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 1,791 354,567 SH   DFND 1 311,667 0 42,900
ADT INC COM 00090Q103 5 993 SH   DFND 1 993 0 0
AFLAC INC COM 001055102 22,001 642,524 SH   DFND 1 513,284 0 129,240
AGCO CORP COM 001084102 3,137 66,385 SH   DFND 1 52,852 0 13,533
AES CORP COM 00130H105 8,090 594,787 SH   DFND 1 487,705 0 107,082
ANI PHARMACEUTICALS INC COM 00182C103 501 12,276 SH   DFND 1 2,800 0 9,476
AT&T INC COM 00206R102 230,295 7,900,331 SH   DFND 1 6,132,712 0 1,767,619
ABBVIE INC COM 00287Y109 24,544 322,141 SH   DFND 1 210,041 0 112,100
ABIOMED INC COM 003654100 8 53 SH   DFND 1 53 0 0
ACUITY BRANDS INC COM 00508Y102 1,259 14,697 SH   DFND 1 10,727 0 3,970
ADVANCE AUTO PARTS INC COM 00751Y106 3,119 33,417 SH   DFND 1 27,302 0 6,115
AECOM COM 00766T100 3,849 128,938 SH   DFND 1 102,769 0 26,169
AFFILIATED MANAGERS GROUP IN COM 008252108 16 255 SH   DFND 1 255 0 0
AIR LEASE CORP CL A 00912X302 7,632 344,677 SH   DFND 1 344,677 0 0
ALASKA AIR GROUP INC COM 011659109 3,097 108,755 SH   DFND 1 87,102 0 21,653
ALBEMARLE CORP COM 012653101 5,216 92,531 SH   DFND 1 73,681 0 18,850
ALEXION PHARMACEUTICALS INC COM 015351109 17,288 192,537 SH   DFND 1 134,787 0 57,750
ALLEGHANY CORP DEL COM 017175100 7,336 13,281 SH   DFND 1 10,373 0 2,908
ALLEGIANCE BANCSHARES INC COM 01748H107 27 1,110 SH   DFND 1 310 0 800
ALLEGIANT TRAVEL CO COM 01748X102 6,760 82,629 SH   DFND 1 70,519 0 12,110
ALLIANCE DATA SYSTEMS CORP COM 018581108 1 8 SH   DFND 1 8 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 17,040 522,515 SH   DFND 1 501,263 0 21,252
ALLSTATE CORP COM 020002101 26,017 283,624 SH   DFND 1 226,774 0 56,850
ALLY FINL INC COM 02005N100 4,825 334,370 SH   DFND 1 267,293 0 67,077
ALTRA INDL MOTION CORP COM 02208R106 4,032 230,492 SH   DFND 1 204,792 0 25,700
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 12 1,100 SH   DFND 1 300 0 800
AMBAC FINL GROUP INC COM NEW 023139884 1,426 115,529 SH   DFND 1 101,529 0 14,000
AMERCO COM 023586100 5,060 17,414 SH   DFND 1 13,704 0 3,710
AMERICAN AIRLS GROUP INC COM 02376R102 52 4,196 SH   DFND 1 4,196 0 0
AMERICAN ELEC PWR CO INC COM 025537101 29,400 367,585 SH   DFND 1 296,899 0 70,686
AMERICAN EQTY INVT LIFE HLD COM 025676206 4,869 258,980 SH   DFND 1 231,180 0 27,800
AMERICAN EXPRESS CO COM 025816109 67,186 784,787 SH   DFND 1 640,507 0 144,280
AMERICAN FINL GROUP INC OHIO COM 025932104 9,045 129,062 SH   DFND 1 103,294 0 25,768
AMERICAN NATL INS CO COM 028591105 10 110 SH   DFND 1 110 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 2,628 57,652 SH   DFND 1 23,510 0 34,142
AMERICAS CAR MART INC COM 03062T105 229 4,049 SH   DFND 1 1,149 0 2,900
AMERISOURCEBERGEN CORP COM 03073E105 17,305 195,535 SH   DFND 1 159,139 0 36,396
AMERIPRISE FINL INC COM 03076C106 16,516 161,162 SH   DFND 1 136,597 0 24,565
AMERIS BANCORP COM 03076K108 504 21,178 SH   DFND 1 21,178 0 0
AMGEN INC COM 031162100 128,265 632,686 SH   DFND 1 527,609 0 105,077
AMTECH SYS INC COM PAR $0.01N 032332504 2,113 485,557 SH   DFND 1 117,200 0 368,357
ANDERSONS INC COM 034164103 2,438 130,008 SH   DFND 1 115,108 0 14,900
ANNALY CAPITAL MANAGEMENT IN COM 035710409 40,855 8,058,027 SH   DFND 1 5,615,167 0 2,442,860
ANTARES PHARMA INC COM 036642106 676 286,088 SH   DFND 1 109,558 0 176,530
ANTHEM INC COM 036752103 50,276 221,440 SH   DFND 1 176,923 0 44,517
ANWORTH MORTGAGE ASSET CP COM 037347101 658 581,491 SH   DFND 1 133,889 0 447,602
APERGY CORP COM 03755L104 176 30,563 SH   DFND 1 21,663 0 8,900
APPLE INC COM 037833100 23,550 92,607 SH   DFND 1 92,607 0 0
APPLIED MATLS INC COM 038222105 31,974 697,799 SH   DFND 1 557,530 0 140,269
APPLIED OPTOELECTRONICS INC COM 03823U102 95 12,510 SH   DFND 1 3,510 0 9,000
AQUESTIVE THERAPEUTICS INC COM 03843E104 196 89,429 SH   DFND 1 19,000 0 70,429
ARAMARK COM 03852U106 1 41 SH   DFND 1 41 0 0
ARCBEST CORP COM 03937C105 1,719 98,086 SH   DFND 1 86,886 0 11,200
ARCHER DANIELS MIDLAND CO COM 039483102 17,442 495,783 SH   DFND 1 397,223 0 98,560
ARCONIC INC COM 03965L100 9 514 SH   DFND 1 514 0 0
ARISTA NETWORKS INC COM 040413106 32,240 159,169 SH   DFND 1 109,769 0 49,400
ARROW ELECTRS INC COM 042735100 17,160 330,825 SH   DFND 1 316,487 0 14,338
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 2,991 139,160 SH   DFND 1 126,060 0 13,100
ASBURY AUTOMOTIVE GROUP INC COM 043436104 3,805 68,877 SH   DFND 1 61,177 0 7,700
ASHLAND GLOBAL HLDGS INC COM 044186104 5 80 SH   DFND 1 80 0 0
ASPEN TECHNOLOGY INC COM 045327103 8 76 SH   DFND 1 76 0 0
ASSOCIATED BANC CORP COM 045487105 4,395 343,569 SH   DFND 1 337,569 0 6,000
ASSURANT INC COM 04621X108 5,517 53,002 SH   DFND 1 42,374 0 10,628
ASTEC INDS INC COM 046224101 315 8,992 SH   DFND 1 2,592 0 6,400
ASTRAZENECA PLC SPONSORED ADR 046353108 20,956 469,214 SH   DFND 1 305,914 0 163,300
ATKORE INTL GROUP INC COM 047649108 3,453 163,865 SH   DFND 1 148,465 0 15,400
ATLANTIC CAP BANCSHARES INC COM 048269203 70 5,837 SH   DFND 1 1,637 0 4,200
ATLANTIC POWER CORP COM NEW 04878Q863 132 61,625 SH   DFND 1 17,325 0 44,300
ATLANTIC UN BANKSHARES CORP COM 04911A107 3,478 158,806 SH   DFND 1 137,831 0 20,975
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 3,507 136,590 SH   DFND 1 32,400 0 104,190
AUTONATION INC COM 05329W102 9,755 347,646 SH   DFND 1 307,946 0 39,700
AUTOZONE INC COM 053332102 17,475 20,656 SH   DFND 1 16,545 0 4,111
AVANGRID INC COM 05351W103 19 413 SH   DFND 1 413 0 0
AVERY DENNISON CORP COM 053611109 5,917 58,077 SH   DFND 1 46,246 0 11,831
AVIAT NETWORKS INC COM NEW 05366Y201 26 3,051 SH   DFND 1 851 0 2,200
AVNET INC COM 053807103 7,679 305,906 SH   DFND 1 305,906 0 0
AXOS FINL INC COM 05465C100 570 31,416 SH   DFND 1 29,516 0 1,900
B & G FOODS INC NEW COM 05508R106 3,415 188,769 SH   DFND 1 73,929 0 114,840
BOK FINL CORP COM NEW 05561Q201 17 390 SH   DFND 1 390 0 0
BP PLC SPONSORED ADR 055622104 52,226 2,141,281 SH   DFND 1 1,497,437 0 643,844
B. RILEY FINANCIAL INC COM 05580M108 21 1,120 SH   DFND 1 320 0 800
BALL CORP COM 058498106 3 46 SH   DFND 1 46 0 0
BANCO SANTANDER SA ADR 05964H105 15,490 6,591,249 SH   DFND 1 4,657,249 0 1,934,000
BANCORP INC DEL COM 05969A105 116 19,076 SH   DFND 1 5,376 0 13,700
BANCORPSOUTH BK TUPELO MISS COM 05971J102 3,199 169,064 SH   DFND 1 155,664 0 13,400
BANC OF CALIFORNIA INC COM 05990K106 949 118,590 SH   DFND 1 106,990 0 11,600
BK OF AMERICA CORP COM 060505104 215,921 10,170,537 SH   DFND 1 8,006,376 0 2,164,161
BANK NEW YORK MELLON CORP COM 064058100 27,220 808,189 SH   DFND 1 645,460 0 162,729
BANK OZK COM 06417N103 1,224 73,261 SH   DFND 1 73,261 0 0
BANK COMM HLDGS COM 06424J103 40 5,043 SH   DFND 1 1,443 0 3,600
BANKUNITED INC COM 06652K103 5,643 301,721 SH   DFND 1 271,971 0 29,750
BANNER CORP COM NEW 06652V208 2,726 82,505 SH   DFND 1 74,932 0 7,573
BARNES & NOBLE ED INC COM 06777U101 20 14,450 SH   DFND 1 4,150 0 10,300
BARRETT BUSINESS SVCS INC COM 068463108 166 4,180 SH   DFND 1 1,180 0 3,000
BAUDAX BIO INC COM 07160F107 459 184,752 SH   DFND 1 43,800 0 140,952
BAXTER INTL INC COM 071813109 12,742 156,938 SH   DFND 1 156,938 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 114 17,677 SH   DFND 1 4,977 0 12,700
BED BATH & BEYOND INC COM 075896100 1,676 397,892 SH   DFND 1 370,892 0 27,000
BENCHMARK ELECTRS INC COM 08160H101 2,848 142,435 SH   DFND 1 126,135 0 16,300
BERKLEY W R CORP COM 084423102 7,071 135,534 SH   DFND 1 107,711 0 27,823
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 66,457 363,489 SH   DFND 1 254,567 0 108,922
BERKSHIRE HILLS BANCORP INC COM 084680107 1,728 116,220 SH   DFND 1 104,320 0 11,900
BEST BUY INC COM 086516101 21,693 380,572 SH   DFND 1 334,751 0 45,821
BIO RAD LABS INC CL A 090572207 7,188 20,503 SH   DFND 1 16,392 0 4,111
BIODELIVERY SCIENCES INTL IN COM 09060J106 649 171,036 SH   DFND 1 63,396 0 107,640
BIOGEN INC COM 09062X103 52,926 167,284 SH   DFND 1 135,400 0 31,884
BLACKROCK INC COM 09247X101 77,668 176,530 SH   DFND 1 135,758 0 40,772
BLOCK H & R INC COM 093671105 8,560 607,912 SH   DFND 1 607,912 0 0
BLUE BIRD CORP COM 095306106 107 9,735 SH   DFND 1 2,735 0 7,000
BOOKING HLDGS INC COM 09857L108 14,202 10,556 SH   DFND 1 10,556 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2 20 SH   DFND 1 20 0 0
BORGWARNER INC COM 099724106 4,485 184,000 SH   DFND 1 147,604 0 36,396
BOSTON PRIVATE FINL HLDGS IN COM 101119105 728 101,686 SH   DFND 1 90,786 0 10,900
BRIGHTHOUSE FINL INC COM 10922N103 2,983 123,387 SH   DFND 1 123,387 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 4,979 779,183 SH   DFND 1 316,590 0 462,593
BRISTOL-MYERS SQUIBB CO COM 110122108 28,557 512,325 SH   DFND 1 353,225 0 159,100
BROADCOM INC COM 11135F101 82,585 348,310 SH   DFND 1 278,025 0 70,285
BROOKLINE BANCORP INC DEL COM 11373M107 1,448 128,293 SH   DFND 1 116,393 0 11,900
BROWN FORMAN CORP CL B 115637209 6,662 120,014 SH   DFND 1 120,014 0 0
BRUNSWICK CORP COM 117043109 10,922 308,783 SH   DFND 1 273,483 0 35,300
BRYN MAWR BK CORP COM 117665109 182 6,392 SH   DFND 1 1,792 0 4,600
BUCKLE INC COM 118440106 1,975 144,042 SH   DFND 1 128,042 0 16,000
BUILDERS FIRSTSOURCE INC COM 12008R107 3,966 324,220 SH   DFND 1 285,620 0 38,600
BYLINE BANCORP INC COM 124411109 138 13,227 SH   DFND 1 3,727 0 9,500
CAI INTERNATIONAL INC COM 12477X106 140 9,855 SH   DFND 1 2,755 0 7,100
CBRE GROUP INC CL A 12504L109 11,120 294,867 SH   DFND 1 236,012 0 58,855
CDK GLOBAL INC COM 12508E101 3,238 98,557 SH   DFND 1 78,909 0 19,648
CDW CORP COM 12514G108 3,082 33,035 SH   DFND 1 33,035 0 0
CF INDS HLDGS INC COM 125269100 1 35 SH   DFND 1 35 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 7,748 117,036 SH   DFND 1 94,577 0 22,459
CIT GROUP INC COM NEW 125581801 15 841 SH   DFND 1 841 0 0
CNA FINL CORP COM 126117100 74 2,364 SH   DFND 1 2,364 0 0
CNB FINL CORP PA COM 126128107 69 3,619 SH   DFND 1 919 0 2,700
CNO FINL GROUP INC COM 12621E103 2,541 205,042 SH   DFND 1 182,242 0 22,800
CSX CORP COM 126408103 48,310 843,090 SH   DFND 1 706,129 0 136,961
CVS HEALTH CORP COM 126650100 48,228 812,861 SH   DFND 1 562,681 0 250,180
CABOT CORP COM 127055101 5,339 204,381 SH   DFND 1 181,381 0 23,000
CABOT OIL & GAS CORP COM 127097103 3,313 192,713 SH   DFND 1 157,126 0 35,587
CACTUS INC CL A 127203107 559 48,189 SH   DFND 1 34,589 0 13,600
CAMDEN NATL CORP COM 133034108 180 5,701 SH   DFND 1 1,601 0 4,100
CANADIAN NAT RES LTD COM 136385101 51,116 3,772,401 SH   DFND 1 2,630,541 0 1,141,860
CAPITAL ONE FINL CORP COM 14040H105 20,532 407,216 SH   DFND 1 324,999 0 82,217
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,807 430,051 SH   DFND 1 101,200 0 328,851
CAPSTAR FINL HLDGS INC COM 14070T102 10 975 SH   DFND 1 275 0 700
CARDINAL HEALTH INC COM 14149Y108 12,405 258,741 SH   DFND 1 207,205 0 51,536
CARLISLE COS INC COM 142339100 6,418 51,229 SH   DFND 1 42,205 0 9,024
CARMAX INC COM 143130102 7,758 144,120 SH   DFND 1 115,043 0 29,077
CARLYLE GROUP INC COM 14316J108 701 32,340 SH   DFND 1 32,340 0 0
CARTERS INC COM 146229109 1,080 16,417 SH   DFND 1 16,417 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 1,300 337,562 SH   DFND 1 125,132 0 212,430
CATERPILLAR INC DEL COM 149123101 70,745 609,655 SH   DFND 1 511,898 0 97,757
CATHAY GEN BANCORP COM 149150104 4,338 189,013 SH   DFND 1 167,741 0 21,272
CATO CORP NEW CL A 149205106 138 12,930 SH   DFND 1 3,630 0 9,300
CELANESE CORP DEL COM 150870103 12,555 171,063 SH   DFND 1 149,406 0 21,657
CENTERSTATE BK CORP COM 15201P109 1,485 86,148 SH   DFND 1 75,442 0 10,706
CENTRAL VALLEY CMNTY BANCORP COM 155685100 66 5,021 SH   DFND 1 1,421 0 3,600
CENTURY CMNTYS INC COM 156504300 1,624 111,894 SH   DFND 1 99,394 0 12,500
CHART INDS INC COM PAR $0.01 16115Q308 21,906 755,878 SH   DFND 1 513,498 0 242,380
CHARTER COMMUNICATIONS INC N CL A 16119P108 11 24 SH   DFND 1 24 0 0
CHEFS WHSE INC COM 163086101 5,041 500,500 SH   DFND 1 118,800 0 381,700
CHEVRON CORP NEW COM 166764100 146,856 2,026,707 SH   DFND 1 1,594,640 0 432,067
CHIASMA INC COM 16706W102 441 120,700 SH   DFND 1 28,600 0 92,100
CHICOS FAS INC COM 168615102 87 66,900 SH   DFND 1 18,800 0 48,100
CHURCHILL DOWNS INC COM 171484108 270 2,619 SH   DFND 1 2,619 0 0
CINCINNATI FINL CORP COM 172062101 9,232 122,352 SH   DFND 1 97,787 0 24,565
CINEMARK HOLDINGS INC COM 17243V102 1 53 SH   DFND 1 53 0 0
CISCO SYS INC COM 17275R102 15,188 386,364 SH   DFND 1 386,364 0 0
CINTAS CORP COM 172908105 3 15 SH   DFND 1 15 0 0
CITIGROUP INC COM NEW 172967424 167,470 3,976,015 SH   DFND 1 3,011,949 0 964,066
CITI TRENDS INC COM 17306X102 59 6,550 SH   DFND 1 1,850 0 4,700
CITIZENS FINANCIAL GROUP INC COM 174610105 7,200 382,752 SH   DFND 1 306,251 0 76,501
CIVISTA BANCSHARES INC COM NO PAR 178867107 73 4,862 SH   DFND 1 1,362 0 3,500
CLEAN ENERGY FUELS CORP COM 184499101 170 95,205 SH   DFND 1 26,905 0 68,300
CLEARWATER PAPER CORP COM 18538R103 222 10,170 SH   DFND 1 2,870 0 7,300
CLEARWAY ENERGY INC CL A 18539C105 1,576 91,776 SH   DFND 1 87,276 0 4,500
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 20,779 447,146 SH   DFND 1 358,412 0 88,734
COHERENT INC COM 192479103 1,627 15,283 SH   DFND 1 11,033 0 4,250
COHU INC COM 192576106 1,513 122,139 SH   DFND 1 28,887 0 93,252
COLFAX CORP COM 194014106 3 133 SH   DFND 1 133 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 1,226 75,037 SH   DFND 1 27,741 0 47,296
COLUMBIA BKG SYS INC COM 197236102 1,815 67,713 SH   DFND 1 59,713 0 8,000
COMCAST CORP NEW CL A 20030N101 136,340 3,965,656 SH   DFND 1 3,166,351 0 799,305
COMERICA INC COM 200340107 14,753 502,823 SH   DFND 1 357,423 0 145,400
COMMERCE BANCSHARES INC COM 200525103 4,934 97,976 SH   DFND 1 77,951 0 20,025
COMMERCIAL METALS CO COM 201723103 7,259 459,706 SH   DFND 1 407,106 0 52,600
COMMUNITY BANKERS TR CORP COM 203612106 17 3,455 SH   DFND 1 955 0 2,500
COMPUTER TASK GROUP INC COM 205477102 26 6,532 SH   DFND 1 1,832 0 4,700
CONAGRA BRANDS INC COM 205887102 12,455 424,486 SH   DFND 1 338,660 0 85,826
CONCRETE PUMPING HLDGS INC COM 206704108 103 35,890 SH   DFND 1 10,090 0 25,800
CONNECTONE BANCORP INC NEW COM 20786W107 343 25,510 SH   DFND 1 21,610 0 3,900
CONOCOPHILLIPS COM 20825C104 37,236 1,208,943 SH   DFND 1 933,884 0 275,059
CONSTELLATION BRANDS INC CL A 21036P108 5 28 SH   DFND 1 28 0 0
COOPER TIRE & RUBR CO COM 216831107 2,572 157,771 SH   DFND 1 147,071 0 10,700
COPART INC COM 217204106 3 38 SH   DFND 1 38 0 0
CORNING INC COM 219350105 7,568 368,410 SH   DFND 1 300,531 0 67,879
CORTEVA INC COM 22052L104 25,733 1,095,010 SH   DFND 1 739,631 0 355,379
COTY INC COM CL A 222070203 5 967 SH   DFND 1 967 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 87 10,010 SH   DFND 1 2,810 0 7,200
COWEN INC CL A NEW 223622606 123 12,684 SH   DFND 1 3,584 0 9,100
CRACKER BARREL OLD CTRY STOR COM 22410J106 79 947 SH   DFND 1 947 0 0
CREDIT ACCEP CORP MICH COM 225310101 4,206 16,446 SH   DFND 1 13,137 0 3,309
CROSSFIRST BANKSHARES INC COM 22766M109 1,733 206,265 SH   DFND 1 59,880 0 146,385
CROWN CRAFTS INC COM 228309100 28 5,710 SH   DFND 1 1,610 0 4,100
CROWN HLDGS INC COM 228368106 45,508 784,063 SH   DFND 1 554,659 0 229,404
CULLEN FROST BANKERS INC COM 229899109 2,676 47,956 SH   DFND 1 38,132 0 9,824
CUMMINS INC COM 231021106 24,029 177,571 SH   DFND 1 150,600 0 26,971
CURO GROUP HLDGS CORP COM 23131L107 47 8,697 SH   DFND 1 2,497 0 6,200
CURTISS WRIGHT CORP COM 231561101 1,892 20,473 SH   DFND 1 16,764 0 3,709
CUSTOMERS BANCORP INC COM 23204G100 19 1,662 SH   DFND 1 462 0 1,200
D R HORTON INC COM 23331A109 21,171 622,674 SH   DFND 1 471,773 0 150,901
DXC TECHNOLOGY CO COM 23355L106 1 41 SH   DFND 1 41 0 0
DARDEN RESTAURANTS INC COM 237194105 1,684 30,920 SH   DFND 1 30,920 0 0
DAVITA INC COM 23918K108 9,605 126,277 SH   DFND 1 101,712 0 24,565
DEERE & CO COM 244199105 38,108 275,823 SH   DFND 1 220,176 0 55,647
DELTA AIR LINES INC DEL COM NEW 247361702 22,364 783,860 SH   DFND 1 670,161 0 113,699
DELUXE CORP COM 248019101 3,938 151,836 SH   DFND 1 134,736 0 17,100
DESIGNER BRANDS INC CL A 250565108 1 51 SH   DFND 1 51 0 0
DICKS SPORTING GOODS INC COM 253393102 5,012 235,712 SH   DFND 1 209,412 0 26,300
DIGI INTL INC COM 253798102 156 16,272 SH   DFND 1 4,572 0 11,700
DIME CMNTY BANCSHARES COM 253922108 923 67,316 SH   DFND 1 57,916 0 9,400
DILLARDS INC CL A 254067101 2,769 74,924 SH   DFND 1 66,524 0 8,400
DISCOVER FINL SVCS COM 254709108 6,058 169,828 SH   DFND 1 169,828 0 0
DISCOVERY INC COM SER A 25470F104 1,485 76,369 SH   DFND 1 62,435 0 13,934
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 1,059 1,300,000 PRN   DFND 1 405,000 0 895,000
DOLLAR GEN CORP NEW COM 256677105 6 36 SH   DFND 1 36 0 0
DOMINION ENERGY INC COM 25746U109 2,278 31,545 SH   DFND 1 31,545 0 0
DOMTAR CORP COM NEW 257559203 4,618 218,055 SH   DFND 1 193,055 0 25,000
DOVER CORP COM 260003108 11,643 138,701 SH   DFND 1 116,643 0 22,058
DRIL QUIP INC COM 262037104 1,108 36,298 SH   DFND 1 26,265 0 10,033
DUKE ENERGY CORP NEW COM NEW 26441C204 1,927 23,818 SH   DFND 1 23,818 0 0
DUPONT DE NEMOURS INC COM 26614N102 15,845 464,656 SH   DFND 1 321,856 0 142,800
ERA GROUP INC COM 26885G109 45 8,437 SH   DFND 1 2,437 0 6,000
E TRADE FINANCIAL CORP COM NEW 269246401 2,989 87,072 SH   DFND 1 87,072 0 0
EAST WEST BANCORP INC COM 27579R104 1,270 49,314 SH   DFND 1 35,954 0 13,360
EASTMAN CHEM CO COM 277432100 30,131 646,861 SH   DFND 1 463,277 0 183,584
EATON VANCE CORP COM NON VTG 278265103 3,134 97,163 SH   DFND 1 77,515 0 19,648
EBAY INC COM 278642103 34,282 1,140,433 SH   DFND 1 996,955 0 143,478
ECHOSTAR CORP CL A 278768106 5,221 163,291 SH   DFND 1 163,291 0 0
EDGEWELL PERS CARE CO COM 28035Q102 4,715 195,777 SH   DFND 1 173,777 0 22,000
ELECTRONIC ARTS INC COM 285512109 27,295 272,481 SH   DFND 1 218,545 0 53,936
ELEVATE CREDIT INC COM 28621V101 3 1,930 SH   DFND 1 530 0 1,400
EMERSON ELEC CO COM 291011104 22,253 467,003 SH   DFND 1 373,356 0 93,647
EMPLOYERS HOLDINGS INC COM 292218104 3,695 91,206 SH   DFND 1 83,106 0 8,100
ENCORE CAP GROUP INC COM 292554102 975 41,684 SH   DFND 1 37,084 0 4,600
ENOVA INTL INC COM 29357K103 330 22,746 SH   DFND 1 17,746 0 5,000
ENTERPRISE FINL SVCS CORP COM 293712105 1,529 54,779 SH   DFND 1 49,479 0 5,300
EQUITABLE HLDGS INC COM 29452E101 5,962 412,557 SH   DFND 1 330,340 0 82,217
ESSA BANCORP INC COM 29667D104 31 2,245 SH   DFND 1 645 0 1,600
EVERCORE INC CLASS A 29977A105 4,473 97,095 SH   DFND 1 96,295 0 800
EVERGY INC COM 30034W106 10,903 198,044 SH   DFND 1 157,938 0 40,106
EVOLUS INC COM 30052C107 415 99,800 SH   DFND 1 23,700 0 76,100
EXELON CORP COM 30161N101 1,284 34,866 SH   DFND 1 34,866 0 0
EXP WORLD HLDGS INC COM 30212W100 1,186 140,088 SH   DFND 1 33,145 0 106,943
EXPRESS INC COM 30219E103 54 36,030 SH   DFND 1 10,130 0 25,900
EXXON MOBIL CORP COM 30231G102 3,293 86,716 SH   DFND 1 86,716 0 0
FBL FINL GROUP INC CL A 30239F106 1,590 34,049 SH   DFND 1 30,249 0 3,800
F M C CORP COM NEW 302491303 10,970 134,280 SH   DFND 1 111,420 0 22,860
F N B CORP COM 302520101 3,349 454,327 SH   DFND 1 454,327 0 0
FACEBOOK INC CL A 30303M102 63,508 380,739 SH   DFND 1 267,589 0 113,150
FEDEX CORP COM 31428X106 9,814 80,929 SH   DFND 1 55,129 0 25,800
FEDNAT HLDG CO COM 31431B109 36 3,080 SH   DFND 1 880 0 2,200
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 5,963 239,656 SH   DFND 1 191,429 0 48,227
FINANCIAL INSTNS INC COM 317585404 106 5,837 SH   DFND 1 1,637 0 4,200
FIRST AMERN FINL CORP COM 31847R102 35 809 SH   DFND 1 809 0 0
FIRST BANCORP P R COM NEW 318672706 3,947 741,774 SH   DFND 1 261,197 0 480,577
FIRST BANCORP N C COM 318910106 668 28,924 SH   DFND 1 24,524 0 4,400
FIRST BUSEY CORP COM NEW 319383204 633 36,962 SH   DFND 1 32,862 0 4,100
FIRST BUS FINL SVCS INC WIS COM 319390100 716 46,156 SH   DFND 1 585 0 45,571
FIRST CTZNS BANCSHARES INC N CL A 31946M103 4,629 13,906 SH   DFND 1 13,086 0 820
FIRST COMWLTH FINL CORP PA COM 319829107 1,918 209,812 SH   DFND 1 189,012 0 20,800
FIRST DEFIANCE FINL CORP COM 32006W106 220 14,924 SH   DFND 1 4,203 0 10,721
FIRST FINL BANCORP OH COM 320209109 705 47,217 SH   DFND 1 45,117 0 2,100
FIRST FINL CORP IND COM 320218100 147 4,330 SH   DFND 1 1,230 0 3,100
FIRST FINANCIAL NORTHWEST IN COM 32022K102 670 66,697 SH   DFND 1 0 0 66,697
FIRST FNDTN INC COM 32026V104 25 2,367 SH   DFND 1 667 0 1,700
FIRST HORIZON NATL CORP COM 320517105 22 2,695 SH   DFND 1 2,695 0 0
FIRST HAWAIIAN INC COM 32051X108 19 1,112 SH   DFND 1 1,112 0 0
FIRST INTERNET BANCORP COM 320557101 4,201 255,835 SH   DFND 1 59,147 0 196,688
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 73 2,509 SH   DFND 1 702 0 1,807
FIRST MERCHANTS CORP COM 320817109 1,819 68,633 SH   DFND 1 61,633 0 7,000
FIRST MIDWEST BANCORP DEL COM 320867104 3,481 263,004 SH   DFND 1 236,552 0 26,452
FIRST NORTHWEST BANCORP COM 335834107 1,397 128,450 SH   DFND 1 44,458 0 83,992
FIRST SOLAR INC COM 336433107 7 184 SH   DFND 1 184 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 4,210 212,282 SH   DFND 1 183,522 0 28,760
FIVE BELOW INC COM 33829M101 8,394 119,258 SH   DFND 1 81,658 0 37,600
FLEETCOR TECHNOLOGIES INC COM 339041105 3 12 SH   DFND 1 12 0 0
FLEXSTEEL INDS INC COM 339382103 54 4,890 SH   DFND 1 1,390 0 3,500
FLEXION THERAPEUTICS INC COM 33938J106 562 71,344 SH   DFND 1 26,814 0 44,530
FLUSHING FINL CORP COM 343873105 562 41,995 SH   DFND 1 36,095 0 5,900
FONAR CORP COM NEW 344437405 1,372 93,821 SH   DFND 1 22,543 0 71,278
FORTUNE BRANDS HOME & SEC IN COM 34964C106 5,306 122,672 SH   DFND 1 98,107 0 24,565
FOX CORP CL A COM 35137L105 9 376 SH   DFND 1 376 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 108 5,293 SH   DFND 1 1,493 0 3,800
FRANKLIN RESOURCES INC COM 354613101 2 81 SH   DFND 1 81 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 3,720 649,180 SH   DFND 1 264,027 0 385,153
FREEPORT-MCMORAN INC CL B 35671D857 27,780 4,115,445 SH   DFND 1 2,949,227 0 1,166,218
FRIEDMAN INDS INC COM 358435105 527 119,453 SH   DFND 1 119,453 0 0
FULTON FINL CORP PA COM 360271100 5,067 440,937 SH   DFND 1 400,537 0 40,400
GATX CORP COM 361448103 3,079 49,207 SH   DFND 1 42,507 0 6,700
GCI LIBERTY INC COM CLASS A 36164V305 8 135 SH   DFND 1 135 0 0
GMS INC COM 36251C103 2,580 164,000 SH   DFND 1 145,200 0 18,800
GAP INC COM 364760108 1 52 SH   DFND 1 52 0 0
GENERAL DYNAMICS CORP COM 369550108 33,522 253,355 SH   DFND 1 202,220 0 51,135
GENERAL MTRS CO COM 37045V100 61,736 2,970,903 SH   DFND 1 2,209,347 0 761,556
GENTEX CORP COM 371901109 6,894 311,061 SH   DFND 1 269,351 0 41,710
GENUINE PARTS CO COM 372460105 8,532 126,707 SH   DFND 1 100,939 0 25,768
GEOSPACE TECHNOLOGIES CORP COM 37364X109 41 6,392 SH   DFND 1 1,792 0 4,600
GILEAD SCIENCES INC COM 375558103 99,092 1,325,463 SH   DFND 1 1,036,526 0 288,937
GLATFELTER COM 377316104 244 19,955 SH   DFND 1 5,555 0 14,400
GLOBUS MED INC CL A 379577208 2,118 49,779 SH   DFND 1 35,902 0 13,877
GLOBE LIFE INC COM 37959E102 14,944 207,638 SH   DFND 1 167,131 0 40,507
GOLDMAN SACHS GROUP INC COM 38141G104 47,942 310,120 SH   DFND 1 247,555 0 62,565
GRAHAM HLDGS CO COM CL B 384637104 5,226 15,316 SH   DFND 1 13,616 0 1,700
GRAINGER W W INC COM 384802104 12,243 49,267 SH   DFND 1 39,842 0 9,425
GRAY TELEVISION INC COM 389375106 2,984 277,807 SH   DFND 1 245,987 0 31,820
GREAT SOUTHN BANCORP INC COM 390905107 514 12,716 SH   DFND 1 9,416 0 3,300
GREAT WESTN BANCORP INC COM 391416104 3,089 150,825 SH   DFND 1 135,425 0 15,400
GREEN BRICK PARTNERS INC COM 392709101 251 31,155 SH   DFND 1 8,755 0 22,400
GREENBRIER COS INC COM 393657101 2,242 126,376 SH   DFND 1 111,876 0 14,500
GREIF INC CL A 397624107 3,162 101,697 SH   DFND 1 90,097 0 11,600
GROUP 1 AUTOMOTIVE INC COM 398905109 2,933 66,247 SH   DFND 1 58,747 0 7,500
H & E EQUIPMENT SERVICES INC COM 404030108 1,897 129,193 SH   DFND 1 114,693 0 14,500
HCA HEALTHCARE INC COM 40412C101 26,657 296,681 SH   DFND 1 237,024 0 59,657
HD SUPPLY HLDGS INC COM 40416M105 4,739 166,657 SH   DFND 1 140,894 0 25,763
HP INC COM 40434L105 263 15,103 SH   DFND 1 15,103 0 0
HALLIBURTON CO COM 406216101 1 59 SH   DFND 1 59 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 2,910 149,043 SH   DFND 1 145,743 0 3,300
HANESBRANDS INC COM 410345102 7,039 894,379 SH   DFND 1 894,379 0 0
HANMI FINL CORP COM NEW 410495204 2,270 209,197 SH   DFND 1 49,500 0 159,697
HANOVER INS GROUP INC COM 410867105 2,871 31,685 SH   DFND 1 25,971 0 5,714
HARBORONE BANCORP INC NEW COM NEW 41165Y100 2,906 385,920 SH   DFND 1 92,241 0 293,679
HARLEY DAVIDSON INC COM 412822108 12,843 678,432 SH   DFND 1 651,065 0 27,367
HARTFORD FINL SVCS GROUP INC COM 416515104 9,482 269,067 SH   DFND 1 215,526 0 53,541
HAWAIIAN HOLDINGS INC COM 419879101 3,077 294,652 SH   DFND 1 178,052 0 116,600
HAYNES INTERNATIONAL INC COM NEW 420877201 2,964 143,766 SH   DFND 1 34,348 0 109,418
HEARTLAND FINL USA INC COM 42234Q102 1,421 47,036 SH   DFND 1 41,436 0 5,600
HECLA MNG CO COM 422704106 2,951 1,621,329 SH   DFND 1 1,469,129 0 152,200
HEIDRICK & STRUGGLES INTL IN COM 422819102 116 5,145 SH   DFND 1 1,445 0 3,700
HERITAGE INS HLDGS INC COM 42727J102 3,922 366,127 SH   DFND 1 164,409 0 201,718
HERON THERAPEUTICS INC COM 427746102 139 11,815 SH   DFND 1 8,135 0 3,680
HEWLETT PACKARD ENTERPRISE C COM 42824C109 11,088 1,141,856 SH   DFND 1 913,755 0 228,101
HIBBETT SPORTS INC COM 428567101 118 10,713 SH   DFND 1 3,013 0 7,700
HILLTOP HOLDINGS INC COM 432748101 1,302 86,095 SH   DFND 1 75,895 0 10,200
HILTON GRAND VACATIONS INC COM 43283X105 4,861 308,209 SH   DFND 1 273,509 0 34,700
HOLLYFRONTIER CORP COM 436106108 241 9,831 SH   DFND 1 9,831 0 0
HOME BANCSHARES INC COM 436893200 1,867 155,630 SH   DFND 1 137,230 0 18,400
HOMESTREET INC COM 43785V102 4,484 201,677 SH   DFND 1 78,429 0 123,248
HOMETRUST BANCSHARES INC COM 437872104 111 6,959 SH   DFND 1 1,959 0 5,000
HONEYWELL INTL INC COM 438516106 12,487 93,331 SH   DFND 1 93,331 0 0
HOOKER FURNITURE CORP COM 439038100 115 7,350 SH   DFND 1 2,050 0 5,300
HOPE BANCORP INC COM 43940T109 4,088 497,322 SH   DFND 1 421,652 0 75,670
HORACE MANN EDUCATORS CORP N COM 440327104 4,295 117,374 SH   DFND 1 104,774 0 12,600
HORIZON BANCORP INC COM 440407104 759 76,924 SH   DFND 1 67,624 0 9,300
HOWARD HUGHES CORP COM 44267D107 24 460 SH   DFND 1 460 0 0
HUBBELL INC COM 443510607 5,492 47,863 SH   DFND 1 38,037 0 9,826
HUMANA INC COM 444859102 32,320 102,923 SH   DFND 1 82,068 0 20,855
HUNTINGTON BANCSHARES INC COM 446150104 7,541 918,430 SH   DFND 1 736,451 0 181,979
HUNTINGTON INGALLS INDS INC COM 446413106 7,791 42,754 SH   DFND 1 35,435 0 7,319
HUNTSMAN CORP COM 447011107 33,964 2,353,688 SH   DFND 1 1,888,305 0 465,383
HURCO COMPANIES INC COM 447324104 122 4,178 SH   DFND 1 1,178 0 3,000
HYATT HOTELS CORP COM CL A 448579102 1,319 27,520 SH   DFND 1 21,805 0 5,715
HYSTER YALE MATLS HANDLING I CL A 449172105 6,963 173,682 SH   DFND 1 70,785 0 102,897
IPG PHOTONICS CORP COM 44980X109 16,657 151,034 SH   DFND 1 104,534 0 46,500
ITT INC COM 45073V108 3,228 71,152 SH   DFND 1 56,817 0 14,335
IBERIABANK CORP COM 450828108 4,285 118,478 SH   DFND 1 118,478 0 0
ILLINOIS TOOL WKS INC COM 452308109 14,099 99,199 SH   DFND 1 99,199 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 59 4,578 SH   DFND 1 1,278 0 3,300
INDEPENDENT BK GROUP INC COM 45384B106 491 20,704 SH   DFND 1 19,704 0 1,000
INGERSOLL RAND INC COM 45687V106 1 23 SH   DFND 1 23 0 0
INGLES MKTS INC CL A 457030104 1,751 48,408 SH   DFND 1 42,608 0 5,800
INGREDION INC COM 457187102 46,303 613,272 SH   DFND 1 431,351 0 181,921
INSIGHT ENTERPRISES INC COM 45765U103 5,757 136,636 SH   DFND 1 121,036 0 15,600
INNOVIVA INC COM 45781M101 4,619 392,765 SH   DFND 1 347,765 0 45,000
INTEL CORP COM 458140100 231,057 4,269,335 SH   DFND 1 3,503,919 0 765,416
INTERFACE INC COM 458665304 1,593 210,642 SH   DFND 1 186,942 0 23,700
INTERNATIONAL BANCSHARES COR COM 459044103 4,421 164,445 SH   DFND 1 150,645 0 13,800
INTERNATIONAL BUSINESS MACHS COM 459200101 90,382 814,766 SH   DFND 1 658,555 0 156,211
INTL PAPER CO COM 460146103 10,840 348,191 SH   DFND 1 279,109 0 69,082
INTERPUBLIC GROUP COS INC COM 460690100 4,604 284,355 SH   DFND 1 226,302 0 58,053
INTL FCSTONE INC COM 46116V105 1,969 54,279 SH   DFND 1 48,479 0 5,800
INVESTORS BANCORP INC NEW COM 46146L101 4,521 565,752 SH   DFND 1 535,152 0 30,600
IROBOT CORP COM 462726100 2,622 64,106 SH   DFND 1 29,786 0 34,320
ISHARES INC MSCI STH KOR ETF 464286772 549 11,700 SH   DFND 1 0 0 11,700
ISHARES TR RUS MDCP VAL ETF 464287473 238 3,704 SH   DFND 1 3,704 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 23,722 239,174 SH   DFND 1 158,596 0 80,578
ISHARES TR RUS 2000 VAL ETF 464287630 856 10,432 SH   DFND 1 10,432 0 0
ISHARES TR MICRO-CAP ETF 464288869 456 6,800 SH   DFND 1 1,200 0 5,600
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 325 72,200 SH   DFND 1 0 0 72,200
JPMORGAN CHASE & CO COM 46625H100 267,073 2,966,479 SH   DFND 1 2,343,684 0 622,795
JABIL INC COM 466313103 3,067 124,751 SH   DFND 1 99,790 0 24,961
JACOBS ENGR GROUP INC COM 469814107 2 22 SH   DFND 1 22 0 0
JEFFERIES FINL GROUP INC COM 47233W109 3,344 244,589 SH   DFND 1 189,444 0 55,145
JETBLUE AWYS CORP COM 477143101 9,585 1,070,921 SH   DFND 1 1,020,598 0 50,323
JOHNSON & JOHNSON COM 478160104 359,246 2,739,617 SH   DFND 1 2,171,797 0 567,820
JONES LANG LASALLE INC COM 48020Q107 5 42 SH   DFND 1 42 0 0
JUNIPER NETWORKS INC COM 48203R104 5,518 288,246 SH   DFND 1 230,193 0 58,053
KAR AUCTION SVCS INC COM 48238T109 2,240 186,654 SH   DFND 1 165,054 0 21,600
KLA CORPORATION COM NEW 482480100 4 26 SH   DFND 1 26 0 0
KKR & CO INC CL A 48251W104 20,010 852,542 SH   DFND 1 604,802 0 247,740
KANSAS CITY SOUTHERN COM NEW 485170302 3 16 SH   DFND 1 16 0 0
KB HOME COM 48666K109 4,692 259,199 SH   DFND 1 230,099 0 29,100
KEARNY FINL CORP MD COM 48716P108 2,219 258,227 SH   DFND 1 232,101 0 26,126
KELLOGG CO COM 487836108 17,969 299,523 SH   DFND 1 239,465 0 60,058
KELLY SVCS INC CL A 488152208 1,507 118,735 SH   DFND 1 106,335 0 12,400
KEY TRONIC CORP COM 493144109 16 5,345 SH   DFND 1 1,545 0 3,800
KEYCORP COM 493267108 8,985 866,433 SH   DFND 1 692,675 0 173,758
KIMBALL ELECTRONICS INC COM 49428J109 155 14,185 SH   DFND 1 3,985 0 10,200
KINDER MORGAN INC DEL COM 49456B101 25,648 1,842,462 SH   DFND 1 1,476,899 0 365,563
KIRBY CORP COM 497266106 4 80 SH   DFND 1 80 0 0
KNOLL INC COM NEW 498904200 1,496 144,898 SH   DFND 1 128,798 0 16,100
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 4,901 149,405 SH   DFND 1 119,125 0 30,280
KOHLS CORP COM 500255104 1 29 SH   DFND 1 29 0 0
KOPPERS HOLDINGS INC COM 50060P106 145 11,682 SH   DFND 1 3,282 0 8,400
KRAFT HEINZ CO COM 500754106 14,590 589,698 SH   DFND 1 481,313 0 108,385
KROGER CO COM 501044101 21,408 710,734 SH   DFND 1 495,834 0 214,900
LGI HOMES INC COM 50187T106 3,703 82,014 SH   DFND 1 72,814 0 9,200
LKQ CORP COM 501889208 5,481 267,199 SH   DFND 1 213,257 0 53,942
LPL FINL HLDGS INC COM 50212V100 6,026 110,706 SH   DFND 1 96,368 0 14,338
LSI INDS INC COM 50216C108 45 11,661 SH   DFND 1 3,261 0 8,400
LABORATORY CORP AMER HLDGS COM NEW 50540R409 10,690 84,577 SH   DFND 1 67,432 0 17,145
LAKELAND BANCORP INC COM 511637100 413 38,137 SH   DFND 1 31,382 0 6,755
LAKELAND INDS INC COM 511795106 41 2,645 SH   DFND 1 745 0 1,900
LAM RESEARCH CORP COM 512807108 30,038 125,157 SH   DFND 1 104,302 0 20,855
LANDEC CORP COM 514766104 109 12,507 SH   DFND 1 3,507 0 9,000
LANDSTAR SYS INC COM 515098101 156 1,617 SH   DFND 1 1,617 0 0
LAS VEGAS SANDS CORP COM 517834107 3,037 71,489 SH   DFND 1 71,489 0 0
LAUDER ESTEE COS INC CL A 518439104 4 25 SH   DFND 1 25 0 0
LAUREATE EDUCATION INC CL A 518613203 2 153 SH   DFND 1 153 0 0
LEAR CORP COM NEW 521865204 2,437 29,985 SH   DFND 1 24,672 0 5,313
LEIDOS HOLDINGS INC COM 525327102 3 23 SH   DFND 1 23 0 0
LENNAR CORP CL A 526057104 9,457 247,551 SH   DFND 1 198,121 0 49,430
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 4 111 SH   DFND 1 111 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 9 272 SH   DFND 1 272 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 6 199 SH   DFND 1 199 0 0
LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 1 25 SH   DFND 1 25 0 0
LINCOLN ELEC HLDGS INC COM 533900106 4,284 62,078 SH   DFND 1 52,254 0 9,824
LINCOLN NATL CORP IND COM 534187109 61 2,286 SH   DFND 1 2,286 0 0
LITHIA MTRS INC CL A 536797103 4,101 50,131 SH   DFND 1 43,931 0 6,200
LOCKHEED MARTIN CORP COM 539830109 83,529 246,434 SH   DFND 1 197,004 0 49,430
LOEWS CORP COM 540424108 9,043 259,630 SH   DFND 1 207,292 0 52,338
LOWES COS INC COM 548661107 2,778 32,277 SH   DFND 1 32,277 0 0
LULULEMON ATHLETICA INC COM 550021109 4 17 SH   DFND 1 17 0 0
LUTHER BURBANK CORP COM 550550107 3,347 364,981 SH   DFND 1 159,387 0 205,594
M & T BK CORP COM 55261F104 15,847 153,208 SH   DFND 1 130,348 0 22,860
MBIA INC COM 55262C100 1,696 237,420 SH   DFND 1 209,520 0 27,900
M D C HLDGS INC COM 552676108 5,233 225,555 SH   DFND 1 200,188 0 25,367
MGIC INVT CORP WIS COM 552848103 4,838 761,784 SH   DFND 1 761,784 0 0
MGM RESORTS INTERNATIONAL COM 552953101 245 20,685 SH   DFND 1 20,685 0 0
M/I HOMES INC COM 55305B101 1,677 101,429 SH   DFND 1 90,029 0 11,400
MTS SYS CORP COM 553777103 4,748 211,020 SH   DFND 1 85,933 0 125,087
MAGNA INTL INC COM 559222401 10,564 330,955 SH   DFND 1 221,955 0 109,000
MALIBU BOATS INC COM CL A 56117J100 253 8,760 SH   DFND 1 2,460 0 6,300
MANITOWOC CO INC COM NEW 563571405 90 10,540 SH   DFND 1 3,040 0 7,500
MANPOWERGROUP INC COM 56418H100 7,324 138,197 SH   DFND 1 127,972 0 10,225
MARATHON OIL CORP COM 565849106 1 58 SH   DFND 1 58 0 0
MARINEMAX INC COM 567908108 127 12,110 SH   DFND 1 3,410 0 8,700
MARKEL CORP COM 570535104 11,468 12,359 SH   DFND 1 9,903 0 2,456
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 17 292 SH   DFND 1 292 0 0
MARRIOTT INTL INC NEW CL A 571903202 5,457 72,943 SH   DFND 1 72,943 0 0
MASCO CORP COM 574599106 8,561 247,619 SH   DFND 1 197,788 0 49,831
MASTEC INC COM 576323109 18 546 SH   DFND 1 546 0 0
MASTERCARD INC CL A 57636Q104 24 97 SH   DFND 1 97 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 814 111,500 SH   DFND 1 26,600 0 84,900
MAXIM INTEGRATED PRODS INC COM 57772K101 1,740 35,777 SH   DFND 1 35,777 0 0
MCKESSON CORP COM 58155Q103 21,708 160,484 SH   DFND 1 128,600 0 31,884
MERCANTILE BANK CORP COM 587376104 81 3,811 SH   DFND 1 1,111 0 2,700
MERCK & CO. INC COM 58933Y105 171,549 2,229,638 SH   DFND 1 1,781,157 0 448,481
MERIDIAN BANCORP INC MD COM 58958U103 935 83,323 SH   DFND 1 74,923 0 8,400
MERITAGE HOMES CORP COM 59001A102 5,394 147,721 SH   DFND 1 130,821 0 16,900
MERITOR INC COM 59001K100 3,911 295,096 SH   DFND 1 262,196 0 32,900
METHODE ELECTRS INC COM 591520200 2,736 103,498 SH   DFND 1 91,398 0 12,100
METLIFE INC COM 59156R108 24,624 805,478 SH   DFND 1 643,150 0 162,328
MICRON TECHNOLOGY INC COM 595112103 64,187 1,526,074 SH   DFND 1 1,158,017 0 368,057
MIDLAND STS BANCORP INC ILL COM 597742105 152 8,637 SH   DFND 1 2,437 0 6,200
MIDWESTONE FINL GROUP INC NE COM 598511103 82 3,875 SH   DFND 1 1,075 0 2,800
MILLER INDS INC TENN COM NEW 600551204 182 6,402 SH   DFND 1 1,802 0 4,600
MINERALS TECHNOLOGIES INC COM 603158106 3,704 102,150 SH   DFND 1 90,750 0 11,400
MOHAWK INDS INC COM 608190104 5,306 69,591 SH   DFND 1 56,958 0 12,633
MOLINA HEALTHCARE INC COM 60855R100 6,924 49,556 SH   DFND 1 39,730 0 9,826
MOLSON COORS BEVERAGE CO CL B 60871R209 45,375 1,163,144 SH   DFND 1 826,079 0 337,065
MONDELEZ INTL INC CL A 609207105 3,302 65,915 SH   DFND 1 65,915 0 0
MORGAN STANLEY COM NEW 617446448 48,202 1,417,688 SH   DFND 1 1,132,336 0 285,352
MOTORCAR PTS AMER INC COM 620071100 64 5,021 SH   DFND 1 1,421 0 3,600
NMI HLDGS INC CL A 629209305 242 20,775 SH   DFND 1 20,775 0 0
NRG ENERGY INC COM NEW 629377508 5,985 219,531 SH   DFND 1 175,415 0 44,116
NACCO INDS INC CL A 629579103 86 3,062 SH   DFND 1 862 0 2,200
NATIONAL BK HLDGS CORP CL A 633707104 1,265 52,912 SH   DFND 1 47,312 0 5,600
NAVISTAR INTL CORP NEW COM 63934E108 5,844 354,385 SH   DFND 1 314,785 0 39,600
NAVIENT CORPORATION COM 63938C108 5,401 712,446 SH   DFND 1 644,546 0 67,900
NELNET INC CL A 64031N108 3,427 75,447 SH   DFND 1 67,647 0 7,800
NEOS THERAPEUTICS INC COM 64052L106 93 123,403 SH   DFND 1 27,900 0 95,503
NETAPP INC COM 64110D104 4,452 106,779 SH   DFND 1 87,127 0 19,652
NETWORK 1 TECHNOLOGIES INC COM 64121N109 25 11,172 SH   DFND 1 3,172 0 8,000
NEW YORK CMNTY BANCORP INC COM 649445103 5,809 618,542 SH   DFND 1 535,924 0 82,618
NEWELL BRANDS INC COM 651229106 4,940 371,927 SH   DFND 1 297,130 0 74,797
NEWMONT CORP COM 651639106 46,322 1,023,009 SH   DFND 1 712,599 0 310,410
NEWS CORP NEW CL A 65249B109 4 404 SH   DFND 1 404 0 0
NEXTERA ENERGY INC COM 65339F101 4,312 17,917 SH   DFND 1 17,917 0 0
NORDSTROM INC COM 655664100 2,104 137,104 SH   DFND 1 109,336 0 27,768
NORFOLK SOUTHERN CORP COM 655844108 7,411 50,756 SH   DFND 1 50,756 0 0
NORTHEAST BK LEWISTON ME COM 66405S100 22 1,819 SH   DFND 1 519 0 1,300
NORTHERN TR CORP COM 665859104 13,970 185,118 SH   DFND 1 147,920 0 37,198
NORTHFIELD BANCORP INC DEL COM 66611T108 2,817 251,724 SH   DFND 1 145,047 0 106,677
NORTHRIM BANCORP INC COM 666762109 59 2,171 SH   DFND 1 635 0 1,536
NORTHROP GRUMMAN CORP COM 666807102 44,692 147,717 SH   DFND 1 117,838 0 29,879
NORTHWEST BANCSHARES INC MD COM 667340103 3,076 265,782 SH   DFND 1 240,882 0 24,900
NORTHWEST PIPE CO COM 667746101 102 4,578 SH   DFND 1 1,278 0 3,300
NORTONLIFELOCK INC COM 668771108 13 655 SH   DFND 1 655 0 0
NUCOR CORP COM 670346105 14,626 406,027 SH   DFND 1 352,887 0 53,140
OGE ENERGY CORP COM 670837103 3,641 118,455 SH   DFND 1 93,890 0 24,565
OFG BANCORP COM 67103X102 881 78,744 SH   DFND 1 67,144 0 11,600
OCEANFIRST FINL CORP COM 675234108 2,208 138,752 SH   DFND 1 123,852 0 14,900
OFFICE DEPOT INC COM 676220106 3,232 1,970,132 SH   DFND 1 1,748,532 0 221,600
OLD DOMINION FREIGHT LINE IN COM 679580100 3 19 SH   DFND 1 19 0 0
OLD NATL BANCORP IND COM 680033107 4,681 354,864 SH   DFND 1 314,964 0 39,900
OLD REP INTL CORP COM 680223104 2,910 190,802 SH   DFND 1 152,408 0 38,394
OLD SECOND BANCORP INC ILL COM 680277100 76 10,858 SH   DFND 1 3,058 0 7,800
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 873 18,837 SH   DFND 1 14,037 0 4,800
OLYMPIC STEEL INC COM 68162K106 1,526 147,396 SH   DFND 1 35,410 0 111,986
OMNICOM GROUP INC COM 681919106 17,080 311,111 SH   DFND 1 273,111 0 38,000
ON SEMICONDUCTOR CORP COM 682189105 4,405 354,075 SH   DFND 1 282,486 0 71,589
ONEMAIN HLDGS INC COM 68268W103 178 9,260 SH   DFND 1 9,260 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 113 5,689 SH   DFND 1 1,589 0 4,100
ORACLE CORP COM 68389X105 153,781 3,181,895 SH   DFND 1 2,605,778 0 576,117
OPUS BK IRVINE CALIF COM 684000102 387 22,296 SH   DFND 1 20,996 0 1,300
ORION GROUP HOLDINGS INC COM 68628V308 35 13,343 SH   DFND 1 3,743 0 9,600
OSHKOSH CORP COM 688239201 15,850 246,385 SH   DFND 1 234,556 0 11,829
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 121 53,260 SH   DFND 1 14,960 0 38,300
OWENS CORNING NEW COM 690742101 3,724 95,932 SH   DFND 1 76,681 0 19,251
PDL CMNTY BANCORP COM 69290X101 983 95,688 SH   DFND 1 23,800 0 71,888
PCSB FINL CORP COM 69324R104 110 7,798 SH   DFND 1 2,198 0 5,600
PNC FINL SVCS GROUP INC COM 693475105 36,728 383,701 SH   DFND 1 306,397 0 77,304
PPG INDS INC COM 693506107 16,025 191,684 SH   DFND 1 153,684 0 38,000
PACCAR INC COM 693718108 18,816 307,791 SH   DFND 1 246,830 0 60,961
PACIFIC PREMIER BANCORP COM 69478X105 693 36,778 SH   DFND 1 34,578 0 2,200
PACKAGING CORP AMER COM 695156109 7,236 83,330 SH   DFND 1 66,586 0 16,744
PACWEST BANCORP DEL COM 695263103 1,217 67,901 SH   DFND 1 67,901 0 0
PAPA JOHNS INTL INC COM 698813102 1,266 23,706 SH   DFND 1 17,016 0 6,690
PARK OHIO HLDGS CORP COM 700666100 132 6,951 SH   DFND 1 1,951 0 5,000
PARKE BANCORP INC COM 700885106 1,350 100,060 SH   DFND 1 27,655 0 72,405
PARKER HANNIFIN CORP COM 701094104 14,617 112,668 SH   DFND 1 89,808 0 22,860
PEAPACK-GLADSTONE FINL CORP COM 704699107 123 6,811 SH   DFND 1 1,911 0 4,900
PENNYMAC FINL SVCS INC COM 70932M107 2,337 105,691 SH   DFND 1 93,991 0 11,700
PENSKE AUTOMOTIVE GRP INC COM 70959W103 7,019 250,664 SH   DFND 1 250,664 0 0
PEOPLES BANCORP INC COM 709789101 158 7,106 SH   DFND 1 2,006 0 5,100
PEOPLES UTD FINL INC COM 712704105 3 267 SH   DFND 1 267 0 0
PFIZER INC COM 717081103 129,862 3,978,585 SH   DFND 1 3,161,087 0 817,498
PHILIP MORRIS INTL INC COM 718172109 99,237 1,360,143 SH   DFND 1 1,085,821 0 274,322
PHILLIPS 66 COM 718546104 22,990 428,505 SH   DFND 1 349,998 0 78,507
PHOTRONICS INC COM 719405102 2,460 239,724 SH   DFND 1 212,924 0 26,800
PILGRIMS PRIDE CORP COM 72147K108 2,183 120,425 SH   DFND 1 98,371 0 22,054
PINNACLE FINL PARTNERS INC COM 72346Q104 2,263 60,270 SH   DFND 1 60,270 0 0
PINNACLE WEST CAP CORP COM 723484101 7,078 93,380 SH   DFND 1 75,433 0 17,947
PIONEER BANCORP INC COM 723561106 1,467 141,259 SH   DFND 1 33,500 0 107,759
PIPER SANDLER COMPANIES COM 724078100 1,977 39,092 SH   DFND 1 35,392 0 3,700
PLANET FITNESS INC CL A 72703H101 1,002 20,569 SH   DFND 1 14,609 0 5,960
POLARIS INC COM 731068102 1 10 SH   DFND 1 10 0 0
POPULAR INC COM NEW 733174700 18,442 526,898 SH   DFND 1 421,240 0 105,658
PORTLAND GEN ELEC CO COM NEW 736508847 45 928 SH   DFND 1 928 0 0
POWELL INDS INC COM 739128106 2,049 79,800 SH   DFND 1 18,900 0 60,900
PREFERRED BK LOS ANGELES CA COM NEW 740367404 752 22,220 SH   DFND 1 18,320 0 3,900
PRICE T ROWE GROUP INC COM 74144T108 19,895 203,731 SH   DFND 1 162,823 0 40,908
PRINCIPAL FINL GROUP INC COM 74251V102 7,670 244,719 SH   DFND 1 195,690 0 49,029
PROASSURANCE CORP COM 74267C106 654 26,159 SH   DFND 1 24,459 0 1,700
PROCTER & GAMBLE CO COM 742718109 7,686 69,871 SH   DFND 1 69,871 0 0
PROGRESSIVE CORP OHIO COM 743315103 26,273 355,799 SH   DFND 1 284,210 0 71,589
PROPETRO HLDG CORP COM 74347M108 1,007 402,747 SH   DFND 1 150,968 0 251,779
PROSPERITY BANCSHARES INC COM 743606105 3 47 SH   DFND 1 47 0 0
PROVIDENT FINL HLDGS INC COM 743868101 45 2,916 SH   DFND 1 816 0 2,100
PROVIDENT FINL SVCS INC COM 74386T105 1,668 129,688 SH   DFND 1 118,888 0 10,800
PRUDENTIAL FINL INC COM 744320102 18,321 351,366 SH   DFND 1 280,680 0 70,686
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 21,021 468,056 SH   DFND 1 378,921 0 89,135
PULTE GROUP INC COM 745867101 13,129 588,198 SH   DFND 1 431,331 0 156,867
PURPLE INNOVATION INC COM 74640Y106 3,042 535,464 SH   DFND 1 126,900 0 408,564
QCR HOLDINGS INC COM 74727A104 151 5,576 SH   DFND 1 1,576 0 4,000
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 1,278 286,508 SH   DFND 1 89,331 0 197,177
QORVO INC COM 74736K101 7,801 96,745 SH   DFND 1 76,692 0 20,053
QUALCOMM INC COM 747525103 13 188 SH   DFND 1 188 0 0
QUANTA SVCS INC COM 74762E102 11,266 355,036 SH   DFND 1 329,669 0 25,367
QUEST DIAGNOSTICS INC COM 74834L100 9,437 117,517 SH   DFND 1 93,754 0 23,763
RBB BANCORP COM 74930B105 14 995 SH   DFND 1 295 0 700
REV GROUP INC COM 749527107 1,120 268,513 SH   DFND 1 61,800 0 206,713
RADIAN GROUP INC COM 750236101 6,422 495,852 SH   DFND 1 495,852 0 0
RALPH LAUREN CORP CL A 751212101 3,081 46,093 SH   DFND 1 37,873 0 8,220
RAYMOND JAMES FINANCIAL INC COM 754730109 7,717 122,103 SH   DFND 1 97,538 0 24,565
RAYTHEON CO COM NEW 755111507 25,236 192,418 SH   DFND 1 154,017 0 38,401
RE MAX HLDGS INC CL A 75524W108 177 8,045 SH   DFND 1 2,245 0 5,800
RECRO PHARMA INC COM 75629F109 1,470 179,900 SH   DFND 1 41,500 0 138,400
RED VIOLET INC COM 75704L104 1,722 95,635 SH   DFND 1 22,735 0 72,900
REGAL BELOIT CORP COM 758750103 3,886 61,731 SH   DFND 1 53,931 0 7,800
REGIS CORP MINN COM 758932107 1,244 210,400 SH   DFND 1 49,900 0 160,500
REGIONAL MGMT CORP COM 75902K106 69 5,021 SH   DFND 1 1,421 0 3,600
REGIONS FINANCIAL CORP NEW COM 7591EP100 7,720 860,551 SH   DFND 1 690,102 0 170,449
REINSURANCE GRP OF AMERICA I COM NEW 759351604 56 654 SH   DFND 1 654 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 5,182 59,159 SH   DFND 1 47,328 0 11,831
RENASANT CORP COM 75970E107 2,762 126,452 SH   DFND 1 113,550 0 12,902
RENT A CTR INC NEW COM 76009N100 3,027 214,014 SH   DFND 1 189,477 0 24,537
REPUBLIC BANCORP KY CL A 760281204 4,403 133,283 SH   DFND 1 53,437 0 79,846
REPUBLIC FIRST BANCORP INC COM 760416107 1,661 758,234 SH   DFND 1 179,300 0 578,934
REX AMERICAN RESOURCES CORP COM 761624105 136 2,924 SH   DFND 1 824 0 2,100
RHYTHM PHARMACEUTICALS INC COM 76243J105 623 40,868 SH   DFND 1 15,158 0 25,710
RIVERVIEW BANCORP INC COM 769397100 41 8,070 SH   DFND 1 2,270 0 5,800
ROBERT HALF INTL INC COM 770323103 4,865 128,854 SH   DFND 1 110,004 0 18,850
ROCKWELL AUTOMATION INC COM 773903109 3,403 22,546 SH   DFND 1 22,546 0 0
ROCKY BRANDS INC COM 774515100 65 3,355 SH   DFND 1 955 0 2,400
ROGERS CORP COM 775133101 1,877 19,878 SH   DFND 1 14,328 0 5,550
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 17,065 522,483 SH   DFND 1 364,513 0 157,970
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 368 10,541 SH   DFND 1 0 0 10,541
RUSH ENTERPRISES INC CL A 781846209 3,217 100,772 SH   DFND 1 89,472 0 11,300
RYERSON HLDG CORP COM 783754104 123 23,089 SH   DFND 1 6,489 0 16,600
S & T BANCORP INC COM 783859101 1,829 66,915 SH   DFND 1 59,615 0 7,300
SEI INVESTMENTS CO COM 784117103 4,961 107,054 SH   DFND 1 84,996 0 22,058
SB ONE BANCORP COM 78413T103 10 541 SH   DFND 1 141 0 400
SLM CORP COM 78442P106 26,445 3,678,020 SH   DFND 1 2,885,933 0 792,087
SVB FINANCIAL GROUP COM 78486Q101 6,982 46,211 SH   DFND 1 36,786 0 9,425
SALLY BEAUTY HLDGS INC COM 79546E104 3,657 452,534 SH   DFND 1 400,734 0 51,800
SANDERSON FARMS INC COM 800013104 1,436 11,638 SH   DFND 1 8,348 0 3,290
SANMINA CORPORATION COM 801056102 5,463 200,249 SH   DFND 1 177,949 0 22,300
SANTANDER CONSUMER USA HDG I COM 80283M101 420 30,147 SH   DFND 1 30,147 0 0
SCANSOURCE INC COM 806037107 1,785 83,448 SH   DFND 1 75,148 0 8,300
HENRY SCHEIN INC COM 806407102 7,144 141,399 SH   DFND 1 115,230 0 26,169
SCHNITZER STL INDS CL A 806882106 218 16,669 SH   DFND 1 4,669 0 12,000
SCHOLASTIC CORP COM 807066105 3,256 127,730 SH   DFND 1 113,081 0 14,649
SCHWAB CHARLES CORP COM 808513105 41,603 1,237,420 SH   DFND 1 959,937 0 277,483
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,098 111,350 SH   DFND 1 98,850 0 12,500
SEABOARD CORP COM 811543107 6 2 SH   DFND 1 2 0 0
SEACOR HOLDINGS INC COM 811904101 1,943 72,065 SH   DFND 1 64,065 0 8,000
SHORE BANCSHARES INC COM 825107105 51 4,613 SH   DFND 1 1,313 0 3,300
SIERRA BANCORP COM 82620P102 96 5,408 SH   DFND 1 1,541 0 3,867
SIGNATURE BK NEW YORK N Y COM 82669G104 3,424 42,589 SH   DFND 1 33,966 0 8,623
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 3,954 214,885 SH   DFND 1 190,785 0 24,100
SKECHERS U S A INC CL A 830566105 2,774 116,812 SH   DFND 1 93,054 0 23,758
SKYWORKS SOLUTIONS INC COM 83088M102 3 28 SH   DFND 1 28 0 0
SMITH A O CORP COM 831865209 396 10,452 SH   DFND 1 10,452 0 0
SMARTFINANCIAL INC COM NEW 83190L208 11 717 SH   DFND 1 217 0 500
SMUCKER J M CO COM NEW 832696405 9,506 85,632 SH   DFND 1 68,888 0 16,744
SNAP ON INC COM 833034101 5,286 48,570 SH   DFND 1 38,744 0 9,826
SONIC AUTOMOTIVE INC CL A 83545G102 956 71,985 SH   DFND 1 61,585 0 10,400
SONOCO PRODS CO COM 835495102 3,124 67,396 SH   DFND 1 54,765 0 12,631
SOUTH ST CORP COM 840441109 2,347 39,950 SH   DFND 1 31,050 0 8,900
SOUTHERN CO COM 842587107 4,707 86,925 SH   DFND 1 86,925 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 87 8,772 SH   DFND 1 2,472 0 6,300
SOUTHWEST AIRLS CO COM 844741108 20,397 572,766 SH   DFND 1 479,921 0 92,845
SPARTANNASH CO COM 847215100 321 22,390 SH   DFND 1 6,290 0 16,100
SPORTSMANS WHSE HLDGS INC COM 84920Y106 4,642 753,518 SH   DFND 1 178,678 0 574,840
STANLEY BLACK & DECKER INC COM 854502101 25,547 255,461 SH   DFND 1 189,994 0 65,467
STATE STR CORP COM 857477103 17,014 319,381 SH   DFND 1 255,212 0 64,169
STEEL DYNAMICS INC COM 858119100 18,902 838,592 SH   DFND 1 800,992 0 37,600
STERLING BANCORP DEL COM 85917A100 2,875 275,034 SH   DFND 1 275,034 0 0
STERLING BANCORP INC COM 85917W102 700 162,713 SH   DFND 1 38,800 0 123,913
STIFEL FINL CORP COM 860630102 7,520 182,154 SH   DFND 1 167,054 0 15,100
STITCH FIX INC COM CL A 860897107 2,679 210,886 SH   DFND 1 161,486 0 49,400
STURM RUGER & CO INC COM 864159108 1,892 37,159 SH   DFND 1 8,800 0 28,359
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,059 121,524 SH   DFND 1 87,644 0 33,880
SYNOVUS FINL CORP COM NEW 87161C501 788 44,821 SH   DFND 1 44,821 0 0
SYNNEX CORP COM 87162W100 4 53 SH   DFND 1 53 0 0
SYNCHRONY FINL COM 87165B103 5,634 350,130 SH   DFND 1 350,130 0 0
TCF FINANCIAL CORPORATION NE COM 872307103 1,000 44,102 SH   DFND 1 31,846 0 12,256
TRI POINTE GROUP INC COM 87265H109 4,561 520,009 SH   DFND 1 460,509 0 59,500
TARGET CORP COM 87612E106 39,421 424,011 SH   DFND 1 343,098 0 80,913
TAYLOR MORRISON HOME CORP COM 87724P106 4,136 375,991 SH   DFND 1 331,291 0 44,700
TEAM INC COM 878155100 669 102,920 SH   DFND 1 24,453 0 78,467
TEGNA INC COM 87901J105 4,246 390,964 SH   DFND 1 348,164 0 42,800
TEJON RANCH CO COM 879080109 208 14,733 SH   DFND 1 4,133 0 10,600
TELEPHONE & DATA SYS INC COM NEW 879433829 6,289 375,200 SH   DFND 1 332,250 0 42,950
TERADYNE INC COM 880770102 2,009 37,072 SH   DFND 1 37,072 0 0
TEREX CORP NEW COM 880779103 2,310 160,807 SH   DFND 1 147,007 0 13,800
TERRITORIAL BANCORP INC COM 88145X108 2,108 85,831 SH   DFND 1 20,532 0 65,299
TEXAS INSTRS INC COM 882508104 9,952 99,584 SH   DFND 1 99,584 0 0
TEXTRON INC COM 883203101 8 279 SH   DFND 1 279 0 0
THOR INDS INC COM 885160101 2,719 64,443 SH   DFND 1 48,883 0 15,560
TIMKEN CO COM 887389104 9,500 293,737 SH   DFND 1 260,237 0 33,500
TITAN MACHY INC COM 88830R101 5,192 597,453 SH   DFND 1 243,213 0 354,240
TOLL BROTHERS INC COM 889478103 6,498 337,554 SH   DFND 1 337,554 0 0
TOWNSQUARE MEDIA INC CL A 892231101 41 8,884 SH   DFND 1 2,484 0 6,400
TRACTOR SUPPLY CO COM 892356106 2,385 28,197 SH   DFND 1 28,197 0 0
TRAVELERS COMPANIES INC COM 89417E109 44,753 450,454 SH   DFND 1 356,807 0 93,647
TRICO BANCSHARES COM 896095106 206 6,875 SH   DFND 1 1,875 0 5,000
TRIBUNE PUBG CO NEW COM 89609W107 182 22,380 SH   DFND 1 6,280 0 16,100
TRINITY INDS INC COM 896522109 4,916 305,891 SH   DFND 1 305,891 0 0
TRISTATE CAP HLDGS INC COM 89678F100 10 972 SH   DFND 1 272 0 700
TRUEBLUE INC COM 89785X101 1,910 149,645 SH   DFND 1 132,545 0 17,100
TRUSTCO BK CORP N Y COM 898349105 153 28,216 SH   DFND 1 8,016 0 20,200
TRUSTMARK CORP COM 898402102 4,004 171,833 SH   DFND 1 155,333 0 16,500
TWO HBRS INVT CORP COM NEW 90187B408 22,066 5,791,547 SH   DFND 1 4,018,958 0 1,772,589
TYSON FOODS INC CL A 902494103 59,627 1,030,347 SH   DFND 1 745,450 0 284,897
UMB FINL CORP COM 902788108 12 239 SH   DFND 1 239 0 0
US BANCORP DEL COM NEW 902973304 51,031 1,481,297 SH   DFND 1 1,206,172 0 275,125
US XPRESS ENTERPRISES INC COM CL A 90338N202 70 20,700 SH   DFND 1 5,800 0 14,900
ULTA BEAUTY INC COM 90384S303 16,482 93,804 SH   DFND 1 67,004 0 26,800
UMPQUA HLDGS CORP COM 904214103 5,423 497,461 SH   DFND 1 489,261 0 8,200
UNIFI INC COM NEW 904677200 132 11,407 SH   DFND 1 3,207 0 8,200
UNION PAC CORP COM 907818108 16,985 120,423 SH   DFND 1 120,423 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 440 24,007 SH   DFND 1 24,007 0 0
UNITED BANKSHARES INC WEST V COM 909907107 4,481 194,134 SH   DFND 1 177,534 0 16,600
UNITED AIRLS HLDGS INC COM 910047109 334 10,585 SH   DFND 1 10,585 0 0
UNITED FIRE GROUP INC COM 910340108 1,639 50,232 SH   DFND 1 43,832 0 6,400
UNITED PARCEL SERVICE INC CL B 911312106 57,249 612,803 SH   DFND 1 489,378 0 123,425
UNITED RENTALS INC COM 911363109 6,899 67,042 SH   DFND 1 53,506 0 13,536
UNITED THERAPEUTICS CORP DEL COM 91307C102 13,555 142,940 SH   DFND 1 142,940 0 0
UNIVERSAL CORP VA COM 913456109 3,248 73,458 SH   DFND 1 65,158 0 8,300
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,240 160,788 SH   DFND 1 37,149 0 123,639
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 199 15,144 SH   DFND 1 4,244 0 10,900
UNIVERSAL HLTH SVCS INC CL B 913903100 6,931 69,947 SH   DFND 1 55,609 0 14,338
UNIVEST FINANCIAL CORPORATIO COM 915271100 175 10,723 SH   DFND 1 3,023 0 7,700
UNUM GROUP COM 91529Y106 28 1,826 SH   DFND 1 1,826 0 0
VSE CORP COM 918284100 112 6,795 SH   DFND 1 1,895 0 4,900
VOXX INTL CORP CL A 91829F104 39 13,359 SH   DFND 1 3,759 0 9,600
VAALCO ENERGY INC COM NEW 91851C201 30 32,670 SH   DFND 1 9,170 0 23,500
VALERO ENERGY CORP COM 91913Y100 133 2,927 SH   DFND 1 2,927 0 0
VALLEY NATL BANCORP COM 919794107 5,891 805,773 SH   DFND 1 747,398 0 58,375
VANGUARD INDEX FDS VALUE ETF 922908744 32 358 SH   DFND 1 358 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 249,517 4,643,893 SH   DFND 1 3,645,575 0 998,318
VERITEX HLDGS INC COM 923451108 526 37,636 SH   DFND 1 31,736 0 5,900
VERSO CORP CL A 92531L207 245 21,700 SH   DFND 1 6,100 0 15,600
VICTORY CAP HLDGS INC COM CL A 92645B103 81 4,948 SH   DFND 1 4,948 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 117 4,726 SH   DFND 1 1,326 0 3,400
VIRTUS INVT PARTNERS INC COM 92828Q109 705 9,261 SH   DFND 1 8,261 0 1,000
VISTRA ENERGY CORP COM 92840M102 6,751 422,956 SH   DFND 1 337,932 0 85,024
VOYA FINANCIAL INC COM 929089100 5,324 131,288 SH   DFND 1 104,718 0 26,570
WABASH NATL CORP COM 929566107 1,395 193,136 SH   DFND 1 171,536 0 21,600
WADDELL & REED FINL INC CL A 930059100 2,499 219,587 SH   DFND 1 199,087 0 20,500
WALMART INC COM 931142103 12,990 114,323 SH   DFND 1 114,323 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 35,539 776,805 SH   DFND 1 620,594 0 156,211
WALKER & DUNLOP INC COM 93148P102 3,603 89,461 SH   DFND 1 79,861 0 9,600
WARRIOR MET COAL INC COM 93627C101 2,106 198,233 SH   DFND 1 175,533 0 22,700
WASHINGTON FED INC COM 938824109 6,367 245,256 SH   DFND 1 222,656 0 22,600
WATERSTONE FINL INC MD COM 94188P101 148 10,167 SH   DFND 1 2,867 0 7,300
WAYFAIR INC CL A 94419L101 4 66 SH   DFND 1 66 0 0
WEBSTER FINL CORP CONN COM 947890109 16 658 SH   DFND 1 658 0 0
WEIS MKTS INC COM 948849104 3,294 79,051 SH   DFND 1 70,051 0 9,000
WELLS FARGO CO NEW COM 949746101 129,351 4,506,993 SH   DFND 1 3,676,333 0 830,660
WESBANCO INC COM 950810101 2,768 116,787 SH   DFND 1 102,487 0 14,300
WESCO INTL INC COM 95082P105 3,408 149,124 SH   DFND 1 132,424 0 16,700
WESTERN ALLIANCE BANCORP COM 957638109 4,177 136,457 SH   DFND 1 118,513 0 17,944
WESTERN NEW ENG BANCORP INC COM 958892101 1,771 261,978 SH   DFND 1 62,292 0 199,686
WESTERN UN CO COM 959802109 6,356 350,551 SH   DFND 1 280,667 0 69,884
WESTLAKE CHEM CORP COM 960413102 7 171 SH   DFND 1 171 0 0
WESTROCK CO COM 96145D105 8 256 SH   DFND 1 256 0 0
WHIRLPOOL CORP COM 963320106 4,821 56,180 SH   DFND 1 45,151 0 11,029
WILLIAMS SONOMA INC COM 969904101 3,353 78,847 SH   DFND 1 64,913 0 13,934
WINNEBAGO INDS INC COM 974637100 4,049 145,593 SH   DFND 1 55,754 0 89,839
WINTRUST FINL CORP COM 97650W108 2,259 68,742 SH   DFND 1 68,742 0 0
WORLD FUEL SVCS CORP COM 981475106 4,963 197,090 SH   DFND 1 175,190 0 21,900
WPX ENERGY INC COM 98212B103 10 2,994 SH   DFND 1 2,994 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 6,010 276,915 SH   DFND 1 276,915 0 0
XPO LOGISTICS INC COM 983793100 2,366 48,521 SH   DFND 1 40,301 0 8,220
XEROX HOLDINGS CORP COM NEW 98421M106 3,241 171,088 SH   DFND 1 136,303 0 34,785
ZIMMER BIOMET HOLDINGS INC COM 98956P102 16,357 161,817 SH   DFND 1 113,517 0 48,300
ZIONS BANCORPORATION N A COM 989701107 5,225 195,218 SH   DFND 1 164,938 0 30,280
ALLEGION PLC ORD SHS G0176J109 2 15 SH   DFND 1 15 0 0
ARCH CAP GROUP LTD ORD G0450A105 10,063 353,561 SH   DFND 1 281,972 0 71,589
ARGO GROUP INTL HLDGS LTD COM G0464B107 3,597 97,047 SH   DFND 1 86,635 0 10,412
ASSURED GUARANTY LTD COM G0585R106 6,681 259,033 SH   DFND 1 259,033 0 0
ATHENE HLDG LTD CL A G0684D107 38 1,510 SH   DFND 1 1,510 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 7,882 203,925 SH   DFND 1 203,925 0 0
AXALTA COATING SYS LTD COM G0750C108 1 33 SH   DFND 1 33 0 0
BORR DRILLING LTD SHS G1466R207 66 134,076 SH   DFND 1 103,199 0 30,877
BUNGE LIMITED COM G16962105 49 1,188 SH   DFND 1 1,188 0 0
EATON CORP PLC SHS G29183103 28,179 362,704 SH   DFND 1 289,912 0 72,792
ENSTAR GROUP LIMITED SHS G3075P101 3,539 22,249 SH   DFND 1 22,249 0 0
ESSENT GROUP LTD COM G3198U102 24,192 918,447 SH   DFND 1 715,117 0 203,330
EVEREST RE GROUP LTD COM G3223R108 6,120 31,801 SH   DFND 1 25,284 0 6,517
FRESH DEL MONTE PRODUCE INC ORD G36738105 4,786 173,320 SH   DFND 1 153,820 0 19,500
GEOPARK LTD USD SHS G38327105 1,217 172,094 SH   DFND 1 39,758 0 132,336
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 2,216 372,319 SH   DFND 1 141,098 0 231,221
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 3,279 214,002 SH   DFND 1 214,002 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 1,103 37,225 SH   DFND 1 37,225 0 0
ICHOR HOLDINGS SHS G4740B105 1,372 71,600 SH   DFND 1 17,000 0 54,600
INVESCO LTD SHS G491BT108 2 119 SH   DFND 1 119 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 23,921 239,832 SH   DFND 1 170,955 0 68,877
JOHNSON CTLS INTL PLC SHS G51502105 9,980 370,161 SH   DFND 1 302,282 0 67,879
LAZARD LTD SHS A G54050102 3,247 137,778 SH   DFND 1 137,778 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 43,320 1,914,258 SH   DFND 1 1,310,758 0 603,500
MEDTRONIC PLC SHS G5960L103 19,354 214,606 SH   DFND 1 147,506 0 67,100
APTIV PLC SHS G6095L109 11,015 223,697 SH   DFND 1 179,180 0 44,517
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 1 35 SH   DFND 1 35 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 3 44 SH   DFND 1 44 0 0
PENTAIR PLC SHS G7S00T104 4,066 136,605 SH   DFND 1 109,233 0 27,372
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 4,012 138,684 SH   DFND 1 110,510 0 28,174
SIGNET JEWELERS LIMITED SHS G81276100 1,218 188,721 SH   DFND 1 167,521 0 21,200
TRITON INTL LTD CL A G9078F107 7,233 279,562 SH   DFND 1 247,562 0 32,000
WHITE MTNS INS GROUP LTD COM G9618E107 11,192 12,298 SH   DFND 1 11,498 0 800
PERRIGO CO PLC SHS G97822103 5,714 118,806 SH   DFND 1 94,642 0 24,164
CHUBB LIMITED COM H1467J104 44,351 397,082 SH   DFND 1 317,372 0 79,710
TE CONNECTIVITY LTD REG SHS H84989104 4 55 SH   DFND 1 55 0 0
AERCAP HOLDINGS NV SHS N00985106 1,465 64,249 SH   DFND 1 48,060 0 16,189
FRANKS INTL N V COM N33462107 3,257 1,257,163 SH   DFND 1 504,109 0 753,054
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 20,623 415,530 SH   DFND 1 346,849 0 68,681
MYLAN NV SHS EURO N59465109 15,146 1,015,826 SH   DFND 1 709,086 0 306,740
COPA HOLDINGS SA CL A P31076105 2 34 SH   DFND 1 34 0 0
FLEX LTD ORD Y2573F102 1 82 SH   DFND 1 82 0 0