHILLIPS COM 20825C104 134,837 2,059,830 SH   DFND 1 1,690,006 0 369,824
CONSUMER PORTFOLIO SVCS INC COM 210502100 25 7,113 SH   DFND 1 2,013 0 5,100
COOPER TIRE & RUBR CO COM 216831107 4,927 169,600 SH   DFND 1 158,900 0 10,700
CORTEVA INC COM 22052L104 54,639 1,901,118 SH   DFND 1 1,536,539 0 364,579
COTY INC COM CL A 222070203 11 967 SH   DFND 1 967 0 0
COWEN INC CL A NEW 223622606 202 12,684 SH   DFND 1 3,584 0 9,100
CRACKER BARREL OLD CTRY STOR COM 22410J106 9 55 SH   DFND 1 55 0 0
CRAFT BREW ALLIANCE INC COM 224122101 3,449 210,283 SH   DFND 1 49,900 0 160,383
CRANE CO COM 224399105 2,769 31,622 SH   DFND 1 25,609 0 6,013
CRAWFORD & CO CL B 224633107 689 69,639 SH   DFND 1 0 0 69,639
CRAWFORD & CO CL A 224633206 694 61,671 SH   DFND 1 0 0 61,671
CREDIT ACCEP CORP MICH COM 225310101 7,443 16,809 SH   DFND 1 13,502 0 3,307
CROSSFIRST BANKSHARES INC COM 22766M109 2,993 208,407 SH   DFND 1 86,561 0 121,846
CROWN CRAFTS INC COM 228309100 20 3,070 SH   DFND 1 870 0 2,200
CROWN HOLDINGS INC COM 228368106 100,810 1,396,067 SH   DFND 1 1,162,276 0 233,791
CULLEN FROST BANKERS INC COM 229899109 4,746 48,495 SH   DFND 1 38,974 0 9,521
CUMMINS INC COM 231021106 32,310 180,176 SH   DFND 1 153,818 0 26,358
CUMULUS MEDIA INC COM CLASS A 231082801 98 5,748 SH   DFND 1 1,648 0 4,100
CURO GROUP HLDGS CORP COM 23131L107 102 8,697 SH   DFND 1 2,497 0 6,200
CUSTOMERS BANCORP INC COM 23204G100 40 1,662 SH   DFND 1 462 0 1,200
DMC GLOBAL INC COM 23291C103 364 8,080 SH   DFND 1 2,280 0 5,800
D R HORTON INC COM 23331A109 75,775 1,441,410 SH   DFND 1 1,194,640 0 246,770
DHI GROUP INC COM 23331S100 93 29,880 SH   DFND 1 8,380 0 21,500
DXC TECHNOLOGY CO COM 23355L106 2 36 SH   DFND 1 36 0 0
DANA INCORPORATED COM 235825205 8,367 451,525 SH   DFND 1 403,425 0 48,100
DARDEN RESTAURANTS INC COM 237194105 2,377 21,169 SH   DFND 1 21,169 0 0
DAVITA INC COM 23918K108 9,274 123,231 SH   DFND 1 99,479 0 23,752
DECKERS OUTDOOR CORP COM 243537107 550 3,193 SH   DFND 1 3,193 0 0
DEERE & CO COM 244199105 49,382 279,211 SH   DFND 1 225,092 0 54,119
DELEK US HLDGS INC NEW COM 24665A103 9,643 283,683 SH   DFND 1 254,083 0 29,600
DELTA AIR LINES INC DEL COM NEW 247361702 47,440 803,522 SH   DFND 1 692,277 0 111,245
DELUXE CORP COM 248019101 7,993 160,682 SH   DFND 1 143,882 0 16,800
DESIGNER BRANDS INC CL A 250565108 7,939 494,634 SH   DFND 1 243,524 0 251,110
DEVON ENERGY CORP NEW COM 25179M103 2 54 SH   DFND 1 54 0 0
DICKS SPORTING GOODS INC COM 253393102 12,141 251,779 SH   DFND 1 225,479 0 26,300
DIGI INTL INC COM 253798102 275 15,572 SH   DFND 1 4,372 0 11,200
DIME CMNTY BANCSHARES COM 253922108 1,488 71,968 SH   DFND 1 62,568 0 9,400
DILLARDS INC CL A 254067101 5,614 80,132 SH   DFND 1 71,732 0 8,400
DISCOVER FINL SVCS COM 254709108 38,392 450,081 SH   DFND 1 394,560 0 55,521
DOLLAR GEN CORP NEW COM 256677105 6 36 SH   DFND 1 36 0 0
DOMINION ENERGY INC COM 25746U109 2,721 33,195 SH   DFND 1 33,195 0 0
DOMTAR CORP COM NEW 257559203 7,646 199,957 SH   DFND 1 177,457 0 22,500
DOVER CORP COM 260003108 16,591 141,961 SH   DFND 1 120,614 0 21,347
DOW INC COM 260557103 12,776 237,687 SH   DFND 1 168,308 0 69,379
DRIL QUIP INC COM 262037104 1,363 29,155 SH   DFND 1 26,422 0 2,733
DUKE ENERGY CORP NEW COM NEW 26441C204 2,265 25,065 SH   DFND 1 25,065 0 0
DUPONT DE NEMOURS INC COM 26614N102 23,441 369,140 SH   DFND 1 304,660 0 64,480
ERA GROUP INC COM 26885G109 86 8,437 SH   DFND 1 2,437 0 6,000
E TRADE FINANCIAL CORP COM NEW 269246401 31,146 675,759 SH   DFND 1 565,559 0 110,200
EAST WEST BANCORP INC COM 27579R104 18 363 SH   DFND 1 363 0 0
EASTMAN CHEMICAL CO COM 277432100 72,029 915,580 SH   DFND 1 756,108 0 159,472
EATON VANCE CORP COM NON VTG 278265103 5,574 118,656 SH   DFND 1 99,414 0 19,242
EBAY INC COM 278642103 76,881 2,117,922 SH   DFND 1 1,810,413 0 307,509
ECHOSTAR CORP CL A 278768106 4,476 103,580 SH   DFND 1 103,580 0 0
ELECTRONIC ARTS INC COM 285512109 29,423 274,103 SH   DFND 1 223,892 0 50,211
EMERSON ELEC CO COM 291011104 36,609 472,493 SH   DFND 1 381,092 0 91,401
EMPLOYERS HOLDINGS INC COM 292218104 4,121 97,827 SH   DFND 1 89,727 0 8,100
ENCORE CAP GROUP INC COM 292554102 1,607 44,704 SH   DFND 1 40,104 0 4,600
ENCOMPASS HEALTH CORP COM 29261A100 6,038 87,293 SH   DFND 1 70,356 0 16,937
ENOVA INTL INC COM 29357K103 582 24,094 SH   DFND 1 19,094 0 5,000
ENTERPRISE FINL SVCS CORP COM 293712105 2,825 58,699 SH   DFND 1 53,399 0 5,300
EQUITY COMWLTH COM SH BEN INT 294628102 1,419 44,114 SH   DFND 1 39,744 0 4,370
ESSA BANCORP INC COM 29667D104 39 2,245 SH   DFND 1 645 0 1,600
EVERCORE INC CLASS A 29977A105 7,969 105,236 SH   DFND 1 104,436 0 800
EVERGY INC COM 30034W106 12,816 202,003 SH   DFND 1 162,817 0 39,186
EVERSOURCE ENERGY COM 30040W108 18,535 222,685 SH   DFND 1 180,190 0 42,495
EXELON CORP COM 30161N101 1,667 36,687 SH   DFND 1 36,687 0 0
EXXON MOBIL CORP COM 30231G102 255,598 3,605,044 SH   DFND 1 2,923,841 0 681,203
FBL FINL GROUP INC CL A 30239F106 2,155 36,427 SH   DFND 1 32,627 0 3,800
F M C CORP COM NEW 302491303 13,084 130,995 SH   DFND 1 108,746 0 22,249
FNB CORP PA COM 302520101 6,244 489,705 SH   DFND 1 489,705 0 0
FACEBOOK INC CL A 30303M102 85,708 408,557 SH   DFND 1 335,907 0 72,650
FEDNAT HLDG CO COM 31431B109 51 3,080 SH   DFND 1 880 0 2,200
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 7,828 174,071 SH   DFND 1 140,698 0 33,373
FINANCIAL INSTNS INC COM 317585404 189 5,837 SH   DFND 1 1,637 0 4,200
FIRST AMERN FINL CORP COM 31847R102 17 280 SH   DFND 1 280 0 0
FIRST BANCORP P R COM NEW 318672706 3,956 375,311 SH   DFND 1 87,100 0 288,211
FIRST BANCORP N C COM 318910106 1,231 30,875 SH   DFND 1 26,475 0 4,400
FIRST BUSEY CORP COM NEW 319383204 1,089 39,642 SH   DFND 1 35,542 0 4,100
FIRST BUS FINL SVCS INC WIS COM 319390100 1,135 42,967 SH   DFND 1 585 0 42,382
FIRST CTZNS BANCSHARES INC N CL A 31946M103 8,050 14,976 SH   DFND 1 14,156 0 820
FIRST COMWLTH FINL CORP PA COM 319829107 3,287 224,798 SH   DFND 1 203,998 0 20,800
FIRST DEFIANCE FINL CORP COM 32006W106 221 6,959 SH   DFND 1 1,959 0 5,000
FIRST FINL BANCORP OH COM 320209109 76 2,943 SH   DFND 1 843 0 2,100
FIRST FINL CORP IND COM 320218100 197 4,330 SH   DFND 1 1,230 0 3,100
FIRST FINANCIAL NORTHWEST IN COM 32022K102 892 59,684 SH   DFND 1 0 0 59,684
FIRST FNDTN INC COM 32026V104 41 2,367 SH   DFND 1 667 0 1,700
FIRST HORIZON NATL CORP COM 320517105 13 736 SH   DFND 1 736 0 0
FIRST HAWAIIAN INC COM 32051X108 9 284 SH   DFND 1 284 0 0
FIRST INTERNET BANCORP COM 320557101 5,511 229,527 SH   DFND 1 59,147 0 170,380
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 105 2,509 SH   DFND 1 702 0 1,807
FIRST MERCHANTS CORP COM 320817109 3,036 73,502 SH   DFND 1 66,502 0 7,000
FIRST MIDWEST BANCORP DEL COM 320867104 6,469 281,723 SH   DFND 1 255,271 0 26,452
FIRST NORTHWEST BANCORP COM 335834107 2,256 127,555 SH   DFND 1 44,458 0 83,097
FIRST SOLAR INC COM 336433107 11 184 SH   DFND 1 184 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 6,523 171,869 SH   DFND 1 157,669 0 14,200
FLEETCOR TECHNOLOGIES INC COM 339041105 4 12 SH   DFND 1 12 0 0
FLUSHING FINL CORP COM 343873105 964 44,888 SH   DFND 1 38,988 0 5,900
FONAR CORP COM NEW 344437405 1,866 92,391 SH   DFND 1 22,353 0 70,038
FOOT LOCKER INC COM 344849104 1,926 50,541 SH   DFND 1 50,541 0 0
FORD MTR CO DEL COM 345370860 32,517 3,451,878 SH   DFND 1 2,782,201 0 669,677
FORTUNE BRANDS HOME & SEC IN COM 34964C106 8,036 122,108 SH   DFND 1 98,456 0 23,652
FRANKLIN FINL NETWORK INC COM 35352P104 181 5,293 SH   DFND 1 1,493 0 3,800
FRANKLIN RES INC COM 354613101 13,088 511,050 SH   DFND 1 435,887 0 75,163
FRANKLIN STREET PPTYS CORP COM 35471R106 3,229 389,013 SH   DFND 1 160,663 0 228,350
FREEPORT-MCMORAN INC CL B 35671D857 43,706 3,311,060 SH   DFND 1 2,724,860 0 586,200
FRIEDMAN INDS INC COM 358435105 723 119,453 SH   DFND 1 119,453 0 0
FULTON FINL CORP PA COM 360271100 8,305 473,446 SH   DFND 1 433,046 0 40,400
GATX CORP COM 361448103 9,340 111,873 SH   DFND 1 98,273 0 13,600
GCI LIBERTY INC COM CLASS A 36164V305 10 135 SH   DFND 1 135 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 30,245 707,796 SH   DFND 1 554,896 0 152,900
GAP INC COM 364760108 1 52 SH   DFND 1 52 0 0
GENERAL DYNAMICS CORP COM 369550108 45,784 256,590 SH   DFND 1 206,780 0 49,810
GENERAL ELECTRIC CO COM 369604103 15 1,226 SH   DFND 1 1,226 0 0
GENERAL MTRS CO COM 37045V100 160,601 4,296,429 SH   DFND 1 3,532,876 0 763,553
GENESCO INC COM 371532102 3,010 63,347 SH   DFND 1 56,747 0 6,600
GENTEX CORP COM 371901109 9,282 315,070 SH   DFND 1 274,080 0 40,990
GENUINE PARTS CO COM 372460105 17,087 161,487 SH   DFND 1 136,532 0 24,955
GEOSPACE TECHNOLOGIES CORP COM 37364X109 107 6,392 SH   DFND 1 1,792 0 4,600
GILEAD SCIENCES INC COM 375558103 114,339 1,752,859 SH   DFND 1 1,425,009 0 327,850
GLATFELTER COM 377316104 357 19,955 SH   DFND 1 5,555 0 14,400
GLOBUS MED INC CL A 379577208 2,491 41,891 SH   DFND 1 30,304 0 11,587
GLOBE LIFE INC COM 37959E102 22,031 208,697 SH   DFND 1 168,909 0 39,788
GOLDMAN SACHS GROUP INC COM 38141G104 73,521 313,760 SH   DFND 1 252,926 0 60,834
GRAFTECH INTL LTD COM 384313508 5 374 SH   DFND 1 374 0 0
GRAHAM HLDGS CO COM 384637104 10,486 16,406 SH   DFND 1 14,706 0 1,700
GRAINGER W W INC COM 384802104 17,240 50,013 SH   DFND 1 40,893 0 9,120
GREAT SOUTHN BANCORP INC COM 390905107 848 13,411 SH   DFND 1 10,111 0 3,300
GREAT WESTN BANCORP INC COM 391416104 5,638 161,537 SH   DFND 1 146,137 0 15,400
GREEN BRICK PARTNERS INC COM 392709101 204 17,865 SH   DFND 1 5,065 0 12,800
GREEN PLAINS INC COM 393222104 304 19,890 SH   DFND 1 5,590 0 14,300
GROUP 1 AUTOMOTIVE INC COM 398905109 5,852 58,152 SH   DFND 1 51,952 0 6,200
H & E EQUIPMENT SERVICES INC COM 404030108 3,525 106,712 SH   DFND 1 95,112 0 11,600
HCA HEALTHCARE INC COM 40412C101 44,351 300,699 SH   DFND 1 242,370 0 58,329
HD SUPPLY HLDGS INC COM 40416M105 6,784 168,272 SH   DFND 1 143,116 0 25,156
HP INC COM 40434L105 88 4,225 SH   DFND 1 4,225 0 0
HALLIBURTON CO COM 406216101 106,140 4,300,615 SH   DFND 1 3,546,515 0 754,100
HANCOCK WHITNEY CORPORATION COM 410120109 7,079 161,360 SH   DFND 1 158,060 0 3,300
HANESBRANDS INC COM 410345102 14,105 968,052 SH   DFND 1 968,052 0 0
HANMI FINL CORP COM NEW 410495204 2,415 119,802 SH   DFND 1 32,100 0 87,702
HANOVER INS GROUP INC COM 410867105 4,188 30,680 SH   DFND 1 24,867 0 5,813
HARBORONE BANCORP INC NEW COM NEW 41165Y100 5,182 471,682 SH   DFND 1 113,241 0 358,441
HARLEY DAVIDSON INC COM 412822108 7,665 206,658 SH   DFND 1 180,099 0 26,559
HARTFORD FINL SVCS GROUP INC COM 416515104 16,357 268,360 SH   DFND 1 216,547 0 51,813
HAWAIIAN HOLDINGS INC COM 419879101 5,199 177,845 SH   DFND 1 159,245 0 18,600
HAYNES INTERNATIONAL INC COM NEW 420877201 2,376 68,874 SH   DFND 1 16,448 0 52,426
HEARTLAND FINL USA INC COM 42234Q102 2,495 50,276 SH   DFND 1 44,676 0 5,600
HECLA MNG CO COM 422704106 5,728 1,674,565 SH   DFND 1 1,568,765 0 105,800
HEIDRICK & STRUGGLES INTL IN COM 422819102 169 5,145 SH   DFND 1 1,445 0 3,700
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 5,491 568,426 SH   DFND 1 509,126 0 59,300
HERITAGE INS HLDGS INC COM 42727J102 5,168 393,571 SH   DFND 1 147,985 0 245,586
HERON THERAPEUTICS INC COM 427746102 275 11,852 SH   DFND 1 8,172 0 3,680
HEWLETT PACKARD ENTERPRISE C COM 42824C109 18,599 1,150,203 SH   DFND 1 927,812 0 222,391
HIBBETT SPORTS INC COM 428567101 269 9,733 SH   DFND 1 2,733 0 7,000
HILLTOP HOLDINGS INC COM 432748101 2,287 92,036 SH   DFND 1 81,836 0 10,200
HILTON GRAND VACATIONS INC COM 43283X105 11,394 326,658 SH   DFND 1 292,558 0 34,100
HOLLYFRONTIER CORP COM 436106108 7,802 151,804 SH   DFND 1 124,143 0 27,661
HOME BANCSHARES INC COM 436893200 3,270 166,388 SH   DFND 1 147,988 0 18,400
HOMESTREET INC COM 43785V102 7,224 214,986 SH   DFND 1 85,110 0 129,876
HOMETRUST BANCSHARES INC COM 437872104 187 6,959 SH   DFND 1 1,959 0 5,000
HONEYWELL INTL INC COM 438516106 12,633 69,875 SH   DFND 1 69,875 0 0
HOPE BANCORP INC COM 43940T109 7,767 522,676 SH   DFND 1 447,006 0 75,670
HORACE MANN EDUCATORS CORP N COM 440327104 5,558 125,650 SH   DFND 1 113,050 0 12,600
HORIZON BANCORP INC COM 440407104 1,549 82,406 SH   DFND 1 73,106 0 9,300
HOWARD HUGHES CORP COM 44267D107 1,254 10,146 SH   DFND 1 8,141 0 2,005
HUBBELL INC COM 443510607 7,167 48,256 SH   DFND 1 38,835 0 9,421
HUMANA INC COM 444859102 37,808 104,084 SH   DFND 1 83,940 0 20,144
HUNTINGTON BANCSHARES INC COM 446150104 13,765 918,253 SH   DFND 1 740,561 0 177,692
HUNTINGTON INGALLS INDS INC COM 446413106 11,156 43,600 SH   DFND 1 36,584 0 7,016
HUNTSMAN CORP COM 447011107 81,318 3,406,690 SH   DFND 1 2,931,767 0 474,923
HURCO COMPANIES INC COM 447324104 116 3,048 SH   DFND 1 848 0 2,200
HYATT HOTELS CORP COM CL A 448579102 2,476 27,757 SH   DFND 1 22,346 0 5,411
HYSTER YALE MATLS HANDLING I CL A 449172105 8,306 140,578 SH   DFND 1 58,550 0 82,028
IPG PHOTONICS CORP COM 44980X109 57,546 392,856 SH   DFND 1 327,016 0 65,840
IBERIABANK CORP COM 450828108 9,580 128,173 SH   DFND 1 128,173 0 0
ILLINOIS TOOL WKS INC COM 452308109 18,963 104,374 SH   DFND 1 104,374 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 104 4,578 SH   DFND 1 1,278 0 3,300
INDEPENDENT BK GROUP INC COM 45384B106 1,227 22,357 SH   DFND 1 21,357 0 1,000
INGLES MKTS INC CL A 457030104 2,337 50,280 SH   DFND 1 45,580 0 4,700
INGREDION INC COM 457187102 88,508 952,208 SH   DFND 1 779,078 0 173,130
INSIGHT ENTERPRISES INC COM 45765U103 7,963 111,696 SH   DFND 1 100,096 0 11,600
INNOVIVA INC COM 45781M101 4,768 342,220 SH   DFND 1 320,620 0 21,600
INTEL CORP COM 458140100 266,549 4,381,137 SH   DFND 1 3,632,987 0 748,150
INTERNATIONAL BANCSHARES COR COM 459044103 7,633 176,728 SH   DFND 1 162,928 0 13,800
INTERNATIONAL BUSINESS MACHS COM 459200101 110,746 817,794 SH   DFND 1 674,980 0 142,814
INTL PAPER CO COM 460146103 15,885 348,957 SH   DFND 1 281,608 0 67,349
INTERPUBLIC GROUP COS INC COM 460690100 6,576 289,562 SH   DFND 1 232,639 0 56,923
INTL FCSTONE INC COM 46116V105 2,823 58,110 SH   DFND 1 52,310 0 5,800
INTRA CELLULAR THERAPIES INC COM 46116X101 2,174 65,619 SH   DFND 1 25,146 0 40,473
INVESTORS BANCORP INC NEW COM 46146L101 7,282 611,127 SH   DFND 1 580,527 0 30,600
IROBOT CORP COM 462726100 782 16,064 SH   DFND 1 13,794 0 2,270
ISHARES INC MSCI STH KOR ETF 464286772 728 11,700 SH   DFND 1 0 0 11,700
ISHARES TR MSCI EMG MKT ETF 464287234 9,486 207,200 SH   DFND 1 0 0 207,200
ISHARES TR RUS 1000 VAL ETF 464287598 46,540 339,627 SH   DFND 1 202,195 0 137,432
ISHARES TR RUS 1000 ETF 464287622 20 110 SH   DFND 1 110 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 13,818 107,582 SH   DFND 1 62,712 0 44,870
ISHARES TR MICRO-CAP ETF 464288869 7,522 75,880 SH   DFND 1 17,100 0 58,780
ISHARES TR MSCI POLAND ETF 46429B606 710 32,700 SH   DFND 1 0 0 32,700
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 423 45,000 SH   DFND 1 0 0 45,000
J ALEXANDERS HLDGS INC COM 46609J106 65 6,551 SH   DFND 1 1,851 0 4,700
JPMORGAN CHASE & CO COM 46625H100 455,993 3,231,925 SH   DFND 1 2,604,240 0 627,685
JABIL INC COM 466313103 7 150 SH   DFND 1 150 0 0
JACOBS ENGR GROUP INC COM 469814107 2 19 SH   DFND 1 19 0 0
JEFFERIES FINL GROUP INC COM 47233W109 6,846 314,438 SH   DFND 1 260,421 0 54,017
JETBLUE AWYS CORP COM 477143101 21,593 1,143,046 SH   DFND 1 1,093,938 0 49,108
JOHNSON & JOHNSON COM 478160104 440,992 3,021,108 SH   DFND 1 2,461,009 0 560,099
JONES LANG LASALLE INC COM 48020Q107 8 42 SH   DFND 1 42 0 0
JUNIPER NETWORKS INC COM 48203R104 7,253 293,509 SH   DFND 1 236,583 0 56,926
KAR AUCTION SVCS INC COM 48238T109 8,923 398,522 SH   DFND 1 355,122 0 43,400
KKR & CO INC CL A 48251W104 362 12,322 SH   DFND 1 12,322 0 0
KT CORP SPONSORED ADR 48268K101 1,978 174,100 SH   DFND 1 133,600 0 40,500
KB HOME COM 48666K109 9,525 275,992 SH   DFND 1 246,892 0 29,100
KEARNY FINL CORP MD COM 48716P108 3,762 276,599 SH   DFND 1 250,473 0 26,126
KELLOGG CO COM 487836108 20,455 302,405 SH   DFND 1 243,676 0 58,729
KELLY SVCS INC CL A 488152208 2,855 127,156 SH   DFND 1 114,756 0 12,400
KEMPER CORP DEL COM 488401100 6,381 82,123 SH   DFND 1 82,123 0 0
KENNAMETAL INC COM 489170100 8,301 222,293 SH   DFND 1 205,193 0 17,100
KEY TRONIC CORP COM 493144109 31 5,345 SH   DFND 1 1,545 0 3,800
KEYCORP NEW COM 493267108 17,738 875,503 SH   DFND 1 706,029 0 169,474
KIMBALL ELECTRONICS INC COM 49428J109 210 11,845 SH   DFND 1 3,345 0 8,500
KIRBY CORP COM 497266106 8 80 SH   DFND 1 80 0 0
KNOLL INC COM NEW 498904200 3,876 155,037 SH   DFND 1 138,937 0 16,100
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 5,604 151,478 SH   DFND 1 122,113 0 29,365
KOHLS CORP COM 500255104 2 29 SH   DFND 1 29 0 0
KOPPERS HOLDINGS INC COM 50060P106 365 9,612 SH   DFND 1 2,712 0 6,900
KRAFT HEINZ CO COM 500754106 34,222 1,082,628 SH   DFND 1 872,665 0 209,963
KROGER CO COM 501044101 45 1,567 SH   DFND 1 1,567 0 0
LGI HOMES INC COM 50187T106 6,196 87,735 SH   DFND 1 78,535 0 9,200
LKQ CORP COM 501889208 9,724 271,613 SH   DFND 1 218,897 0 52,716
LPL FINL HLDGS INC COM 50212V100 10,402 110,756 SH   DFND 1 96,925 0 13,831
LSI INDS INC COM 50216C108 72 11,661 SH   DFND 1 3,261 0 8,400
LABORATORY CORP AMER HLDGS COM NEW 50540R409 14,419 86,089 SH   DFND 1 69,352 0 16,737
LAKELAND BANCORP INC COM 511637100 703 40,593 SH   DFND 1 33,838 0 6,755
LAKELAND INDS INC COM 511795106 42 3,875 SH   DFND 1 1,075 0 2,800
LAM RESEARCH CORP COM 512807108 37,392 125,521 SH   DFND 1 105,276 0 20,245
LANDEC CORP COM 514766104 133 11,857 SH   DFND 1 3,357 0 8,500
LAUDER ESTEE COS INC CL A 518439104 6 25 SH   DFND 1 25 0 0
LAUREATE EDUCATION INC CL A 518613203 3 153 SH   DFND 1 153 0 0
LEAR CORP COM NEW 521865204 1,343 9,582 SH   DFND 1 9,582 0 0
LEIDOS HLDGS INC COM 525327102 10,737 108,868 SH   DFND 1 87,722 0 21,146
LENNAR CORP CL A 526057104 13,901 249,067 SH   DFND 1 200,961 0 48,106
LIBERTY BROADBAND CORP COM SER A 530307107 4 26 SH   DFND 1 26 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 19 150 SH   DFND 1 150 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 6 111 SH   DFND 1 111 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 14 272 SH   DFND 1 272 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 10 199 SH   DFND 1 199 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 2 25 SH   DFND 1 25 0 0
LINCOLN ELEC HLDGS INC COM 533900106 6,160 62,750 SH   DFND 1 53,429 0 9,321
LINCOLN NATL CORP IND COM 534187109 9,753 163,215 SH   DFND 1 131,946 0 31,269
LITHIA MTRS INC CL A 536797103 7,895 53,568 SH   DFND 1 47,368 0 6,200
LOCKHEED MARTIN CORP COM 539830109 99,852 250,022 SH   DFND 1 201,515 0 48,507
LOEWS CORP COM 540424108 13,988 264,117 SH   DFND 1 212,904 0 51,213
LULULEMON ATHLETICA INC COM 550021109 4 17 SH   DFND 1 17 0 0
LUTHER BURBANK CORP COM 550550107 4,121 354,575 SH   DFND 1 162,761 0 191,814
LYON WILLIAM HOMES CL A NEW 552074700 649 32,402 SH   DFND 1 21,402 0 11,000
M & T BK CORP COM 55261F104 25,845 151,078 SH   DFND 1 128,728 0 22,350
MBIA INC COM 55262C100 2,364 253,859 SH   DFND 1 225,959 0 27,900
M D C HLDGS INC COM 552676108 9,035 239,068 SH   DFND 1 214,101 0 24,967
MGIC INVT CORP WIS COM 552848103 11,658 823,236 SH   DFND 1 823,236 0 0
M/I HOMES INC COM 55305B101 4,273 107,442 SH   DFND 1 96,242 0 11,200
MTS SYS CORP COM 553777103 4,109 85,879 SH   DFND 1 29,434 0 56,445
MAGNA INTL INC COM 559222401 70,789 1,290,823 SH   DFND 1 1,058,523 0 232,300
MANITOWOC CO INC COM NEW 563571405 184 10,540 SH   DFND 1 3,040 0 7,500
MANPOWERGROUP INC COM 56418H100 22,049 225,072 SH   DFND 1 214,950 0 10,122
MARATHON OIL CORP COM 565849106 1 58 SH   DFND 1 58 0 0
MARKEL CORP COM 570535104 14,218 12,307 SH   DFND 1 10,012 0 2,295
MARLIN BUSINESS SVCS CORP COM 571157106 86 3,899 SH   DFND 1 1,099 0 2,800
MARRIOTT INTL INC NEW CL A 571903202 11,618 76,685 SH   DFND 1 76,685 0 0
MASCO CORP COM 574599106 12,155 251,794 SH   DFND 1 202,886 0 48,908
MASTEC INC COM 576323109 7 102 SH   DFND 1 102 0 0
MASTERCARD INC CL A 57636Q104 30 97 SH   DFND 1 97 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,132 34,137 SH   DFND 1 34,137 0 0
MCKESSON CORP COM 58155Q103 22,238 160,343 SH   DFND 1 129,375 0 30,968
MERCANTILE BANK CORP COM 587376104 139 3,811 SH   DFND 1 1,111 0 2,700
MERCK & CO INC COM 58933Y105 207,758 2,257,257 SH   DFND 1 1,819,391 0 437,866
MERIDIAN BK PAOLI PA COM 58958P104 699 35,000 SH   DFND 1 35,000 0 0
MERIDIAN BANCORP INC MD COM 58958U103 1,782 89,461 SH   DFND 1 81,061 0 8,400
MERITAGE HOMES CORP COM 59001A102 8,370 136,108 SH   DFND 1 123,108 0 13,000
MERITOR INC COM 59001K100 8,412 315,735 SH   DFND 1 282,835 0 32,900
METHODE ELECTRS INC COM 591520200 4,363 110,684 SH   DFND 1 98,584 0 12,100
METLIFE INC COM 59156R108 42,091 815,399 SH   DFND 1 657,250 0 158,149
MICRON TECHNOLOGY INC COM 595112103 53,779 970,902 SH   DFND 1 782,686 0 188,216
MIDLAND STS BANCORP INC ILL COM 597742105 250 8,637 SH   DFND 1 2,437 0 6,200
MIDWESTONE FINL GROUP INC NE COM 598511103 140 3,875 SH   DFND 1 1,075 0 2,800
MILLER INDS INC TENN COM NEW 600551204 232 6,272 SH   DFND 1 1,772 0 4,500
MINERALS TECHNOLOGIES INC COM 603158106 6,279 109,302 SH   DFND 1 97,902 0 11,400
MOHAWK INDS INC COM 608190104 80,519 597,364 SH   DFND 1 490,237 0 107,127
MOLINA HEALTHCARE INC COM 60855R100 1,045 7,835 SH   DFND 1 7,835 0 0
MOLSON COORS BREWING CO CL B 60871R209 107,485 2,007,557 SH   DFND 1 1,677,406 0 330,151
MONDELEZ INTL INC CL A 609207105 5,367 98,770 SH   DFND 1 98,770 0 0
MORGAN STANLEY COM NEW 617446448 74,692 1,435,276 SH   DFND 1 1,156,862 0 278,414
MOTORCAR PTS AMER INC COM 620071100 111 5,021 SH   DFND 1 1,421 0 3,600
NCR CORP NEW COM 62886E108 16,424 462,633 SH   DFND 1 429,733 0 32,900
NRG ENERGY INC COM NEW 629377508 8,558 220,543 SH   DFND 1 177,649 0 42,894
NACCO INDS INC CL A 629579103 143 3,052 SH   DFND 1 852 0 2,200
NATIONAL BK HLDGS CORP CL A 633707104 2,050 56,641 SH   DFND 1 51,041 0 5,600
NATURAL GAS SERVICES GROUP COM 63886Q109 255 20,407 SH   DFND 1 17,327 0 3,080
NAVISTAR INTL CORP NEW COM 63934E108 10,822 379,161 SH   DFND 1 339,561 0 39,600
NAVIENT CORPORATION COM 63938C108 10,441 764,625 SH   DFND 1 696,725 0 67,900
NELNET INC CL A 64031N108 4,737 80,791 SH   DFND 1 72,991 0 7,800
NEOS THERAPEUTICS INC COM 64052L106 178 122,695 SH   DFND 1 27,900 0 94,795
NETAPP INC COM 64110D104 12,553 199,975 SH   DFND 1 161,189 0 38,786
NETWORK 1 TECHNOLOGIES INC COM 64121N109 25 11,172 SH   DFND 1 3,172 0 8,000
NEW HOME CO INC COM 645370107 28 6,020 SH   DFND 1 1,720 0 4,300
NEW YORK CMNTY BANCORP INC COM 649445103 5,567 469,375 SH   DFND 1 388,998 0 80,377
NEWELL BRANDS INC COM 651229106 7,164 375,463 SH   DFND 1 302,602 0 72,861
NEWMONT GOLDCORP CORPORATION COM 651639106 105,372 2,438,037 SH   DFND 1 2,020,437 0 417,600
NEWPARK RES INC COM PAR $.01NEW 651718504 4,604 741,336 SH   DFND 1 220,358 0 520,978
NEWS CORP NEW CL A 65249B109 6 404 SH   DFND 1 404 0 0
NEXTIER OILFIELD SOLUTIONS I COM 65290C105 5,271 809,592 SH   DFND 1 336,039 0 473,553
NEXTERA ENERGY INC COM 65339F101 4,498 18,847 SH   DFND 1 18,847 0 0
NINE ENERGY SVC INC COM 65441V101 1,312 171,191 SH   DFND 1 51,500 0 119,691
NOBLE ENERGY INC COM 655044105 9,634 399,216 SH   DFND 1 322,346 0 76,870
NORFOLK SOUTHERN CORP COM 655844108 9,819 49,889 SH   DFND 1 49,889 0 0
NORTHEAST BK LEWISTON ME COM 66405S100 41 1,819 SH   DFND 1 519 0 1,300
NORTHERN TR CORP COM 665859104 20,193 187,698 SH   DFND 1 151,318 0 36,380
NORTHFIELD BANCORP INC DEL COM 66611T108 3,072 182,671 SH   DFND 1 124,938 0 57,733
NORTHRIM BANCORP INC COM 666762109 83 2,171 SH   DFND 1 635 0 1,536
NORTHROP GRUMMAN CORP COM 666807102 53,147 149,414 SH   DFND 1 120,450 0 28,964
NORTHWEST BANCSHARES INC MD COM 667340103 4,699 284,910 SH   DFND 1 260,010 0 24,900
NORTHWEST PIPE CO COM 667746101 152 4,578 SH   DFND 1 1,278 0 3,300
NOW INC COM 67011P100 3,381 304,830 SH   DFND 1 274,730 0 30,100
NUCOR CORP COM 670346105 22,301 404,584 SH   DFND 1 352,469 0 52,115
NVIDIA CORP COM 67066G104 68,787 286,716 SH   DFND 1 237,816 0 48,900
OGE ENERGY CORP COM 670837103 5,323 120,803 SH   DFND 1 97,152 0 23,651
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,459 17,047 SH   DFND 1 17,047 0 0
OFG BANCORP COM 67103X102 1,973 83,917 SH   DFND 1 72,317 0 11,600
OCEANEERING INTL INC COM 675232102 5,622 380,375 SH   DFND 1 344,675 0 35,700
OCEANFIRST FINL CORP COM 675234108 3,746 148,524 SH   DFND 1 133,624 0 14,900
OIL STS INTL INC COM 678026105 3,353 204,434 SH   DFND 1 191,534 0 12,900
OLD DOMINION FREIGHT LINE IN COM 679580100 3 11 SH   DFND 1 11 0 0
OLD NATL BANCORP IND COM 680033107 6,959 379,634 SH   DFND 1 339,734 0 39,900
OLD REP INTL CORP COM 680223104 4,290 192,112 SH   DFND 1 154,731 0 37,381
OLD SECOND BANCORP INC ILL COM 680277100 147 10,858 SH   DFND 1 3,058 0 7,800
OLYMPIC STEEL INC COM 68162K106 4,560 257,136 SH   DFND 1 45,240 0 211,896
OMNICOM GROUP INC COM 681919106 24,937 312,208 SH   DFND 1 274,825 0 37,383
ON SEMICONDUCTOR CORP COM 682189105 9,029 360,279 SH   DFND 1 290,425 0 69,854
ONEMAIN HLDGS INC COM 68268W103 20,392 478,674 SH   DFND 1 455,523 0 23,151
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 161 5,689 SH   DFND 1 1,589 0 4,100
ORACLE CORP COM 68389X105 172,063 3,189,299 SH   DFND 1 2,626,554 0 562,745
OPUS BK IRVINE CALIF COM 684000102 622 24,050 SH   DFND 1 22,750 0 1,300
ORION GROUP HOLDINGS INC COM 68628V308 72 13,343 SH   DFND 1 3,743 0 9,600
OSHKOSH CORP COM 688239201 24,717 261,053 SH   DFND 1 249,327 0 11,726
OWENS CORNING NEW COM 690742101 6,237 95,916 SH   DFND 1 77,375 0 18,541
PDL CMNTY BANCORP COM 69290X101 1,398 95,076 SH   DFND 1 23,800 0 71,276
PBF ENERGY INC CL A 69318G106 12,875 404,997 SH   DFND 1 379,397 0 25,600
PCSB FINL CORP COM 69324R104 158 7,798 SH   DFND 1 2,198 0 5,600
PNC FINL SVCS GROUP INC COM 693475105 62,294 388,435 SH   DFND 1 313,169 0 75,266
PPG INDS INC COM 693506107 10,671 81,085 SH   DFND 1 81,085 0 0
PRA GROUP INC COM 69354N106 1 9 SH   DFND 1 9 0 0
PACCAR INC COM 693718108 25,784 324,274 SH   DFND 1 264,843 0 59,431
PACIFIC PREMIER BANCORP COM 69478X105 1,304 39,665 SH   DFND 1 37,465 0 2,200
PACKAGING CORP AMER COM 695156109 9,314 84,120 SH   DFND 1 67,884 0 16,236
PACWEST BANCORP DEL COM 695263103 2,794 73,045 SH   DFND 1 73,045 0 0
PAPA JOHNS INTL INC COM 698813102 1,496 23,811 SH   DFND 1 17,121 0 6,690
PARK OHIO HLDGS CORP COM 700666100 234 6,951 SH   DFND 1 1,951 0 5,000
PARKE BANCORP INC COM 700885106 2,074 83,347 SH   DFND 1 25,141 0 58,206
PARKER HANNIFIN CORP COM 701094104 28,941 137,963 SH   DFND 1 115,914 0 22,049
PARSLEY ENERGY INC CL A 701877102 2 90 SH   DFND 1 90 0 0
PATRICK INDS INC COM 703343103 3,941 74,524 SH   DFND 1 66,724 0 7,800
PEAPACK-GLADSTONE FINL CORP COM 704699107 210 6,811 SH   DFND 1 1,911 0 4,900
PENNYMAC FINL SVCS INC COM 70932M107 3,782 113,105 SH   DFND 1 101,405 0 11,700
PENSKE AUTOMOTIVE GRP INC COM 70959W103 13,455 268,395 SH   DFND 1 268,395 0 0
PEOPLES BANCORP INC COM 709789101 247 7,106 SH   DFND 1 2,006 0 5,100
PEOPLES UTD FINL INC COM 712704105 5 267 SH   DFND 1 267 0 0
PFIZER INC COM 717081103 175,625 4,487,075 SH   DFND 1 3,721,310 0 765,765
PHILIP MORRIS INTL INC COM 718172109 116,203 1,364,041 SH   DFND 1 1,099,157 0 264,884
PHILLIPS 66 COM 718546104 47,104 419,817 SH   DFND 1 343,448 0 76,369
PHOTRONICS INC COM 719405102 3,996 256,475 SH   DFND 1 229,675 0 26,800
PINNACLE FINL PARTNERS INC COM 72346Q104 4,143 64,700 SH   DFND 1 64,700 0 0
PINNACLE WEST CAP CORP COM 723484101 7,172 80,844 SH   DFND 1 64,806 0 16,038
PIONEER BANCORP INC COM 723561106 1,909 125,218 SH   DFND 1 33,500 0 91,718
PIPER JAFFRAY COS COM 724078100 3,381 41,903 SH   DFND 1 38,203 0 3,700
POLARIS INC COM 731068102 5,585 54,204 SH   DFND 1 43,681 0 10,523
POPULAR INC COM NEW 733174700 19,705 334,368 SH   DFND 1 299,573 0 34,795
PORTLAND GEN ELEC CO COM NEW 736508847 13 225 SH   DFND 1 225 0 0
POWELL INDS INC COM 739128106 3,249 67,114 SH   DFND 1 24,071 0 43,043
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,423 23,658 SH   DFND 1 19,758 0 3,900
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 4,728 116,763 SH   DFND 1 95,363 0 21,400
PRICE T ROWE GROUP INC COM 74144T108 30,374 242,679 SH   DFND 1 202,490 0 40,189
PRINCIPAL FINL GROUP INC COM 74251V102 13,756 246,818 SH   DFND 1 199,013 0 47,805
PROCTER & GAMBLE CO COM 742718109 7,388 59,858 SH   DFND 1 59,858 0 0
PROGRESSIVE CORP OHIO COM 743315103 26,788 360,386 SH   DFND 1 290,332 0 70,054
PROPETRO HLDG CORP COM 74347M108 4,438 402,662 SH   DFND 1 151,992 0 250,670
PROSPERITY BANCSHARES INC COM 743606105 9 116 SH   DFND 1 116 0 0
PROVIDENT FINL HLDGS INC COM 743868101 64 2,916 SH   DFND 1 816 0 2,100
PROVIDENT FINL SVCS INC COM 74386T105 3,405 139,181 SH   DFND 1 128,381 0 10,800
PRUDENTIAL FINL INC COM 744320102 33,814 356,537 SH   DFND 1 287,384 0 69,153
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 26,392 449,517 SH   DFND 1 362,525 0 86,992
PULTE GROUP INC COM 745867101 74,178 1,917,722 SH   DFND 1 1,571,325 0 346,397
PURPLE INNOVATION INC COM 74640Y106 5,937 645,957 SH   DFND 1 151,100 0 494,857
QCR HOLDINGS INC COM 74727A104 241 5,576 SH   DFND 1 1,576 0 4,000
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 2,728 317,468 SH   DFND 1 101,386 0 216,082
QORVO INC COM 74736K101 11,408 98,377 SH   DFND 1 79,035 0 19,342
QUALCOMM INC COM 747525103 16 171 SH   DFND 1 171 0 0
QUANTA SVCS INC COM 74762E102 15,403 374,850 SH   DFND 1 350,396 0 24,454
QUEST DIAGNOSTICS INC COM 74834L100 12,632 119,465 SH   DFND 1 96,314 0 23,151
RBB BANCORP COM 74930B105 21 995 SH   DFND 1 295 0 700
REV GROUP INC COM 749527107 3,182 265,782 SH   DFND 1 61,800 0 203,982
RPC INC COM 749660106 772 152,266 SH   DFND 1 129,136 0 23,130
RADIAN GROUP INC COM 750236101 13,369 536,035 SH   DFND 1 536,035 0 0
RALPH LAUREN CORP CL A 751212101 5,158 43,421 SH   DFND 1 35,504 0 7,917
RAYMOND JAMES FINANCIAL INC COM 754730109 13,096 144,254 SH   DFND 1 120,401 0 23,853
RAYTHEON CO COM NEW 755111507 43,832 195,260 SH   DFND 1 157,477 0 37,783
RE MAX HLDGS INC CL A 75524W108 302 8,045 SH   DFND 1 2,245 0 5,800
RECRO PHARMA INC COM 75629F109 3,125 178,258 SH   DFND 1 41,500 0 136,758
RED ROBIN GOURMET BURGERS IN COM 75689M101 193 5,837 SH   DFND 1 1,637 0 4,200
REGAL BELOIT CORP COM 758750103 11,145 128,702 SH   DFND 1 113,002 0 15,700
REGIONAL MGMT CORP COM 75902K106 151 5,021 SH   DFND 1 1,421 0 3,600
REGIONS FINL CORP NEW COM 7591EP100 14,680 858,942 SH   DFND 1 692,675 0 166,267
REINSURANCE GRP OF AMERICA I COM NEW 759351604 9,197 55,853 SH   DFND 1 45,029 0 10,824
RELIANCE STEEL & ALUMINUM CO COM 759509102 7,617 63,871 SH   DFND 1 53,347 0 10,524
RENASANT CORP COM 75970E107 4,830 135,436 SH   DFND 1 122,534 0 12,902
RENT A CTR INC NEW COM 76009N100 5,032 176,720 SH   DFND 1 157,583 0 19,137
REPUBLIC BANCORP KY CL A 760281204 5,082 108,883 SH   DFND 1 49,287 0 59,596
REPUBLIC FIRST BANCORP INC COM 760416107 1,975 481,643 SH   DFND 1 113,500 0 368,143
REX AMERICAN RESOURCES CORP COM 761624105 242 2,924 SH   DFND 1 824 0 2,100
RIVERVIEW BANCORP INC COM 769397100 67 8,070 SH   DFND 1 2,270 0 5,800
ROBERT HALF INTL INC COM 770323103 8,128 127,493 SH   DFND 1 110,154 0 17,339
ROCKWELL AUTOMATION INC COM 773903109 4,881 23,731 SH   DFND 1 23,731 0 0
ROCKY BRANDS INC COM 774515100 97 3,355 SH   DFND 1 955 0 2,400
ROGERS CORP COM 775133101 2,239 17,286 SH   DFND 1 12,636 0 4,650
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 62,574 1,031,206 SH   DFND 1 876,306 0 154,900
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,120 18,741 SH   DFND 1 0 0 18,741
RUSH ENTERPRISES INC CL A 781846209 4,902 106,523 SH   DFND 1 95,423 0 11,100
RYDER SYS INC COM 783549108 9,045 166,480 SH   DFND 1 149,180 0 17,300
RYERSON HLDG CORP COM 783754104 248 20,979 SH   DFND 1 5,879 0 15,100
S & T BANCORP INC COM 783859101 2,906 71,606 SH   DFND 1 64,306 0 7,300
SEI INVESTMENTS CO COM 784117103 7,191 109,282 SH   DFND 1 87,736 0 21,546
SEACOR MARINE HLDGS INC COM 78413P101 168 12,089 SH   DFND 1 3,389 0 8,700
SB ONE BANCORP COM 78413T103 14 541 SH   DFND 1 141 0 400
SLM CORP COM 78442P106 45,077 5,042,111 SH   DFND 1 4,296,824 0 745,287
SRC ENERGY INC COM 78470V108 3,097 747,867 SH   DFND 1 678,467 0 69,400
SVB FINL GROUP COM 78486Q101 11,653 45,828 SH   DFND 1 36,908 0 8,920
SALLY BEAUTY HLDGS INC COM 79546E104 8,302 460,707 SH   DFND 1 412,607 0 48,100
SANDERSON FARMS INC COM 800013104 2,045 11,735 SH   DFND 1 8,445 0 3,290
SANMINA CORPORATION COM 801056102 7,424 214,251 SH   DFND 1 191,951 0 22,300
SANTANDER CONSUMER USA HDG I COM 80283M101 7,536 321,225 SH   DFND 1 262,696 0 58,529
SCANSOURCE INC COM 806037107 3,289 89,401 SH   DFND 1 81,101 0 8,300
HENRY SCHEIN INC COM 806407102 8,727 130,020 SH   DFND 1 104,764 0 25,256
SCHLUMBERGER LTD COM 806857108 132,197 3,290,923 SH   DFND 1 2,703,223 0 587,700
SCHNITZER STL INDS CL A 806882106 269 12,389 SH   DFND 1 3,489 0 8,900
SCHOLASTIC CORP COM 807066105 3,855 100,736 SH   DFND 1 89,487 0 11,249
THE CHARLES SCHWAB CORPORATI COM 808513105 45,407 941,461 SH   DFND 1 761,957 0 179,504
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,701 89,873 SH   DFND 1 78,973 0 10,900
SEABOARD CORP COM 811543107 9 2 SH   DFND 1 2 0 0
SEACOR HOLDINGS INC COM 811904101 3,519 77,105 SH   DFND 1 69,105 0 8,000
SELECT ENERGY SVCS INC CL A COM 81617J301 2,288 251,401 SH   DFND 1 224,701 0 26,700
SHORE BANCSHARES INC COM 825107105 79 4,613 SH   DFND 1 1,313 0 3,300
SIERRA BANCORP COM 82620P102 158 5,408 SH   DFND 1 1,541 0 3,867
SIGNATURE BK NEW YORK N Y COM 82669G104 5,886 43,022 SH   DFND 1 34,703 0 8,319
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 6,178 229,897 SH   DFND 1 205,797 0 24,100
SINCLAIR BROADCAST GROUP INC CL A 829226109 2 51 SH   DFND 1 51 0 0
SKECHERS U S A INC CL A 830566105 4,270 100,234 SH   DFND 1 80,892 0 19,342
SKYWEST INC COM 830879102 12,530 192,642 SH   DFND 1 172,542 0 20,100
SKYWORKS SOLUTIONS INC COM 83088M102 19,160 157,472 SH   DFND 1 128,608 0 28,864
SMITH A O CORP COM 831865209 4,638 97,073 SH   DFND 1 79,635 0 17,438
SMARTFINANCIAL INC COM NEW 83190L208 17 717 SH   DFND 1 217 0 500
SMART SAND INC COM 83191H107 41 16,554 SH   DFND 1 4,754 0 11,800
SMUCKER J M CO COM NEW 832696405 8,748 85,644 SH   DFND 1 69,307 0 16,337
SNAP ON INC COM 833034101 10,622 62,848 SH   DFND 1 53,427 0 9,421
SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 812 57,950 SH   DFND 1 47,550 0 10,400
SONIC AUTOMOTIVE INC CL A 83545G102 2,415 76,741 SH   DFND 1 66,341 0 10,400
SONOCO PRODS CO COM 835495102 4,272 70,165 SH   DFND 1 56,734 0 13,431
SOUTH ST CORP COM 840441109 3,670 42,232 SH   DFND 1 33,332 0 8,900
SOUTHERN CO COM 842587107 3,307 52,799 SH   DFND 1 52,799 0 0
SOUTHERN COPPER CORP COM 84265V105 3,703 87,180 SH   DFND 1 87,180 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 143 8,772 SH   DFND 1 2,472 0 6,300
SOUTHWEST AIRLS CO COM 844741108 31,379 572,191 SH   DFND 1 481,591 0 90,600
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 6 70 SH   DFND 1 70 0 0
SPOK HLDGS INC COM 84863T106 109 8,921 SH   DFND 1 2,521 0 6,400
SPORTSMANS WHSE HLDGS INC COM 84920Y106 5,982 783,452 SH   DFND 1 178,178 0 605,274
STANLEY BLACK & DECKER INC COM 854502101 21,245 126,440 SH   DFND 1 101,787 0 24,653
STATE STR CORP COM 857477103 26,059 322,662 SH   DFND 1 260,124 0 62,538
STEEL DYNAMICS INC COM 858119100 6,455 190,962 SH   DFND 1 153,980 0 36,982
STEMLINE THERAPEUTICS INC COM 85858C107 978 90,589 SH   DFND 1 33,533 0 57,056
STERLING BANCORP DEL COM 85917A100 5,909 278,825 SH   DFND 1 278,825 0 0
STIFEL FINL CORP COM 860630102 11,991 195,165 SH   DFND 1 180,065 0 15,100
STITCH FIX INC COM CL A 860897107 4,278 170,673 SH   DFND 1 130,283 0 40,390
STURM RUGER & CO INC COM 864159108 2,993 63,446 SH   DFND 1 15,100 0 48,346
SYNALLOY CP DEL COM 871565107 54 4,194 SH   DFND 1 1,194 0 3,000
SYNOVUS FINL CORP COM NEW 87161C501 2 38 SH   DFND 1 38 0 0
SYNNEX CORP COM 87162W100 7 53 SH   DFND 1 53 0 0
SYNCHRONY FINL COM 87165B103 33,029 912,150 SH   DFND 1 801,005 0 111,145
TCF FINANCIAL CORPORATION NE COM 872307103 1,306 27,711 SH   DFND 1 19,335 0 8,376
TRI POINTE GROUP INC COM 87265H109 8,341 531,939 SH   DFND 1 476,439 0 55,500
TALOS ENERGY INC COM 87484T108 6,212 206,965 SH   DFND 1 185,365 0 21,600
TARGET CORP COM 87612E106 51,423 407,886 SH   DFND 1 328,811 0 79,075
TAYLOR MORRISON HOME CORP COM 87724P106 8,270 376,043 SH   DFND 1 340,143 0 35,900
TEAM INC COM 878155100 6,105 386,362 SH   DFND 1 158,269 0 228,093
TEGNA INC COM 87901J105 13,564 829,036 SH   DFND 1 742,536 0 86,500
TEJON RANCH CO COM 879080109 186 11,673 SH   DFND 1 3,273 0 8,400
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 308 21,700 SH   DFND 1 0 0 21,700
TERADYNE INC COM 880770102 2,719 39,013 SH   DFND 1 39,013 0 0
TEREX CORP NEW COM 880779103 5,206 172,539 SH   DFND 1 158,739 0 13,800
TERRITORIAL BANCORP INC COM 88145X108 2,499 81,197 SH   DFND 1 20,532 0 60,665
TEXAS INSTRS INC COM 882508104 11,336 87,488 SH   DFND 1 87,488 0 0
TEXTRON INC COM 883203101 3,039 66,818 SH   DFND 1 66,818 0 0
THOR INDS INC COM 885160101 4,977 67,389 SH   DFND 1 51,779 0 15,610
TIDEWATER INC NEW COM 88642R109 612 32,420 SH   DFND 1 17,670 0 14,750
TIMKEN CO COM 887389104 16,056 281,480 SH   DFND 1 256,380 0 25,100
TITAN MACHY INC COM 88830R101 6,743 461,474 SH   DFND 1 162,497 0 298,977
TOLL BROTHERS INC COM 889478103 20,702 516,494 SH   DFND 1 492,341 0 24,153
TOWNSQUARE MEDIA INC CL A 892231101 64 6,504 SH   DFND 1 1,804 0 4,700
TRACTOR SUPPLY CO COM 892356106 1,679 18,024 SH   DFND 1 18,024 0 0
TRAVELERS COMPANIES INC COM 89417E109 62,934 457,667 SH   DFND 1 366,466 0 91,201
TRECORA RES COM 894648104 102 13,746 SH   DFND 1 3,846 0 9,900
TRICO BANCSHARES COM 896095106 280 6,875 SH   DFND 1 1,875 0 5,000
TRIBUNE PUBG CO NEW COM 89609W107 259 20,000 SH   DFND 1 5,600 0 14,400
TRINITY INDS INC COM 896522109 7,334 331,215 SH   DFND 1 331,215 0 0
TRIPLE-S MGMT CORP CL B 896749108 206 10,941 SH   DFND 1 3,063 0 7,878
TRISTATE CAP HLDGS INC COM 89678F100 3,352 129,696 SH   DFND 1 31,282 0 98,414
TRUEBLUE INC COM 89785X101 3,577 148,579 SH   DFND 1 133,079 0 15,500
TRUIST FINL CORP COM 89832Q109 6 102 SH   DFND 1 102 0 0
TRUSTCO BK CORP N Y COM 898349105 247 28,216 SH   DFND 1 8,016 0 20,200
TRUSTMARK CORP COM 898402102 6,306 184,151 SH   DFND 1 167,651 0 16,500
TWO HBRS INVT CORP COM NEW 90187B408 44,623 3,033,504 SH   DFND 1 2,429,524 0 603,980
TYSON FOODS INC CL A 902494103 115,315 1,281,705 SH   DFND 1 1,058,811 0 222,894
UMB FINL CORP COM 902788108 5 65 SH   DFND 1 65 0 0
US BANCORP DEL COM NEW 902973304 81,972 1,384,662 SH   DFND 1 1,116,069 0 268,593
ULTRALIFE CORP COM 903899102 56 7,367 SH   DFND 1 2,067 0 5,300
UMPQUA HLDGS CORP COM 904214103 9,761 536,858 SH   DFND 1 528,658 0 8,200
UNIFI INC COM NEW 904677200 137 5,487 SH   DFND 1 1,587 0 3,900
UNION PACIFIC CORP COM 907818108 20,864 114,467 SH   DFND 1 114,467 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 252 21,445 SH   DFND 1 6,045 0 15,400
UNITED BANKSHARES INC WEST V COM 909907107 8,050 208,008 SH   DFND 1 191,408 0 16,600
UNITED AIRLINES HLDGS INC COM 910047109 20,197 225,056 SH   DFND 1 181,560 0 43,496
UNITED FIRE GROUP INC COM 910340108 2,357 53,654 SH   DFND 1 47,254 0 6,400
UNITED PARCEL SERVICE INC CL B 911312106 72,577 621,431 SH   DFND 1 500,865 0 120,566
UNITED RENTALS INC COM 911363109 11,127 65,976 SH   DFND 1 53,248 0 12,728
US FOODS HLDG CORP COM 912008109 2,915 71,120 SH   DFND 1 57,089 0 14,031
UNIVERSAL CORP VA COM 913456109 4,469 78,567 SH   DFND 1 70,267 0 8,300
UNIVERSAL STAINLESS & ALLOY COM 913837100 3,479 230,387 SH   DFND 1 37,149 0 193,238
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 281 15,144 SH   DFND 1 4,244 0 10,900
UNIVERSAL HLTH SVCS INC CL B 913903100 10,166 71,435 SH   DFND 1 57,605 0 13,830
UNIVEST FINANCIAL CORPORATIO COM 915271100 286 10,723 SH   DFND 1 3,023 0 7,700
UNUM GROUP COM 91529Y106 15 495 SH   DFND 1 495 0 0
VSE CORP COM 918284100 230 6,105 SH   DFND 1 1,705 0 4,400
VOXX INTL CORP CL A 91829F104 44 10,019 SH   DFND 1 2,819 0 7,200
VALERO ENERGY CORP NEW COM 91913Y100 34,655 364,284 SH   DFND 1 293,628 0 70,656
VALLEY NATL BANCORP COM 919794107 9,847 867,118 SH   DFND 1 808,743 0 58,375
VERA BRADLEY INC COM 92335C106 186 15,768 SH   DFND 1 4,468 0 11,300
VERIZON COMMUNICATIONS INC COM 92343V104 230,875 3,781,735 SH   DFND 1 3,070,466 0 711,269
VERITEX HLDGS INC COM 923451108 1,178 40,159 SH   DFND 1 34,259 0 5,900
VERSO CORP CL A 92531L207 185 10,380 SH   DFND 1 2,980 0 7,400
VILLAGE SUPER MKT INC CL A NEW 927107409 109 4,726 SH   DFND 1 1,326 0 3,400
VIRTUS INVT PARTNERS INC COM 92828Q109 1,220 9,900 SH   DFND 1 8,900 0 1,000
VISHAY INTERTECHNOLOGY INC COM 928298108 9,066 421,866 SH   DFND 1 373,366 0 48,500
VISTRA ENERGY CORP COM 92840M102 9,770 427,742 SH   DFND 1 344,859 0 82,883
VMWARE INC CL A COM 928563402 1,559 10,012 SH   DFND 1 10,012 0 0
VOYA FINL INC COM 929089100 8,110 132,503 SH   DFND 1 106,746 0 25,757
W & T OFFSHORE INC COM 92922P106 306 56,288 SH   DFND 1 16,188 0 40,100
WEC ENERGY GROUP INC COM 92939U106 21,364 235,620 SH   DFND 1 190,319 0 45,301
WABASH NATL CORP COM 929566107 3,009 206,644 SH   DFND 1 185,044 0 21,600
WADDELL & REED FINL INC CL A 930059100 3,922 235,393 SH   DFND 1 214,893 0 20,500
WALGREENS BOOTS ALLIANCE INC COM 931427108 6 94 SH   DFND 1 94 0 0
WALKER & DUNLOP INC COM 93148P102 6,202 95,896 SH   DFND 1 86,296 0 9,600
WARRIOR MET COAL INC COM 93627C101 3,421 158,150 SH   DFND 1 140,950 0 17,200
WASHINGTON FED INC COM 938824109 9,607 263,258 SH   DFND 1 240,658 0 22,600
WASTE MGMT INC DEL COM 94106L109 4 35 SH   DFND 1 35 0 0
WATERS CORP COM 941848103 2 8 SH   DFND 1 8 0 0
WATERSTONE FINL INC MD COM 94188P101 193 10,167 SH   DFND 1 2,867 0 7,300
WAYFAIR INC CL A 94419L101 5 49 SH   DFND 1 49 0 0
WEBSTER FINL CORP CONN COM 947890109 8 143 SH   DFND 1 143 0 0
WEIS MKTS INC COM 948849104 3,371 83,465 SH   DFND 1 74,465 0 9,000
WELLS FARGO CO NEW COM 949746101 228,592 4,252,861 SH   DFND 1 3,525,456 0 727,405
WESBANCO INC COM 950810101 4,680 124,821 SH   DFND 1 110,521 0 14,300
WESCO INTL INC COM 95082P105 9,395 159,561 SH   DFND 1 142,861 0 16,700
WEST BANCORPORATION INC CAP STK 95123P106 142 5,553 SH   DFND 1 1,553 0 4,000
WESTERN ALLIANCE BANCORP COM 957638109 8,170 141,468 SH   DFND 1 123,829 0 17,639
WESTERN NEW ENG BANCORP INC COM 958892101 2,488 259,665 SH   DFND 1 62,292 0 197,373
WESTERN UN CO COM 959802109 9,257 353,421 SH   DFND 1 285,371 0 68,050
WESTLAKE CHEM CORP COM 960413102 12 171 SH   DFND 1 171 0 0
WESTROCK CO COM 96145D105 11 250 SH   DFND 1 250 0 0
WHIRLPOOL CORP COM 963320106 8,377 56,427 SH   DFND 1 45,503 0 10,924
WILLIAMS SONOMA INC COM 969904101 5,002 68,860 SH   DFND 1 55,531 0 13,329
WINNEBAGO INDS INC COM 974637100 9,572 181,271 SH   DFND 1 103,655 0 77,616
WINTRUST FINL CORP COM 97650W108 5,290 74,430 SH   DFND 1 74,430 0 0
WORLD FUEL SVCS CORP COM 981475106 9,108 210,868 SH   DFND 1 188,968 0 21,900
WPX ENERGY INC COM 98212B103 15,504 1,130,803 SH   DFND 1 1,130,803 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 15,489 296,723 SH   DFND 1 296,723 0 0
XPO LOGISTICS INC COM 983793100 2 13 SH   DFND 1 13 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 7,095 192,105 SH   DFND 1 158,432 0 33,673
ZIMMER BIOMET HLDGS INC COM 98956P102 51,971 348,329 SH   DFND 1 288,929 0 59,400
ZIONS BANCORPORATION N A COM 989701107 10,426 198,803 SH   DFND 1 169,538 0 29,265
ADIENT PLC ORD SHS G0084W101 6,176 279,452 SH   DFND 1 249,052 0 30,400
ARCH CAP GROUP LTD ORD G0450A105 15,612 359,701 SH   DFND 1 290,047 0 69,654
ARGO GROUP INTL HLDGS LTD COM G0464B107 6,957 103,893 SH   DFND 1 93,481 0 10,412
ASSURED GUARANTY LTD COM G0585R106 13,724 279,611 SH   DFND 1 279,611 0 0
ATHENE HLDG LTD CL A G0684D107 6,088 128,020 SH   DFND 1 103,265 0 24,755
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 13,123 220,837 SH   DFND 1 220,837 0 0
AXALTA COATING SYS LTD COM G0750C108 2 33 SH   DFND 1 33 0 0
BORR DRILLING LTD SHS G1466R207 2,297 253,776 SH   DFND 1 188,699 0 65,077
BUNGE LIMITED COM G16962105 18 309 SH   DFND 1 309 0 0
CONSOLIDATED WATER CO INC ORD G23773107 118 7,331 SH   DFND 1 2,031 0 5,300
EATON CORP PLC SHS G29183103 35,147 366,607 SH   DFND 1 295,550 0 71,057
ENSTAR GROUP LIMITED SHS G3075P101 5,011 24,007 SH   DFND 1 24,007 0 0
ESSENT GROUP LTD COM G3198U102 12,048 234,574 SH   DFND 1 234,574 0 0
EVEREST RE GROUP LTD COM G3223R108 8,922 32,073 SH   DFND 1 25,860 0 6,213
FRESH DEL MONTE PRODUCE INC ORD G36738105 5,849 169,912 SH   DFND 1 154,212 0 15,700
GEOPARK LTD USD SHS G38327105 3,756 169,950 SH   DFND 1 39,600 0 130,350
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 4,592 461,496 SH   DFND 1 174,090 0 287,406
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 5,665 231,101 SH   DFND 1 231,101 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 34,927 964,827 SH   DFND 1 964,827 0 0
INGERSOLL-RAND PLC SHS G47791101 4 27 SH   DFND 1 27 0 0
INVESCO LTD SHS G491BT108 3 119 SH   DFND 1 119 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 53,865 362,896 SH   DFND 1 296,225 0 66,671
JOHNSON CTLS INTL PLC SHS G51502105 48 1,138 SH   DFND 1 1,138 0 0
LAZARD LTD SHS A G54050102 6,728 165,063 SH   DFND 1 156,593 0 8,470
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 100,495 3,671,027 SH   DFND 1 3,052,927 0 618,100
MEDTRONIC PLC SHS G5960L103 46,897 409,362 SH   DFND 1 340,562 0 68,800
APTIV PLC SHS G6095L109 21,571 223,965 SH   DFND 1 180,469 0 43,496
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 73,087 1,242,334 SH   DFND 1 1,026,453 0 215,881
SEAGATE TECHNOLOGY PLC SHS G7945M107 3 37 SH   DFND 1 37 0 0
PENTAIR PLC SHS G7S00T104 8,093 174,338 SH   DFND 1 148,682 0 25,656
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 7,594 140,964 SH   DFND 1 113,604 0 27,360
SMART GLOBAL HLDGS INC SHS G8232Y101 406 10,402 SH   DFND 1 2,902 0 7,500
TRITON INTL LTD CL A G9078F107 11,135 275,733 SH   DFND 1 246,933 0 28,800
WHITE MTNS INS GROUP LTD COM G9618E107 14,817 13,195 SH   DFND 1 12,395 0 800
PERRIGO CO PLC SHS G97822103 6,201 120,888 SH   DFND 1 97,436 0 23,452
CHUBB LIMITED COM H1467J104 62,717 401,980 SH   DFND 1 324,008 0 77,972
TE CONNECTIVITY LTD REG SHS H84989104 5 47 SH   DFND 1 47 0 0
TRANSOCEAN LTD REG SHS H8817H100 611 88,080 SH   DFND 1 50,630 0 37,450
AERCAP HOLDINGS NV SHS N00985106 78,175 1,267,619 SH   DFND 1 1,041,280 0 226,339
FRANKS INTL N V COM N33462107 9,288 1,903,093 SH   DFND 1 1,183,869 0 719,224
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 36,367 387,453 SH   DFND 1 320,506 0 66,947
MYLAN N V SHS EURO N59465109 30,230 1,463,916 SH   DFND 1 1,213,976 0 249,940
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 21,550 160,043 SH   DFND 1 129,275 0 30,768
FLEX LTD ORD Y2573F102 1 71 SH   DFND 1 71 0 0