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 2,491 350,785 SH   DFND 1 298,205 0 52,580
ADT INC DEL COM 00090Q103 8 993 SH   DFND 1 993 0 0
AFLAC INC COM 001055102 23,113 641,476 SH   DFND 1 503,434 0 138,042
AGCO CORP COM 001084102 3,619 65,246 SH   DFND 1 51,013 0 14,233
AES CORP COM 00130H105 8,668 598,182 SH   DFND 1 481,297 0 116,885
ANI PHARMACEUTICALS INC COM 00182C103 404 12,476 SH   DFND 1 2,800 0 9,676
AT&T INC COM 00206R102 225,796 7,469,256 SH   DFND 1 5,786,789 0 1,682,467
AXT INC COM 00246W103 128 26,862 SH   DFND 1 5,902 0 20,960
ABBVIE INC COM 00287Y109 17,555 178,801 SH   DFND 1 117,101 0 61,700
ABIOMED INC COM 003654100 13 50 SH   DFND 1 50 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 134 32,533 SH   DFND 1 7,163 0 25,370
ACUITY BRANDS INC COM 00508Y102 1,426 14,888 SH   DFND 1 10,918 0 3,970
ADVANCE AUTO PARTS INC COM 00751Y106 8,164 57,308 SH   DFND 1 44,978 0 12,330
AECOM COM 00766T100 8 203 SH   DFND 1 203 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 6,761 90,672 SH   DFND 1 79,672 0 11,000
AIR LEASE CORP CL A 00912X302 9,703 331,247 SH   DFND 1 331,247 0 0
ALASKA AIR GROUP INC COM 011659109 903 24,900 SH   DFND 1 17,860 0 7,040
ALBEMARLE CORP COM 012653101 7,083 91,735 SH   DFND 1 71,384 0 20,351
ALCOA CORP COM 013872106 12,407 1,103,771 SH   DFND 1 769,971 0 333,800
ALEXION PHARMACEUTICALS INC COM 015351109 42,102 375,106 SH   DFND 1 282,059 0 93,047
ALLEGHANY CORP DEL COM 017175100 72 146 SH   DFND 1 146 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 155 6,093 SH   DFND 1 1,313 0 4,780
ALLEGIANT TRAVEL CO COM 01748X102 2,357 21,579 SH   DFND 1 15,619 0 5,960
ALLISON TRANSMISSION HLDGS I COM 01973R101 18,842 512,264 SH   DFND 1 489,911 0 22,353
ALLSTATE CORP COM 020002101 29,129 300,327 SH   DFND 1 239,476 0 60,851
ALLY FINL INC COM 02005N100 67 3,351 SH   DFND 1 3,351 0 0
ALTRA INDL MOTION CORP COM 02208R106 7,249 227,501 SH   DFND 1 196,001 0 31,500
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 16 1,243 SH   DFND 1 263 0 980
AMBAC FINL GROUP INC COM NEW 023139884 1,637 114,305 SH   DFND 1 97,145 0 17,160
AMERANT BANCORP INC CL A 023576101 552 36,674 SH   DFND 1 36,674 0 0
AMERCO COM 023586100 5,324 17,616 SH   DFND 1 13,506 0 4,110
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,854 243,887 SH   DFND 1 212,087 0 31,800
AMERICAN ELEC PWR CO INC COM 025537101 41,516 521,291 SH   DFND 1 413,624 0 107,667
AMERICAN EQTY INVT LIFE HLD COM 025676206 6,313 255,465 SH   DFND 1 221,395 0 34,070
AMERICAN EXPRESS CO COM 025816109 78,064 819,995 SH   DFND 1 665,713 0 154,282
AMERICAN FINL GROUP INC OHIO COM 025932104 47 735 SH   DFND 1 735 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 7,727 102,138 SH   DFND 1 45,786 0 56,352
AMERICAS CAR MART INC COM 03062T105 401 4,560 SH   DFND 1 1,010 0 3,550
AMERISOURCEBERGEN CORP COM 03073E105 18,331 181,908 SH   DFND 1 143,011 0 38,897
AMERIPRISE FINL INC COM 03076C106 24,702 164,630 SH   DFND 1 138,364 0 26,266
AMERIS BANCORP COM 03076K108 481 20,358 SH   DFND 1 20,358 0 0
AMGEN INC COM 031162100 144,356 612,041 SH   DFND 1 499,662 0 112,379
AMTECH SYS INC COM PAR $0.01N 032332504 2,397 492,057 SH   DFND 1 117,200 0 374,857
ANNALY CAPITAL MANAGEMENT IN COM 035710409 51,821 7,899,525 SH   DFND 1 5,620,235 0 2,279,290
ANTARES PHARMA INC COM 036642106 794 288,623 SH   DFND 1 109,293 0 179,330
ANTHEM INC COM 036752103 57,749 219,591 SH   DFND 1 172,174 0 47,417
ANTERO MIDSTREAM CORP COM 03676B102 5,241 1,027,563 SH   DFND 1 893,663 0 133,900
APOGEE ENTERPRISES INC COM 037598109 2,023 87,781 SH   DFND 1 26,331 0 61,450
APPLE INC COM 037833100 29,497 80,857 SH   DFND 1 80,857 0 0
APPLIED MATLS INC COM 038222105 41,827 691,914 SH   DFND 1 542,043 0 149,871
APPLIED OPTOELECTRONICS INC COM 03823U102 154 14,121 SH   DFND 1 3,091 0 11,030
AQUESTIVE THERAPEUTICS INC COM 03843E104 443 91,129 SH   DFND 1 19,000 0 72,129
ARCBEST CORP COM 03937C105 2,569 96,877 SH   DFND 1 83,147 0 13,730
ARCHER DANIELS MIDLAND CO COM 039483102 19,634 492,079 SH   DFND 1 386,617 0 105,462
ARISTA NETWORKS INC COM 040413106 34,193 162,797 SH   DFND 1 116,697 0 46,100
ARROW ELECTRS INC COM 042735100 21,988 320,091 SH   DFND 1 304,653 0 15,438
ASBURY AUTOMOTIVE GROUP INC COM 043436104 5,308 68,628 SH   DFND 1 58,698 0 9,930
ASHLAND GLOBAL HLDGS INC COM 044186104 6 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 4,539 331,735 SH   DFND 1 324,385 0 7,350
ASSURANT INC COM 04621X108 5,453 52,793 SH   DFND 1 41,465 0 11,328
ASTRAZENECA PLC SPONSORED ADR 046353108 16,548 312,864 SH   DFND 1 209,864 0 103,000
ATKORE INTL GROUP INC COM 047649108 4,595 167,987 SH   DFND 1 143,717 0 24,270
ATLANTIC CAP BANCSHARES INC COM 048269203 1,749 143,790 SH   DFND 1 33,540 0 110,250
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 2,423 56,305 SH   DFND 1 49,005 0 7,300
AUTONATION INC COM 05329W102 12,904 343,354 SH   DFND 1 294,704 0 48,650
AUTOZONE INC COM 053332102 23,389 20,732 SH   DFND 1 16,151 0 4,581
AVANGRID INC COM 05351W103 18 413 SH   DFND 1 413 0 0
AVERY DENNISON CORP COM 053611109 7,680 67,313 SH   DFND 1 52,677 0 14,636
AVIAT NETWORKS INC COM NEW 05366Y201 63 3,447 SH   DFND 1 747 0 2,700
AVNET INC COM 053807103 10,026 359,542 SH   DFND 1 308,432 0 51,110
AXOS FINANCIAL INC COM 05465C100 2,604 117,906 SH   DFND 1 101,176 0 16,730
BOK FINL CORP COM NEW 05561Q201 26 454 SH   DFND 1 454 0 0
BP PLC SPONSORED ADR 055622104 34,939 1,498,200 SH   DFND 1 1,073,939 0 424,261
BALL CORP COM 058498106 4 46 SH   DFND 1 46 0 0
BANCO SANTANDER S.A. ADR 05964H105 15,195 6,304,587 SH   DFND 1 4,498,087 0 1,806,500
BANCORP INC DEL COM 05969A105 211 21,521 SH   DFND 1 4,731 0 16,790
BANCORPSOUTH BK TUPELO MISS COM 05971J102 4,701 206,702 SH   DFND 1 177,282 0 29,420
BANC OF CALIFORNIA INC COM 05990K106 1,264 116,681 SH   DFND 1 102,461 0 14,220
BK OF AMERICA CORP COM 060505104 245,203 10,324,297 SH   DFND 1 8,088,214 0 2,236,083
BANK NEW YORK MELLON CORP COM 064058100 33,783 874,069 SH   DFND 1 700,037 0 174,032
BANK OZK COM 06417N103 5,968 254,251 SH   DFND 1 218,151 0 36,100
BANK COMM HLDGS COM 06424J103 44 5,674 SH   DFND 1 1,264 0 4,410
BANKUNITED INC COM 06652K103 1,365 67,385 SH   DFND 1 48,335 0 19,050
BANNER CORP COM NEW 06652V208 3,081 81,063 SH   DFND 1 71,780 0 9,283
BAUDAX BIO INC COM 07160F107 778 187,252 SH   DFND 1 43,800 0 143,452
BAXTER INTL INC COM 071813109 14,764 171,474 SH   DFND 1 171,474 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 201 19,944 SH   DFND 1 4,384 0 15,560
BED BATH & BEYOND INC COM 075896100 2,894 272,982 SH   DFND 1 237,382 0 35,600
BEL FUSE INC CL B 077347300 33 3,051 SH   DFND 1 651 0 2,400
BENCHMARK ELECTRS INC COM 08160H101 3,039 140,692 SH   DFND 1 120,712 0 19,980
BERKLEY W R CORP COM 084423102 7,702 134,434 SH   DFND 1 104,910 0 29,524
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 40,836 228,755 SH   DFND 1 164,185 0 64,570
BEST BUY INC COM 086516101 34,211 392,005 SH   DFND 1 342,884 0 49,121
BIG LOTS INC COM 089302103 5,250 124,983 SH   DFND 1 104,883 0 20,100
BIO RAD LABS INC CL A 090572207 9,348 20,704 SH   DFND 1 16,093 0 4,611
BIODELIVERY SCIENCES INTL IN COM 09060J106 753 172,594 SH   DFND 1 63,254 0 109,340
BIOGEN INC COM 09062X103 48,940 182,916 SH   DFND 1 148,731 0 34,185
BLACKROCK INC COM 09247X101 87,591 160,985 SH   DFND 1 123,272 0 37,713
BLOCK H & R INC COM 093671105 8,340 583,991 SH   DFND 1 583,991 0 0
BLUE BIRD CORP COM 095306106 165 10,988 SH   DFND 1 2,408 0 8,580
BONANZA CREEK ENERGY INC COM NEW 097793400 111 7,443 SH   DFND 1 1,643 0 5,800
BOOKING HOLDINGS INC COM 09857L108 12,185 7,652 SH   DFND 1 7,652 0 0
BORGWARNER INC COM 099724106 6,445 182,573 SH   DFND 1 143,676 0 38,897
BOSTON PPTYS LTD PARTNERSHIP COM 101121101 20,598 227,902 SH   DFND 1 162,202 0 65,700
BRIDGE BANCORP INC COM 108035106 162 7,060 SH   DFND 1 1,560 0 5,500
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 107 10,370 SH   DFND 1 2,270 0 8,100
BRIGHTHOUSE FINL INC COM 10922N103 5,184 186,326 SH   DFND 1 159,926 0 26,400
BRIGHTSPHERE INVT GROUP INC COM 10948W103 11,753 943,211 SH   DFND 1 451,918 0 491,293
BRISTOL-MYERS SQUIBB CO COM 110122108 29,347 499,096 SH   DFND 1 350,596 0 148,500
BROADCOM INC COM 11135F101 108,964 345,246 SH   DFND 1 270,160 0 75,086
BROOKLINE BANCORP INC DEL COM 11373M107 1,271 126,067 SH   DFND 1 111,487 0 14,580
BROWN FORMAN CORP CL B 115637209 8,329 130,825 SH   DFND 1 130,825 0 0
BRUNSWICK CORP COM 117043109 4,131 64,529 SH   DFND 1 50,695 0 13,834
BRYN MAWR BK CORP COM 117665109 200 7,217 SH   DFND 1 1,577 0 5,640
BUCKLE INC COM 118440106 2,471 157,556 SH   DFND 1 132,306 0 25,250
BUILDERS FIRSTSOURCE INC COM 12008R107 7,668 370,418 SH   DFND 1 310,978 0 59,440
BURLINGTON STORES INC COM 122017106 4 16 SH   DFND 1 16 0 0
BYLINE BANCORP INC COM 124411109 196 14,920 SH   DFND 1 3,280 0 11,640
CAI INTERNATIONAL INC COM 12477X106 192 11,481 SH   DFND 1 2,531 0 8,950
CBRE GROUP INC CL A 12504L109 13,258 293,178 SH   DFND 1 230,222 0 62,956
CDK GLOBAL INC COM 12508E101 4,171 100,678 SH   DFND 1 79,124 0 21,554
CDW CORP COM 12514G108 4,183 36,001 SH   DFND 1 36,001 0 0
CF INDS HLDGS INC COM 125269100 1 35 SH   DFND 1 35 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 559 7,062 SH   DFND 1 7,062 0 0
CIGNA CORP NEW COM 125523100 56,206 299,525 SH   DFND 1 234,667 0 64,858
CNA FINL CORP COM 126117100 73 2,262 SH   DFND 1 2,262 0 0
CNO FINL GROUP INC COM 12621E103 4,421 283,896 SH   DFND 1 243,556 0 40,340
CSX CORP COM 126408103 63,574 911,580 SH   DFND 1 765,117 0 146,463
CNX RESOURCES CORPORATION COM 12653C108 3,490 403,444 SH   DFND 1 350,844 0 52,600
CVS HEALTH CORP COM 126650100 52,411 806,692 SH   DFND 1 572,912 0 233,780
CABOT CORP COM 127055101 7,476 201,781 SH   DFND 1 173,591 0 28,190
CABOT OIL & GAS CORP COM 127097103 5,672 330,119 SH   DFND 1 259,545 0 70,574
CACTUS INC CL A 127203107 992 48,050 SH   DFND 1 34,450 0 13,600
CAMDEN NATL CORP COM 133034108 223 6,429 SH   DFND 1 1,409 0 5,020
CANADIAN NAT RES LTD COM 136385101 29,152 1,672,513 SH   DFND 1 1,231,753 0 440,760
CAPITAL ONE FINL CORP COM 14040H105 25,447 406,554 SH   DFND 1 318,436 0 88,118
CAPSTEAD MTG CORP COM NO PAR 14067E506 2,392 435,651 SH   DFND 1 101,200 0 334,451
CAPSTAR FINL HLDGS INC COM 14070T102 14 1,102 SH   DFND 1 242 0 860
CARDINAL HEALTH INC COM 14149Y108 13,363 256,035 SH   DFND 1 200,798 0 55,237
CARLISLE COS INC COM 142339100 6,789 56,731 SH   DFND 1 46,907 0 9,824
CARMAX INC COM 143130102 8 85 SH   DFND 1 85 0 0
CARLYLE GROUP INC COM 14316J108 1,380 49,450 SH   DFND 1 49,450 0 0
CARTERS INC COM 146229109 1,455 18,029 SH   DFND 1 18,029 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 1,575 340,790 SH   DFND 1 124,860 0 215,930
CATERPILLAR INC DEL COM 149123101 78,742 622,459 SH   DFND 1 518,100 0 104,359
CATHAY GEN BANCORP COM 149150104 4,911 186,699 SH   DFND 1 160,627 0 26,072
CAVCO INDS INC DEL COM 149568107 9 42 SH   DFND 1 42 0 0
CELANESE CORP DEL COM 150870103 15,204 176,088 SH   DFND 1 153,030 0 23,058
CENTRAL VALLEY CMNTY BANCORP COM 155685100 88 5,661 SH   DFND 1 1,251 0 4,410
CENTURY ALUM CO COM 156431108 230 32,158 SH   DFND 1 7,058 0 25,100
CENTURY CMNTYS INC COM 156504300 3,387 110,455 SH   DFND 1 95,135 0 15,320
CENTURYLINK INC COM 156700106 684 68,098 SH   DFND 1 68,098 0 0
CHART INDS INC COM PAR $0.01 16115Q308 34,069 702,595 SH   DFND 1 461,565 0 241,030
CHARTER COMMUNICATIONS INC N CL A 16119P108 13 24 SH   DFND 1 24 0 0
CHEFS WHSE INC COM 163086101 4,305 317,000 SH   DFND 1 74,300 0 242,700
CHEMOURS CO COM 163851108 5,436 354,075 SH   DFND 1 307,975 0 46,100
CHEVRON CORP NEW COM 166764100 179,505 2,011,702 SH   DFND 1 1,563,929 0 447,773
CHIASMA INC COM 16706W102 659 122,400 SH   DFND 1 28,600 0 93,800
CHURCHILL DOWNS INC COM 171484108 393 2,945 SH   DFND 1 2,945 0 0
CINCINNATI FINL CORP COM 172062101 89 1,375 SH   DFND 1 1,375 0 0
CISCO SYS INC COM 17275R102 184,056 3,946,299 SH   DFND 1 3,194,948 0 751,351
CINTAS CORP COM 172908105 7 26 SH   DFND 1 26 0 0
CITIGROUP INC COM NEW 172967424 214,057 4,188,978 SH   DFND 1 3,181,605 0 1,007,373
CITI TRENDS INC COM 17306X102 150 7,389 SH   DFND 1 1,629 0 5,760
CITIZENS FINANCIAL GROUP INC COM 174610105 43,071 1,706,449 SH   DFND 1 1,260,647 0 445,802
CIVISTA BANCSHARES INC COM NO PAR 178867107 85 5,489 SH   DFND 1 1,199 0 4,290
CLEAN ENERGY FUELS CORP COM 184499101 239 107,388 SH   DFND 1 23,678 0 83,710
CLEARWATER PAPER CORP COM 18538R103 415 11,474 SH   DFND 1 2,524 0 8,950
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 40,309 709,405 SH   DFND 1 537,468 0 171,937
COHERENT INC COM 192479103 1,997 15,240 SH   DFND 1 10,990 0 4,250
COHERUS BIOSCIENCES INC COM 19249H103 2,732 152,935 SH   DFND 1 133,035 0 19,900
COHU INC COM 192576106 2,148 123,839 SH   DFND 1 28,887 0 94,952
COLFAX CORP COM 194014106 4 133 SH   DFND 1 133 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 1,327 75,781 SH   DFND 1 27,685 0 48,096
COLUMBIA BKG SYS INC COM 197236102 1,898 66,927 SH   DFND 1 57,127 0 9,800
COMCAST CORP NEW CL A 20030N101 153,192 3,929,990 SH   DFND 1 3,075,473 0 854,517
COMERICA INC COM 200340107 28,446 746,614 SH   DFND 1 535,214 0 211,400
COMMERCE BANCSHARES INC COM 200525103 5,774 97,082 SH   DFND 1 75,556 0 21,526
COMMERCIAL METALS CO COM 201723103 9,263 454,056 SH   DFND 1 389,596 0 64,460
COMMUNITY BANKERS TR CORP COM 203612106 22 3,901 SH   DFND 1 841 0 3,060
COMPUTER TASK GROUP INC COM 205477102 30 7,362 SH   DFND 1 1,602 0 5,760
CONAGRA BRANDS INC COM 205887102 14,794 420,625 SH   DFND 1 328,897 0 91,728
CONCHO RES INC COM 20605P101 8,238 159,942 SH   DFND 1 125,358 0 34,584
CONCRETE PUMPING HLDGS INC COM 206704108 141 40,503 SH   DFND 1 8,883 0 31,620
CONNECTONE BANCORP INC NEW COM 20786W107 411 25,436 SH   DFND 1 20,656 0 4,780
CONOCOPHILLIPS COM 20825C104 50,140 1,193,234 SH   DFND 1 910,471 0 282,763
COOPER TIRE & RUBR CO COM 216831107 4,256 154,113 SH   DFND 1 141,003 0 13,110
CORNERSTONE BLDG BRANDS INC COM 21925D109 3,727 614,874 SH   DFND 1 232,284 0 382,590
CORNING INC COM 219350105 15,914 614,424 SH   DFND 1 480,698 0 133,726
CORTEVA INC COM 22052L104 29,470 1,100,031 SH   DFND 1 763,918 0 336,113
COWEN INC CL A NEW 223622606 232 14,304 SH   DFND 1 3,154 0 11,150
CRANE CO COM 224399105 22 363 SH   DFND 1 363 0 0
CREDIT ACCEP CORP MICH COM 225310101 6,983 16,665 SH   DFND 1 12,956 0 3,709
CROSSFIRST BANKSHARES INC COM 22766M109 337 34,400 SH   DFND 1 18,280 0 16,120
CROWN CRAFTS INC COM 228309100 32 6,439 SH   DFND 1 1,419 0 5,020
CROWN HLDGS INC COM 228368106 50,095 769,151 SH   DFND 1 553,446 0 215,705
CULLEN FROST BANKERS INC COM 229899109 3,815 51,061 SH   DFND 1 40,134 0 10,927
CUMMINS INC COM 231021106 32,031 184,869 SH   DFND 1 156,097 0 28,772
CURTISS WRIGHT CORP COM 231561101 3,164 35,429 SH   DFND 1 27,911 0 7,518
D R HORTON INC COM 23331A109 34,031 613,707 SH   DFND 1 464,005 0 149,702
DANA INCORPORATED COM 235825205 3,798 311,539 SH   DFND 1 270,939 0 40,600
DARDEN RESTAURANTS INC COM 237194105 34,944 461,184 SH   DFND 1 347,484 0 113,700
DARLING INGREDIENTS INC COM 237266101 3 99 SH   DFND 1 99 0 0
DAVITA INC COM 23918K108 10,909 137,838 SH   DFND 1 111,572 0 26,266
DEERE & CO COM 244199105 46,968 298,873 SH   DFND 1 239,225 0 59,648
DELTA AIR LINES INC DEL COM NEW 247361702 5 157 SH   DFND 1 157 0 0
DICKS SPORTING GOODS INC COM 253393102 21 496 SH   DFND 1 496 0 0
DIGI INTL INC COM 253798102 222 19,002 SH   DFND 1 4,172 0 14,830
DIME CMNTY BANCSHARES INC COM 253922108 919 66,919 SH   DFND 1 55,399 0 11,520
DISCOVER FINL SVCS COM 254709108 137 2,730 SH   DFND 1 2,730 0 0
DISCOVERY INC COM SER A 25470F104 2,815 133,379 SH   DFND 1 105,209 0 28,170
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 8,274 8,978,000 PRN   DFND 1 5,948,000 0 3,030,000
DOLLAR GEN CORP NEW COM 256677105 7 36 SH   DFND 1 36 0 0
DOMINION ENERGY INC COM 25746U109 2,796 34,432 SH   DFND 1 34,432 0 0
DOMTAR CORP COM NEW 257559203 4,547 215,392 SH   DFND 1 184,752 0 30,640
DOVER CORP COM 260003108 11,520 119,298 SH   DFND 1 93,735 0 25,563
DRIL QUIP INC COM 262037104 1,083 36,340 SH   DFND 1 26,307 0 10,033
DUKE ENERGY CORP NEW COM NEW 26441C204 2,077 25,998 SH   DFND 1 25,998 0 0
DUPONT DE NEMOURS INC COM 26614N102 38,696 728,321 SH   DFND 1 521,707 0 206,614
EQT CORP COM 26884L109 5,466 459,325 SH   DFND 1 459,325 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 4,652 93,539 SH   DFND 1 93,539 0 0
EARTHSTONE ENERGY INC CL A 27032D304 31 10,750 SH   DFND 1 2,350 0 8,400
EAST WEST BANCORP INC COM 27579R104 14,211 392,131 SH   DFND 1 353,910 0 38,221
EASTMAN CHEM CO COM 277432100 34,787 499,525 SH   DFND 1 366,140 0 133,385
EATON VANCE CORP COM NON VTG 278265103 3,739 96,844 SH   DFND 1 76,295 0 20,549
EBAY INC. COM 278642103 52,471 1,000,397 SH   DFND 1 847,017 0 153,380
ECHOSTAR CORP CL A 278768106 4,892 174,941 SH   DFND 1 160,841 0 14,100
EDGEWELL PERS CARE CO COM 28035Q102 6,059 194,427 SH   DFND 1 166,607 0 27,820
ELECTRONIC ARTS INC COM 285512109 33,591 254,380 SH   DFND 1 199,143 0 55,237
EMCOR GROUP INC COM 29084Q100 3 34 SH   DFND 1 34 0 0
EMERSON ELEC CO COM 291011104 35,846 577,879 SH   DFND 1 469,412 0 108,467
EMPLOYERS HOLDINGS INC COM 292218104 2,700 89,545 SH   DFND 1 79,615 0 9,930
ENCORE CAP GROUP INC COM 292554102 2,109 61,680 SH   DFND 1 52,940 0 8,740
ENTERPRISE FINL SVCS CORP COM 293712105 1,712 54,984 SH   DFND 1 47,584 0 7,400
EQUITABLE HLDGS INC COM 29452E101 7,919 410,474 SH   DFND 1 322,556 0 87,918
ESSA BANCORP INC COM 29667D104 36 2,528 SH   DFND 1 568 0 1,960
ETSY INC COM 29786A106 1,279 12,037 SH   DFND 1 8,737 0 3,300
EVERCORE INC CLASS A 29977A105 5,512 93,536 SH   DFND 1 92,556 0 980
EVERGY INC COM 30034W106 11,649 196,468 SH   DFND 1 153,461 0 43,007
EVOLUS INC COM 30052C107 536 101,100 SH   DFND 1 23,700 0 77,400
EXELON CORP COM 30161N101 1,382 38,061 SH   DFND 1 38,061 0 0
EXP WORLD HLDGS INC COM 30212W100 4,663 273,488 SH   DFND 1 64,145 0 209,343
EZCORP INC CL A NON VTG 302301106 118 18,710 SH   DFND 1 4,110 0 14,600
EXXON MOBIL CORP COM 30231G102 4,233 94,644 SH   DFND 1 94,644 0 0
FBL FINL GROUP INC CL A 30239F106 1,207 33,608 SH   DFND 1 28,948 0 4,660
F M C CORP COM NEW 302491303 13,476 135,269 SH   DFND 1 111,008 0 24,261
F N B CORP COM 302520101 3,256 434,059 SH   DFND 1 434,059 0 0
FACEBOOK INC CL A 30303M102 39,622 174,490 SH   DFND 1 126,040 0 48,450
FEDEX CORP COM 31428X106 11,071 78,952 SH   DFND 1 54,852 0 24,100
FEDNAT HLDG CO COM 31431B109 55 4,882 SH   DFND 1 1,082 0 3,800
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 16 508 SH   DFND 1 508 0 0
FIFTH THIRD BANCORP COM 316773100 11,167 579,170 SH   DFND 1 454,065 0 125,105
FIRST AMERN FINL CORP COM 31847R102 10,459 217,795 SH   DFND 1 198,147 0 19,648
FIRST BANCORP P R COM NEW 318672706 5,286 945,462 SH   DFND 1 307,185 0 638,277
FIRST BANCORP N C COM 318910106 724 28,834 SH   DFND 1 23,444 0 5,390
FIRST BUSEY CORP COM NEW 319383204 1,406 75,359 SH   DFND 1 70,339 0 5,020
FIRST BUS FINL SVCS INC WIS COM 319390100 777 47,206 SH   DFND 1 515 0 46,691
FIRST CTZNS BANCSHARES INC N CL A 31946M103 5,456 13,470 SH   DFND 1 12,650 0 820
FIRST COMWLTH FINL CORP PA COM 319829107 1,710 206,496 SH   DFND 1 181,006 0 25,490
FIRST FINL CORP IND COM 320218100 184 4,982 SH   DFND 1 1,082 0 3,900
FIRST FINANCIAL NORTHWEST IN COM 32022K102 657 67,797 SH   DFND 1 0 0 67,797
FIRST FNDTN INC COM 32026V104 44 2,669 SH   DFND 1 589 0 2,080
FIRST HORIZON NATL CORP COM 320517105 26 2,526 SH   DFND 1 2,526 0 0
FIRST INTERNET BK IND COM 320557101 4,354 261,956 SH   DFND 1 59,778 0 202,178
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 88 2,835 SH   DFND 1 618 0 2,217
FIRST MERCHANTS CORP COM 320817109 1,864 67,595 SH   DFND 1 59,015 0 8,580
FIRST MIDWEST BANCORP DEL COM 320867104 3,457 258,924 SH   DFND 1 226,502 0 32,422
FIRST NORTHWEST BANCORP COM 335834107 1,622 130,541 SH   DFND 1 44,319 0 86,222
FIRST SOLAR INC COM 336433107 10 184 SH   DFND 1 184 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 6,157 209,207 SH   DFND 1 177,247 0 31,960
FIRSTENERGY CORP COM 337932107 29,956 772,435 SH   DFND 1 555,635 0 216,800
FIVE BELOW INC COM 33829M101 4 34 SH   DFND 1 34 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 986 3,920 SH   DFND 1 3,920 0 0
FLEXSTEEL INDS INC COM 339382103 36 2,830 SH   DFND 1 630 0 2,200
FLEXION THERAPEUTICS INC COM 33938J106 947 71,988 SH   DFND 1 26,758 0 45,230
FONAR CORP COM NEW 344437405 2,039 95,389 SH   DFND 1 22,421 0 72,968
FORD MTR CO DEL COM 345370860 139 22,769 SH   DFND 1 22,769 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 7,819 122,292 SH   DFND 1 96,026 0 26,266
FOX CORP CL A COM 35137L105 7,478 278,786 SH   DFND 1 218,639 0 60,147
FRANKLIN STR PPTYS CORP COM 35471R106 3,331 654,229 SH   DFND 1 263,376 0 390,853
FREEPORT-MCMORAN INC CL B 35671D857 46,616 4,028,979 SH   DFND 1 2,972,445 0 1,056,534
FRIEDMAN INDS INC COM 358435105 604 119,453 SH   DFND 1 119,453 0 0
FULTON FINL CORP PA COM 360271100 4,563 433,317 SH   DFND 1 383,807 0 49,510
FUTUREFUEL CORP COM 36116M106 189 15,744 SH   DFND 1 3,444 0 12,300
GATX CORP COM 361448103 2,980 48,854 SH   DFND 1 40,644 0 8,210
GCI LIBERTY INC COM CLASS A 36164V305 10 135 SH   DFND 1 135 0 0
GMS INC COM 36251C103 3,984 161,991 SH   DFND 1 138,951 0 23,040
GENERAL DYNAMICS CORP COM 369550108 37,565 251,334 SH   DFND 1 196,598 0 54,736
GENERAL MTRS CO COM 37045V100 81,600 3,225,277 SH   DFND 1 2,442,218 0 783,059
GENTEX CORP COM 371901109 8,309 322,395 SH   DFND 1 277,684 0 44,711
GENUINE PARTS CO COM 372460105 10,915 125,509 SH   DFND 1 98,040 0 27,469
GILEAD SCIENCES INC COM 375558103 84,551 1,098,920 SH   DFND 1 860,829 0 238,091
GLATFELTER COM 377316104 362 22,539 SH   DFND 1 4,889 0 17,650
GLOBUS MED INC CL A 379577208 2,368 49,626 SH   DFND 1 35,749 0 13,877
GLOBE LIFE INC COM 37959E102 15,307 206,208 SH   DFND 1 162,700 0 43,508
GOLDMAN SACHS GROUP INC COM 38141G104 60,806 307,691 SH   DFND 1 240,625 0 67,066
GRAINGER W W INC COM 384802104 17,090 54,396 SH   DFND 1 44,271 0 10,125
GRAY TELEVISION INC COM 389375106 3,828 274,408 SH   DFND 1 235,408 0 39,000
GREAT LAKES DREDGE & DOCK CO COM 390607109 216 23,310 SH   DFND 1 5,110 0 18,200
GREAT SOUTHN BANCORP INC COM 390905107 525 12,999 SH   DFND 1 8,959 0 4,040
GREEN BRICK PARTNERS INC COM 392709101 417 35,156 SH   DFND 1 7,706 0 27,450
GREEN PLAINS INC COM 393222104 131 12,800 SH   DFND 1 2,800 0 10,000
GREENBRIER COS INC COM 393657101 2,841 124,838 SH   DFND 1 107,068 0 17,770
GREIF INC CL A 397624107 3,457 100,443 SH   DFND 1 86,223 0 14,220
GROUP 1 AUTOMOTIVE INC COM 398905109 4,316 65,409 SH   DFND 1 56,219 0 9,190
HCA HEALTHCARE INC COM 40412C101 54,163 558,031 SH   DFND 1 420,373 0 137,658
HD SUPPLY HLDGS INC COM 40416M105 5,917 170,754 SH   DFND 1 143,790 0 26,964
HP INC COM 40434L105 20,977 1,203,491 SH   DFND 1 950,167 0 253,324
HANESBRANDS INC COM 410345102 9,712 860,165 SH   DFND 1 860,165 0 0
HANMI FINL CORP COM NEW 410495204 3,030 311,997 SH   DFND 1 73,000 0 238,997
HANOVER INS GROUP INC COM 410867105 3,329 32,850 SH   DFND 1 26,836 0 6,014
HARBORONE BANCORP INC NEW COM NEW 41165Y100 3,353 392,620 SH   DFND 1 92,241 0 300,379
HARLEY DAVIDSON INC COM 412822108 13,538 569,524 SH   DFND 1 559,734 0 9,790
HARTFORD FINL SVCS GROUP INC COM 416515104 137 3,548 SH   DFND 1 3,548 0 0
HAWAIIAN HOLDINGS INC COM 419879101 2,539 180,800 SH   DFND 1 42,300 0 138,500
HAYNES INTERNATIONAL INC COM NEW 420877201 3,421 146,419 SH   DFND 1 34,151 0 112,268
HEARTLAND FINL USA INC COM 42234Q102 1,854 55,418 SH   DFND 1 48,558 0 6,860
HECLA MNG CO COM 422704106 5,213 1,594,026 SH   DFND 1 1,407,496 0 186,530
HEIDRICK & STRUGGLES INTL IN COM 422819102 151 6,952 SH   DFND 1 1,522 0 5,430
HERITAGE INS HLDGS INC COM 42727J102 4,858 371,108 SH   DFND 1 163,840 0 207,268
HEWLETT PACKARD ENTERPRISE C COM 42824C109 11,009 1,131,378 SH   DFND 1 887,473 0 243,905
HIBBETT SPORTS INC COM 428567101 254 12,090 SH   DFND 1 2,650 0 9,440
HILLTOP HOLDINGS INC COM 432748101 2,419 131,088 SH   DFND 1 118,588 0 12,500
HILTON GRAND VACATIONS INC COM 43283X105 5,949 304,296 SH   DFND 1 261,766 0 42,530
HOLLYFRONTIER CORP COM 436106108 6 200 SH   DFND 1 200 0 0
HOME BANCSHARES INC COM 436893200 3,681 239,328 SH   DFND 1 216,778 0 22,550
HOMESTREET INC COM 43785V102 5,783 234,949 SH   DFND 1 107,941 0 127,008
HONEYWELL INTL INC COM 438516106 101,246 700,227 SH   DFND 1 577,026 0 123,201
HOOKER FURNITURE CORP COM 439038100 162 8,307 SH   DFND 1 1,807 0 6,500
HOPE BANCORP INC COM 43940T109 4,529 491,120 SH   DFND 1 408,030 0 83,090
HORACE MANN EDUCATORS CORP N COM 440327104 4,251 115,736 SH   DFND 1 100,296 0 15,440
HORIZON BANCORP INC COM 440407104 1,631 152,500 SH   DFND 1 35,700 0 116,800
HOWMET AEROSPACE INC COM 443201108 569 35,836 SH   DFND 1 35,836 0 0
HUBBELL INC COM 443510607 5,951 47,465 SH   DFND 1 36,939 0 10,526
HUMANA INC COM 444859102 13 32 SH   DFND 1 32 0 0
HUNT J B TRANS SVCS INC COM 445658107 1 5 SH   DFND 1 5 0 0
HUNTINGTON BANCSHARES INC COM 446150104 8,233 911,198 SH   DFND 1 716,916 0 194,282
HUNTINGTON INGALLS INDS INC COM 446413106 7,531 43,156 SH   DFND 1 35,637 0 7,519
HUNTSMAN CORP COM 447011107 48,975 2,725,345 SH   DFND 1 2,215,561 0 509,784
HURCO COMPANIES INC COM 447324104 132 4,719 SH   DFND 1 1,039 0 3,680
HYATT HOTELS CORP COM CL A 448579102 1,490 29,623 SH   DFND 1 23,308 0 6,315
HYSTER YALE MATLS HANDLING I CL A 449172105 6,763 174,911 SH   DFND 1 70,614 0 104,297
IPG PHOTONICS CORP COM 44980X109 21,012 131,003 SH   DFND 1 94,003 0 37,000
ITT INC COM 45073V108 4,122 70,157 SH   DFND 1 55,020 0 15,137
ILLINOIS TOOL WKS INC COM 452308109 14,421 82,471 SH   DFND 1 82,471 0 0
INDEPENDENT BK CORP MICH COM NEW 453838609 77 5,165 SH   DFND 1 1,125 0 4,040
INDEPENDENT BK GROUP INC COM 45384B106 7,054 174,078 SH   DFND 1 108,758 0 65,320
INGLES MKTS INC CL A 457030104 2,063 47,887 SH   DFND 1 40,777 0 7,110
INGREDION INC COM 457187102 48,777 587,667 SH   DFND 1 418,196 0 169,471
INSIGHT ENTERPRISES INC COM 45765U103 6,640 134,946 SH   DFND 1 115,826 0 19,120
INNOVIVA INC COM 45781M101 5,424 387,948 SH   DFND 1 332,798 0 55,150
INTEL CORP COM 458140100 255,976 4,278,380 SH   DFND 1 3,460,152 0 818,228
INTERFACE INC COM 458665304 1,693 207,956 SH   DFND 1 178,906 0 29,050
INTERNATIONAL BANCSHARES COR COM 459044103 5,200 162,368 SH   DFND 1 144,558 0 17,810
INTERNATIONAL BUSINESS MACHS COM 459200101 92,905 769,272 SH   DFND 1 602,358 0 166,914
INTL PAPER CO COM 460146103 12,166 345,500 SH   DFND 1 271,617 0 73,883
INTERPUBLIC GROUP COS INC COM 460690100 4,836 281,764 SH   DFND 1 219,710 0 62,054
INTL FCSTONE INC COM 46116V105 2,944 53,518 SH   DFND 1 46,408 0 7,110
INVESTORS BANCORP INC NEW COM 46146L101 5,040 592,912 SH   DFND 1 522,612 0 70,300
IROBOT CORP COM 462726100 2,005 23,891 SH   DFND 1 17,211 0 6,680
ISHARES INC MSCI STH KOR ETF 464286772 503 8,800 SH   DFND 1 0 0 8,800
ISHARES TR RUS MDCP VAL ETF 464287473 122 1,586 SH   DFND 1 1,586 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 26,484 235,154 SH   DFND 1 131,410 0 103,744
ISHARES TR RUS 2000 VAL ETF 464287630 955 9,797 SH   DFND 1 9,797 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 339 72,200 SH   DFND 1 0 0 72,200
J & J SNACK FOODS CORP COM 466032109 819 6,441 SH   DFND 1 4,661 0 1,780
JPMORGAN CHASE & CO COM 46625H100 305,514 3,248,074 SH   DFND 1 2,512,521 0 735,553
JABIL INC COM 466313103 3,979 124,018 SH   DFND 1 97,553 0 26,465
JACOBS ENGR GROUP INC COM 469814107 3 33 SH   DFND 1 33 0 0
JEFFERIES FINL GROUP INC COM 47233W109 10,986 706,439 SH   DFND 1 648,793 0 57,646
JELD-WEN HLDG INC COM 47580P103 1,137 70,549 SH   DFND 1 50,089 0 20,460
JETBLUE AWYS CORP COM 477143101 37 3,347 SH   DFND 1 3,347 0 0
JOHNSON & JOHNSON COM 478160104 136,295 969,168 SH   DFND 1 756,360 0 212,808
JONES LANG LASALLE INC COM 48020Q107 5 42 SH   DFND 1 42 0 0
JUNIPER NETWORKS INC COM 48203R104 6,533 285,757 SH   DFND 1 223,603 0 62,154
KLA CORP COM NEW 482480100 8 39 SH   DFND 1 39 0 0
KKR & CO INC COM 48251W104 16,093 521,126 SH   DFND 1 379,336 0 141,790
KANSAS CITY SOUTHERN COM NEW 485170302 4 24 SH   DFND 1 24 0 0
KB HOME COM 48666K109 8,853 288,531 SH   DFND 1 242,201 0 46,330
KEARNY FINL CORP MD COM 48716P108 2,080 254,261 SH   DFND 1 222,245 0 32,016
KELLOGG CO COM 487836108 19,637 297,248 SH   DFND 1 233,089 0 64,159
KEMPER CORP DEL COM 488401100 7,655 105,549 SH   DFND 1 105,549 0 0
KEY TRONIC CORP COM 493144109 32 6,017 SH   DFND 1 1,357 0 4,660
KEYCORP COM 493267108 10,456 858,451 SH   DFND 1 672,590 0 185,861
KIMBALL ELECTRONICS INC COM 49428J109 224 16,516 SH   DFND 1 3,646 0 12,870
KINDER MORGAN INC DEL COM 49456B101 28,497 1,878,469 SH   DFND 1 1,478,759 0 399,710
KIRBY CORP COM 497266106 5 80 SH   DFND 1 80 0 0
KNOLL INC COM NEW 498904200 2,713 222,500 SH   DFND 1 52,100 0 170,400
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 6,186 148,293 SH   DFND 1 115,812 0 32,481
KORN FERRY COM NEW 500643200 3,648 118,695 SH   DFND 1 103,195 0 15,500
KRAFT HEINZ CO COM 500754106 32,403 1,016,073 SH   DFND 1 799,539 0 216,534
KROGER CO COM 501044101 51,154 1,511,196 SH   DFND 1 1,080,496 0 430,700
LGI HOMES INC COM 50187T106 7,128 80,969 SH   DFND 1 69,689 0 11,280
LKQ CORP COM 501889208 7,031 268,332 SH   DFND 1 210,789 0 57,543
LPL FINL HLDGS INC COM 50212V100 8,972 114,429 SH   DFND 1 98,991 0 15,438
LABORATORY CORP AMER HLDGS COM NEW 50540R409 13,929 83,851 SH   DFND 1 65,605 0 18,246
LAKELAND BANCORP INC COM 511637100 854 74,664 SH   DFND 1 66,389 0 8,275
LAM RESEARCH CORP COM 512807108 40,724 125,899 SH   DFND 1 103,543 0 22,356
LANDSTAR SYS INC COM 515098101 499 4,440 SH   DFND 1 4,440 0 0
LAS VEGAS SANDS CORP COM 517834107 6,480 142,271 SH   DFND 1 142,271 0 0
LAWSON PRODS INC COM 520776105 1,559 48,300 SH   DFND 1 11,300 0 37,000
LEAR CORP COM NEW 521865204 5,481 50,275 SH   DFND 1 39,649 0 10,626
LEIDOS HOLDINGS INC COM 525327102 4 35 SH   DFND 1 35 0 0
LENNAR CORP CL A 526057104 15,106 245,140 SH   DFND 1 192,410 0 52,730
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 4 111 SH   DFND 1 111 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 10 272 SH   DFND 1 272 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 7 199 SH   DFND 1 199 0 0
LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 1 25 SH   DFND 1 25 0 0
LILLY ELI & CO COM 532457108 8 45 SH   DFND 1 45 0 0
LINCOLN ELEC HLDGS INC COM 533900106 5,513 65,434 SH   DFND 1 55,210 0 10,224
LINCOLN NATL CORP IND COM 534187109 80 2,174 SH   DFND 1 2,174 0 0
LITHIA MTRS INC CL A 536797103 7,510 49,623 SH   DFND 1 42,023 0 7,600
LOCKHEED MARTIN CORP COM 539830109 89,166 244,342 SH   DFND 1 191,512 0 52,830
LOEWS CORP COM 540424108 8,828 257,437 SH   DFND 1 201,398 0 56,039
LOWES COS INC COM 548661107 12,847 95,078 SH   DFND 1 95,078 0 0
LULULEMON ATHLETICA INC COM 550021109 6 17 SH   DFND 1 17 0 0
LUTHER BURBANK CORP COM 550550107 3,671 367,017 SH   DFND 1 158,923 0 208,094
M & T BK CORP COM 55261F104 11,787 113,362 SH   DFND 1 89,001 0 24,361
MBIA INC COM 55262C100 1,702 234,665 SH   DFND 1 200,475 0 34,190
M D C HLDGS INC COM 552676108 8,009 224,315 SH   DFND 1 191,998 0 32,317
MGIC INVT CORP WIS COM 552848103 24 2,921 SH   DFND 1 2,921 0 0
M/I HOMES INC COM 55305B101 3,449 100,130 SH   DFND 1 86,160 0 13,970
MSC INDL DIRECT INC CL A 553530106 200 2,741 SH   DFND 1 2,741 0 0
MTS SYS CORP COM 553777103 3,742 212,700 SH   DFND 1 85,713 0 126,987
MAGNA INTL INC COM 559222401 16,467 369,793 SH   DFND 1 258,093 0 111,700
MANITOWOC CO INC COM NEW 563571405 136 12,412 SH   DFND 1 2,722 0 9,690
MANPOWERGROUP INC COM 56418H100 9,503 138,216 SH   DFND 1 127,591 0 10,625
MARINEMAX INC COM 567908108 317 14,141 SH   DFND 1 3,111 0 11,030
MARKEL CORP COM 570535104 11,316 12,257 SH   DFND 1 9,641 0 2,616
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 4 46 SH   DFND 1 46 0 0
MASCO CORP COM 574599106 12,313 245,226 SH   DFND 1 191,995 0 53,231
MASTEC INC COM 576323109 10,767 239,948 SH   DFND 1 201,588 0 38,360
MASTERCARD INCORPORATED CL A 57636Q104 29 97 SH   DFND 1 97 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 2,427 127,361 SH   DFND 1 29,788 0 97,573
MAXIM INTEGRATED PRODS INC COM 57772K101 2,369 39,077 SH   DFND 1 39,077 0 0
MCKESSON CORP COM 58155Q103 24,458 159,418 SH   DFND 1 125,333 0 34,085
MERCANTILE BANK CORP COM 587376104 97 4,287 SH   DFND 1 977 0 3,310
MERCK & CO. INC COM 58933Y105 176,452 2,281,799 SH   DFND 1 1,802,411 0 479,388
MERITAGE HOMES CORP COM 59001A102 11,106 145,895 SH   DFND 1 125,185 0 20,710
MERITOR INC COM 59001K100 5,768 291,279 SH   DFND 1 250,959 0 40,320
METHODE ELECTRS INC COM 591520200 3,198 102,292 SH   DFND 1 87,462 0 14,830
METLIFE INC COM 59156R108 29,169 798,703 SH   DFND 1 625,072 0 173,631
METROPOLITAN BK HLDG CORP COM 591774104 95 2,950 SH   DFND 1 650 0 2,300
MICRON TECHNOLOGY INC COM 595112103 80,389 1,560,333 SH   DFND 1 1,190,672 0 369,661
MIDWESTONE FINL GROUP INC NE COM 598511103 88 4,376 SH   DFND 1 946 0 3,430
MILLER INDS INC TENN COM NEW 600551204 216 7,227 SH   DFND 1 1,587 0 5,640
MINERALS TECHNOLOGIES INC COM 603158106 4,732 100,830 SH   DFND 1 86,860 0 13,970
MOHAWK INDS INC COM 608190104 6,250 61,419 SH   DFND 1 49,490 0 11,929
MOLINA HEALTHCARE INC COM 60855R100 9,354 52,556 SH   DFND 1 41,930 0 10,626
MOLSON COORS BEVERAGE CO CL B 60871R209 33,831 984,578 SH   DFND 1 730,092 0 254,486
MONTAGE RES CORP COM 61179L100 52 12,930 SH   DFND 1 2,830 0 10,100
MORGAN STANLEY COM NEW 617446448 67,956 1,406,953 SH   DFND 1 1,101,695 0 305,258
MOTORCAR PTS AMER INC COM 620071100 101 5,661 SH   DFND 1 1,251 0 4,410
MURPHY USA INC COM 626755102 257 2,280 SH   DFND 1 2,280 0 0
NRG ENERGY INC COM NEW 629377508 7,119 218,641 SH   DFND 1 171,625 0 47,016
NATIONAL BK HLDGS CORP CL A 633707104 1,409 52,155 SH   DFND 1 45,295 0 6,860
NELNET INC CL A 64031N108 3,549 74,324 SH   DFND 1 64,764 0 9,560
NEOS THERAPEUTICS INC COM 64052L106 86 125,303 SH   DFND 1 27,900 0 97,403
NETAPP INC COM 64110D104 8,123 183,065 SH   DFND 1 143,968 0 39,097
NETWORK-1 TECHNOLOGIES INC COM 64121N109 28 12,573 SH   DFND 1 2,773 0 9,800
NEW HOME CO INC COM 645370107 22 6,530 SH   DFND 1 1,430 0 5,100
NEW YORK CMNTY BANCORP INC COM 649445103 11,810 1,157,841 SH   DFND 1 1,071,422 0 86,419
NEWELL BRANDS INC COM 651229106 9 566 SH   DFND 1 566 0 0
NEWMONT CORP COM 651639106 61,198 991,220 SH   DFND 1 705,770 0 285,450
NEWS CORP NEW CL A 65249B109 5 404 SH   DFND 1 404 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 3 28 SH   DFND 1 28 0 0
NEXTERA ENERGY INC COM 65339F101 4,698 19,557 SH   DFND 1 19,557 0 0
NORFOLK SOUTHERN CORP COM 655844108 36,656 208,782 SH   DFND 1 163,782 0 45,000
NORTHEAST BK LEWISTON ME COM 66405S100 47 2,669 SH   DFND 1 579 0 2,090
NORTHERN TR CORP COM 665859104 14,567 183,594 SH   DFND 1 143,795 0 39,799
NORTHFIELD BANCORP INC DEL COM 66611T108 1,448 125,691 SH   DFND 1 110,861 0 14,830
NORTHROP GRUMMAN CORP COM 666807102 45,082 146,634 SH   DFND 1 114,554 0 32,080
NORTHWEST BANCSHARES INC MD COM 667340103 2,672 261,228 SH   DFND 1 230,708 0 30,520
NORTHWEST PIPE CO COM 667746101 130 5,165 SH   DFND 1 1,125 0 4,040
NUCOR CORP COM 670346105 11,036 266,489 SH   DFND 1 209,648 0 56,841
OGE ENERGY CORP COM 670837103 5,032 165,740 SH   DFND 1 130,152 0 35,588
OREILLY AUTOMOTIVE INC COM 67103H107 2,489 5,902 SH   DFND 1 5,902 0 0
OCEANFIRST FINL CORP COM 675234108 2,413 136,816 SH   DFND 1 118,556 0 18,260
OFFICE DEPOT INC COM 676220106 4,572 1,945,267 SH   DFND 1 1,673,687 0 271,580
OLD DOMINION FREIGHT LINE IN COM 679580100 4 19 SH   DFND 1 19 0 0
OLD NATL BANCORP IND COM 680033107 4,821 350,356 SH   DFND 1 301,456 0 48,900
OLD REP INTL CORP COM 680223104 3,085 189,132 SH   DFND 1 149,037 0 40,095
OLD SECOND BANCORP INC ILL COM 680277100 3,081 395,991 SH   DFND 1 92,491 0 303,500
OLYMPIC STEEL INC COM 68162K106 1,772 150,778 SH   DFND 1 35,182 0 115,596
OMNICOM GROUP INC COM 681919106 17,513 320,748 SH   DFND 1 280,247 0 40,501
ON SEMICONDUCTOR CORP COM 682189105 6,970 351,619 SH   DFND 1 274,929 0 76,690
ONEMAIN HLDGS INC COM 68268W103 557 22,661 SH   DFND 1 22,661 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 140 6,418 SH   DFND 1 1,398 0 5,020
ORACLE CORP COM 68389X105 170,947 3,092,935 SH   DFND 1 2,509,348 0 583,587
ORION ENERGY SYSTEMS INC COM 686275108 38 10,890 SH   DFND 1 2,390 0 8,500
OSHKOSH CORP COM 688239201 17,249 240,840 SH   DFND 1 228,410 0 12,430
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 112 60,112 SH   DFND 1 13,172 0 46,940
OWENS CORNING NEW COM 690742101 5,296 94,976 SH   DFND 1 74,224 0 20,752
PDL CMNTY BANCORP COM 69290X101 986 96,788 SH   DFND 1 23,800 0 72,988
PCSB FINL CORP COM 69324R104 112 8,795 SH   DFND 1 1,935 0 6,860
PG&E CORP COM 69331C108 3 324 SH   DFND 1 324 0 0
PNC FINL SVCS GROUP INC COM 693475105 40,056 380,720 SH   DFND 1 298,015 0 82,705
POSCO SPONSORED ADR 693483109 241 6,500 SH   DFND 1 0 0 6,500
PPG INDS INC COM 693506107 22,728 214,286 SH   DFND 1 172,583 0 41,703
PPL CORP COM 69351T106 28,937 1,119,829 SH   DFND 1 803,529 0 316,300
PACCAR INC COM 693718108 23,489 313,810 SH   DFND 1 248,348 0 65,462
PACIFIC PREMIER BANCORP COM 69478X105 1,196 55,141 SH   DFND 1 51,271 0 3,870
PACKAGING CORP AMER COM 695156109 8,211 82,274 SH   DFND 1 64,429 0 17,845
PARKE BANCORP INC COM 700885106 1,374 101,360 SH   DFND 1 27,655 0 73,705
PARKER HANNIFIN CORP COM 701094104 20,503 111,872 SH   DFND 1 87,611 0 24,261
PEAPACK-GLADSTONE FINL CORP COM 704699107 145 7,692 SH   DFND 1 1,682 0 6,010
PENNYMAC FINL SVCS INC NEW COM 70932M107 6,541 156,503 SH   DFND 1 134,263 0 22,240
PENSKE AUTOMOTIVE GRP INC COM 70959W103 11,382 294,028 SH   DFND 1 252,608 0 41,420
PEOPLES BANCORP INC COM 709789101 171 8,016 SH   DFND 1 1,766 0 6,250
PEOPLES UNITED FINANCIAL INC COM 712704105 7,945 686,625 SH   DFND 1 686,625 0 0
PFIZER INC COM 717081103 189,415 5,792,480 SH   DFND 1 4,512,937 0 1,279,543
PHILIP MORRIS INTL INC COM 718172109 94,616 1,350,498 SH   DFND 1 1,057,471 0 293,027
PHILLIPS 66 COM 718546104 27,781 386,375 SH   DFND 1 302,467 0 83,908
PHOTRONICS INC COM 719405102 2,634 236,633 SH   DFND 1 203,793 0 32,840
PINNACLE FINL PARTNERS INC COM 72346Q104 6,325 150,608 SH   DFND 1 129,308 0 21,300
PINNACLE WEST CAP CORP COM 723484101 10,802 147,385 SH   DFND 1 115,906 0 31,479
PIONEER BANCORP INC COM 723561106 1,310 143,159 SH   DFND 1 33,500 0 109,659
PIONEER NAT RES CO COM 723787107 12,378 126,687 SH   DFND 1 99,220 0 27,467
PIPER SANDLER COMPANIES COM 724078100 2,274 38,422 SH   DFND 1 33,892 0 4,530
PLANET FITNESS INC CL A 72703H101 1,240 20,473 SH   DFND 1 14,513 0 5,960
POPULAR INC COM NEW 733174700 19,418 522,398 SH   DFND 1 416,740 0 105,658
PORTLAND GEN ELEC CO COM NEW 736508847 38 887 SH   DFND 1 887 0 0
POWELL INDS INC COM 739128106 2,216 80,900 SH   DFND 1 18,900 0 62,000
PREFERRED BK LOS ANGELES CA COM NEW 740367404 955 22,277 SH   DFND 1 17,497 0 4,780
PREMIER FINANCIAL CORP COM 74052F108 298 16,841 SH   DFND 1 3,700 0 13,141
PRICE T ROWE GROUP INC COM 74144T108 27,181 220,088 SH   DFND 1 176,279 0 43,809
PRIMERICA INC COM 74164M108 3,827 32,819 SH   DFND 1 25,602 0 7,217
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 103 2,462 SH   DFND 1 2,462 0 0
PROCTER AND GAMBLE CO COM 742718109 9,109 76,178 SH   DFND 1 76,178 0 0
PROGRESSIVE CORP OHIO COM 743315103 39,007 486,916 SH   DFND 1 383,260 0 103,656
PROSPERITY BANCSHARES INC COM 743606105 3 47 SH   DFND 1 47 0 0
PROVIDENT FINL HLDGS INC COM 743868101 45 3,285 SH   DFND 1 715 0 2,570
PRUDENTIAL FINL INC COM 744320102 21,358 350,706 SH   DFND 1 275,119 0 75,587
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 33,772 686,976 SH   DFND 1 543,821 0 143,155
PULTE GROUP INC COM 745867101 40,814 1,199,328 SH   DFND 1 881,561 0 317,767
PURPLE INNOVATION INC COM 74640Y106 6,464 359,064 SH   DFND 1 84,300 0 274,764
QCR HOLDINGS INC COM 74727A104 197 6,288 SH   DFND 1 1,388 0 4,900
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 1,546 284,179 SH   DFND 1 87,802 0 196,377
QORVO INC COM 74736K101 10,574 95,659 SH   DFND 1 74,205 0 21,454
QUALCOMM INC COM 747525103 6,138 67,292 SH   DFND 1 67,292 0 0
QUANTA SVCS INC COM 74762E102 13,566 345,798 SH   DFND 1 318,630 0 27,168
QUEST DIAGNOSTICS INC COM 74834L100 13,325 116,920 SH   DFND 1 91,356 0 25,564
QURATE RETAIL INC COM SER A 74915M100 4 380 SH   DFND 1 380 0 0
RBB BANCORP COM 74930B105 16 1,122 SH   DFND 1 262 0 860
RCI HOSPITALITY HLDGS INC COM 74934Q108 46 3,310 SH   DFND 1 710 0 2,600
RPM INTL INC COM 749685103 1 6 SH   DFND 1 6 0 0
RADIAN GROUP INC COM 750236101 7,393 476,655 SH   DFND 1 476,655 0 0
RALPH LAUREN CORP CL A 751212101 5,036 69,430 SH   DFND 1 60,910 0 8,520
RANGE RES CORP COM 75281A109 3,106 551,544 SH   DFND 1 479,644 0 71,900
RAYMOND JAMES FINL INC COM 754730109 8,328 120,987 SH   DFND 1 94,721 0 26,266
RE MAX HLDGS INC CL A 75524W108 286 9,087 SH   DFND 1 1,977 0 7,110
REALOGY HLDGS CORP COM 75605Y106 1,844 248,727 SH   DFND 1 216,327 0 32,400
RECRO PHARMA INC COM 75629F109 831 182,500 SH   DFND 1 41,500 0 141,000
RED VIOLET INC COM 75704L104 1,710 96,935 SH   DFND 1 22,735 0 74,200
REGAL BELOIT CORP COM 758750103 4 44 SH   DFND 1 44 0 0
REGIS CORP MINN COM 758932107 1,744 213,200 SH   DFND 1 49,900 0 163,300
REGIONS FINANCIAL CORP NEW COM 7591EP100 9,499 854,172 SH   DFND 1 672,020 0 182,152
RELIANCE STEEL & ALUMINUM CO COM 759509102 6,017 63,383 SH   DFND 1 50,952 0 12,431
RENASANT CORP COM 75970E107 3,101 124,532 SH   DFND 1 108,720 0 15,812
RENT A CTR INC NEW COM 76009N100 5,881 211,392 SH   DFND 1 181,325 0 30,067
REPUBLIC BANCORP INC KY CL A 760281204 4,390 134,209 SH   DFND 1 52,163 0 82,046
REPUBLIC FIRST BANCORP INC COM 760416107 1,876 768,534 SH   DFND 1 179,300 0 589,234
REX AMERICAN RESOURCES CORP COM 761624105 285 4,104 SH   DFND 1 914 0 3,190
RHYTHM PHARMACEUTICALS INC COM 76243J105 920 41,231 SH   DFND 1 15,121 0 26,110
RICHARDSON ELECTRS LTD COM 763165107 14 3,314 SH   DFND 1 714 0 2,600
RIVERVIEW BANCORP INC COM 769397100 52 9,107 SH   DFND 1 1,997 0 7,110
ROBERT HALF INTL INC COM 770323103 7,085 134,103 SH   DFND 1 113,752 0 20,351
ROCKWELL AUTOMATION INC COM 773903109 5,275 24,764 SH   DFND 1 24,764 0 0
ROCKY BRANDS INC COM 774515100 78 3,781 SH   DFND 1 841 0 2,940
ROGERS CORP COM 775133101 2,471 19,829 SH   DFND 1 14,279 0 5,550
ROSS STORES INC COM 778296103 1,143 13,401 SH   DFND 1 13,401 0 0
RUSH ENTERPRISES INC CL A 781846209 4,125 99,478 SH   DFND 1 85,628 0 13,850
RYERSON HLDG CORP COM 783754104 147 26,050 SH   DFND 1 5,710 0 20,340
S & T BANCORP INC COM 783859101 1,549 66,016 SH   DFND 1 57,066 0 8,950
SEI INVTS CO COM 784117103 7,325 133,230 SH   DFND 1 106,764 0 26,466
SB ONE BANCORP COM 78413T103 11 525 SH   DFND 1 125 0 400
SLM CORP COM 78442P106 27,104 3,855,378 SH   DFND 1 3,003,191 0 852,187
SVB FINANCIAL GROUP COM 78486Q101 9,892 45,895 SH   DFND 1 35,770 0 10,125
SABRE CORP COM 78573M104 1,040 128,940 SH   DFND 1 92,810 0 36,130
SALLY BEAUTY HLDGS INC COM 79546E104 5,601 446,971 SH   DFND 1 383,491 0 63,480
SANMINA CORPORATION COM 801056102 4,949 197,636 SH   DFND 1 170,306 0 27,330
SANTANDER CONSUMER USA HDG I COM 80283M101 849 46,111 SH   DFND 1 46,111 0 0
SCANSOURCE INC COM 806037107 2,065 85,719 SH   DFND 1 72,729 0 12,990
HENRY SCHEIN INC COM 806407102 8,611 147,464 SH   DFND 1 119,594 0 27,870
SCHNITZER STL INDS CL A 806882106 333 18,821 SH   DFND 1 4,111 0 14,710
SCHOLASTIC CORP COM 807066105 3,778 126,169 SH   DFND 1 108,220 0 17,949
SCHWAB CHARLES CORP COM 808513105 43,899 1,301,069 SH   DFND 1 1,015,983 0 285,086
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,673 109,922 SH   DFND 1 94,602 0 15,320
SEABOARD CORP COM 811543107 6 2 SH   DFND 1 2 0 0
SEACOR HOLDINGS INC COM 811904101 2,015 71,116 SH   DFND 1 61,316 0 9,800
SEALED AIR CORP NEW COM 81211K100 4,237 128,961 SH   DFND 1 101,393 0 27,568
SHORE BANCSHARES INC COM 825107105 58 5,196 SH   DFND 1 1,156 0 4,040
SIERRA BANCORP COM 82620P102 116 6,093 SH   DFND 1 1,356 0 4,737
SIGNATURE BK NEW YORK N Y COM 82669G104 4,832 45,185 SH   DFND 1 35,662 0 9,523
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 3,630 212,128 SH   DFND 1 182,588 0 29,540
SKECHERS U S A INC CL A 830566105 3,613 115,114 SH   DFND 1 90,254 0 24,860
SKYWORKS SOLUTIONS INC COM 83088M102 6 42 SH   DFND 1 42 0 0
SMITH A O CORP COM 831865209 958 20,314 SH   DFND 1 20,314 0 0
SMARTFINANCIAL INC COM NEW 83190L208 90 5,509 SH   DFND 1 1,199 0 4,310
SMUCKER J M CO COM NEW 832696405 10,127 95,709 SH   DFND 1 75,459 0 20,250
SNAP ON INC COM 833034101 7,138 51,530 SH   DFND 1 41,004 0 10,526
SONIC AUTOMOTIVE INC CL A 83545G102 3,124 97,876 SH   DFND 1 82,186 0 15,690
SONOCO PRODS CO COM 835495102 3,472 66,396 SH   DFND 1 53,065 0 13,331
SOUTH ST CORP COM 840441109 3,112 65,291 SH   DFND 1 51,169 0 14,122
SOUTHERN CO COM 842587107 5,835 112,535 SH   DFND 1 112,535 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 96 9,896 SH   DFND 1 2,176 0 7,720
SOUTHWEST AIRLS CO COM 844741108 4,362 127,604 SH   DFND 1 127,604 0 0
SPARK ENERGY INC CL A COM 846511103 38 5,250 SH   DFND 1 1,150 0 4,100
SPARTANNASH CO COM 847215100 537 25,270 SH   DFND 1 5,540 0 19,730
SPOK HLDGS INC COM 84863T106 64 6,798 SH   DFND 1 1,498 0 5,300
SPORTSMANS WHSE HLDGS INC COM 84920Y106 3,964 278,115 SH   DFND 1 65,278 0 212,837
STATE STR CORP COM 857477103 21,499 338,286 SH   DFND 1 269,816 0 68,470
STEEL DYNAMICS INC COM 858119100 21,597 827,779 SH   DFND 1 787,278 0 40,501
STIFEL FINL CORP COM 860630102 8,473 178,622 SH   DFND 1 160,112 0 18,510
STITCH FIX INC COM CL A 860897107 5,578 223,641 SH   DFND 1 174,241 0 49,400
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,352 165,871 SH   DFND 1 119,591 0 46,280
SYNNEX CORP COM 87162W100 13 104 SH   DFND 1 104 0 0
SYNCHRONY FINANCIAL COM 87165B103 129 5,790 SH   DFND 1 5,790 0 0
SYSCO CORP COM 871829107 17,687 323,576 SH   DFND 1 261,489 0 62,087
TCF FINANCIAL CORPORATION NE COM 872307103 8,528 289,862 SH   DFND 1 277,606 0 12,256
TRI POINTE GROUP INC COM 87265H109 7,546 513,616 SH   DFND 1 440,696 0 72,920
TARGET CORP COM 87612E106 8,741 72,882 SH   DFND 1 72,882 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 7,171 371,746 SH   DFND 1 316,966 0 54,780
TEGNA INC COM 87901J105 4,298 385,744 SH   DFND 1 333,294 0 52,450
TEJON RANCH CO COM 879080109 240 16,627 SH   DFND 1 3,637 0 12,990
TELEPHONE & DATA SYS INC COM NEW 879433829 7,368 370,595 SH   DFND 1 317,955 0 52,640
TEMPUR SEALY INTL INC COM 88023U101 222 3,074 SH   DFND 1 3,074 0 0
TERADYNE INC COM 880770102 4 41 SH   DFND 1 41 0 0
TEREX CORP NEW COM 880779103 4,514 240,440 SH   DFND 1 109,810 0 130,630
TERRITORIAL BANCORP INC COM 88145X108 2,079 87,359 SH   DFND 1 20,420 0 66,939
TEXAS INSTRS INC COM 882508104 13,828 108,905 SH   DFND 1 108,905 0 0
TEXTRON INC COM 883203101 8,965 272,388 SH   DFND 1 179,859 0 92,529
THOR INDS INC COM 885160101 3,908 36,683 SH   DFND 1 27,453 0 9,230
3M CO COM 88579Y101 72,823 466,838 SH   DFND 1 365,916 0 100,922
TIMKEN CO COM 887389104 13,197 290,095 SH   DFND 1 249,035 0 41,060
TITAN MACHY INC COM 88830R101 6,557 603,754 SH   DFND 1 242,614 0 361,140
TOLL BROTHERS INC COM 889478103 10,736 329,404 SH   DFND 1 329,404 0 0
TRACTOR SUPPLY CO COM 892356106 4,063 30,822 SH   DFND 1 30,822 0 0
TRAVELERS COMPANIES INC COM 89417E109 51,254 449,394 SH   DFND 1 349,445 0 99,949
TRICO BANCSHARES COM 896095106 237 7,781 SH   DFND 1 1,651 0 6,130
TRINITY INDS INC COM 896522109 6,260 293,989 SH   DFND 1 293,989 0 0
TRIPLE-S MGMT CORP CL B 896749108 302 15,867 SH   DFND 1 3,487 0 12,380
TRISTATE CAP HLDGS INC COM 89678F100 18 1,101 SH   DFND 1 241 0 860
TRUEBLUE INC COM 89785X101 2,257 147,803 SH   DFND 1 126,843 0 20,960
TRUSTCO BK CORP N Y COM 898349105 202 31,815 SH   DFND 1 7,055 0 24,760
TRUSTMARK CORP COM 898402102 4,144 168,984 SH   DFND 1 148,764 0 20,220
TUTOR PERINI CORP COM 901109108 222 18,185 SH   DFND 1 3,985 0 14,200
TWO HBRS INVT CORP COM NEW 90187B408 29,090 5,771,788 SH   DFND 1 4,108,999 0 1,662,789
TYSON FOODS INC CL A 902494103 60,837 1,018,858 SH   DFND 1 745,660 0 273,198
UGI CORP NEW COM 902681105 15,668 492,679 SH   DFND 1 354,979 0 137,700
USA TRUCK INC COM 902925106 24 3,080 SH   DFND 1 680 0 2,400
US BANCORP DEL COM NEW 902973304 56,095 1,523,473 SH   DFND 1 1,229,343 0 294,130
US XPRESS ENTERPRISES INC COM CL A 90338N202 141 23,368 SH   DFND 1 5,108 0 18,260
ULTA BEAUTY INC COM 90384S303 14,668 72,105 SH   DFND 1 50,775 0 21,330
UMPQUA HLDGS CORP COM 904214103 5,091 478,449 SH   DFND 1 468,399 0 10,050
UNION PAC CORP COM 907818108 18,968 112,185 SH   DFND 1 112,185 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 465 23,070 SH   DFND 1 23,070 0 0
UNITED BANKSHARES INC WEST V COM 909907107 5,251 189,807 SH   DFND 1 169,467 0 20,340
UNITED PARCEL SERVICE INC CL B 911312106 67,530 607,393 SH   DFND 1 475,565 0 131,828
UNITED RENTALS INC COM 911363109 9,927 66,601 SH   DFND 1 51,965 0 14,636
UNITED THERAPEUTICS CORP DEL COM 91307C102 16,623 137,375 SH   DFND 1 137,375 0 0
UNITEDHEALTH GROUP INC COM 91324P102 13 44 SH   DFND 1 44 0 0
UNIVERSAL CORP VA COM 913456109 3,084 72,529 SH   DFND 1 62,359 0 10,170
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,377 160,073 SH   DFND 1 36,134 0 123,939
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 298 17,093 SH   DFND 1 3,733 0 13,360
UNIVERSAL HLTH SVCS INC CL B 913903100 10 97 SH   DFND 1 97 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 196 12,100 SH   DFND 1 2,660 0 9,440
VSE CORP COM 918284100 242 7,681 SH   DFND 1 1,671 0 6,010
VOXX INTL CORP CL A 91829F104 88 15,080 SH   DFND 1 3,310 0 11,770
VALERO ENERGY CORP COM 91913Y100 19,617 333,496 SH   DFND 1 261,921 0 71,575
VALLEY NATL BANCORP COM 919794107 6,165 788,248 SH   DFND 1 716,703 0 71,545
VERIZON COMMUNICATIONS INC COM 92343V104 254,810 4,621,984 SH   DFND 1 3,591,404 0 1,030,580
VERITEX HLDGS INC COM 923451108 665 37,562 SH   DFND 1 30,332 0 7,230
VERITIV CORP COM 923454102 98 5,750 SH   DFND 1 1,250 0 4,500
VERSO CORP CL A 92531L207 293 24,491 SH   DFND 1 5,371 0 19,120
VICTORY CAP HLDGS INC COM CL A 92645B103 565 32,853 SH   DFND 1 28,153 0 4,700
VILLAGE SUPER MKT INC CL A NEW 927107409 148 5,337 SH   DFND 1 1,167 0 4,170
VIRTUS INVT PARTNERS INC COM 92828Q109 1,773 15,243 SH   DFND 1 13,113 0 2,130
VISTRA ENERGY CORP COM 92840M102 7,804 419,075 SH   DFND 1 328,149 0 90,926
VOYA FINANCIAL INC COM 929089100 6,457 138,395 SH   DFND 1 110,024 0 28,371
WABASH NATL CORP COM 929566107 2,025 190,649 SH   DFND 1 164,179 0 26,470
WADDELL & REED FINL INC CL A 930059100 3,348 215,803 SH   DFND 1 190,683 0 25,120
WALMART INC COM 931142103 14,967 124,954 SH   DFND 1 124,954 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 35,699 842,152 SH   DFND 1 675,238 0 166,914
WALKER & DUNLOP INC COM 93148P102 4,484 88,246 SH   DFND 1 76,476 0 11,770
WARRIOR MET COAL INC COM 93627C101 3,014 195,804 SH   DFND 1 167,984 0 27,820
WASHINGTON FED INC COM 938824109 6,470 241,043 SH   DFND 1 213,343 0 27,700
WATERSTONE FINL INC MD COM 94188P101 171 11,473 SH   DFND 1 2,523 0 8,950
WAYFAIR INC CL A 94419L101 10 46 SH   DFND 1 46 0 0
WELLS FARGO CO NEW COM 949746101 58,441 2,282,817 SH   DFND 1 1,774,517 0 508,300
WESTERN ALLIANCE BANCORP COM 957638109 6,205 163,843 SH   DFND 1 163,843 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 1,464 252,683 SH   DFND 1 58,697 0 193,986
WESTERN UN CO COM 959802109 7,513 347,457 SH   DFND 1 272,772 0 74,685
WESTLAKE CHEM CORP COM 960413102 10 171 SH   DFND 1 171 0 0
WESTROCK CO COM 96145D105 8 256 SH   DFND 1 256 0 0
WHIRLPOOL CORP COM 963320106 7,832 60,458 SH   DFND 1 48,929 0 11,529
WILLIAMS SONOMA INC COM 969904101 5,474 66,741 SH   DFND 1 52,107 0 14,634
WINNEBAGO INDS INC COM 974637100 3,473 52,123 SH   DFND 1 21,114 0 31,009
WORLD FUEL SVCS CORP COM 981475106 5,011 194,512 SH   DFND 1 167,672 0 26,840
WYNDHAM DESTINATIONS INC COM 98310W108 7,470 265,068 SH   DFND 1 265,068 0 0
XPO LOGISTICS INC COM 983793100 6,507 84,221 SH   DFND 1 68,081 0 16,140
ZIMMER BIOMET HOLDINGS INC COM 98956P102 19,138 160,337 SH   DFND 1 115,137 0 45,200
ZIONS BANCORPORATION N A COM 989701107 5,068 149,045 SH   DFND 1 116,564 0 32,481
ALLEGION PLC ORD SHS G0176J109 3 23 SH   DFND 1 23 0 0
ARCH CAP GROUP LTD ORD G0450A105 10,026 349,919 SH   DFND 1 273,729 0 76,190
ASSURED GUARANTY LTD COM G0585R106 6,046 247,657 SH   DFND 1 247,657 0 0
ATHENE HLDG LTD CL A G0684D107 11 347 SH   DFND 1 347 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 7,955 196,123 SH   DFND 1 196,123 0 0
BUNGE LIMITED COM G16962105 47 1,142 SH   DFND 1 1,142 0 0
CIMPRESS PLC SHS EURO G2143T103 382 5,002 SH   DFND 1 5,002 0 0
EATON CORP PLC SHS G29183103 34,351 392,665 SH   DFND 1 314,672 0 77,993
ENSTAR GROUP LIMITED SHS G3075P101 4,606 30,146 SH   DFND 1 30,146 0 0
ESSENT GROUP LTD COM G3198U102 28,752 792,703 SH   DFND 1 617,673 0 175,030
EVEREST RE GROUP LTD COM G3223R108 6,761 32,787 SH   DFND 1 25,770 0 7,017
FRESH DEL MONTE PRODUCE INC ORD G36738105 4,213 171,106 SH   DFND 1 147,206 0 23,900
GEOPARK LTD USD SHS G38327105 1,707 174,394 SH   DFND 1 39,758 0 134,636
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 2,448 375,351 SH   DFND 1 140,830 0 234,521
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 5,036 237,976 SH   DFND 1 237,976 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 5 79 SH   DFND 1 79 0 0
ICHOR HOLDINGS SHS G4740B105 3,150 118,500 SH   DFND 1 27,800 0 90,700
INVESCO LTD SHS G491BT108 6 480 SH   DFND 1 480 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 31,776 287,977 SH   DFND 1 207,600 0 80,377
JOHNSON CTLS INTL PLC SHS G51502105 21,619 633,228 SH   DFND 1 497,794 0 135,434
LAZARD LTD SHS A G54050102 3,303 115,362 SH   DFND 1 115,362 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 26,196 747,152 SH   DFND 1 536,752 0 210,400
MEDTRONIC PLC SHS G5960L103 19,672 214,521 SH   DFND 1 151,621 0 62,900
APTIV PLC SHS G6095L109 1 12 SH   DFND 1 12 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 6 350 SH   DFND 1 350 0 0
NVENT ELECTRIC PLC SHS G6700G107 4 167 SH   DFND 1 167 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 4 64 SH   DFND 1 64 0 0
PENTAIR PLC SHS G7S00T104 5,972 157,191 SH   DFND 1 127,517 0 29,674
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 5,097 136,893 SH   DFND 1 107,418 0 29,475
SIGNET JEWELERS LIMITED SHS G81276100 3,227 314,132 SH   DFND 1 116,692 0 197,440
TRITON INTL LTD CL A G9078F107 8,351 276,129 SH   DFND 1 236,909 0 39,220
WHITE MTNS INS GROUP LTD COM G9618E107 10,660 12,004 SH   DFND 1 11,024 0 980
PERRIGO CO PLC SHS G97822103 6,528 118,110 SH   DFND 1 92,145 0 25,965
CHUBB LIMITED COM H1467J104 49,889 394,001 SH   DFND 1 308,790 0 85,211
AERCAP HOLDINGS NV SHS N00985106 2,016 65,449 SH   DFND 1 49,260 0 16,189
CORE LABORATORIES N V COM N22717107 2,686 132,181 SH   DFND 1 57,301 0 74,880
FRANKS INTL N V COM N33462107 2,825 1,266,805 SH   DFND 1 502,951 0 763,854
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 28,405 432,205 SH   DFND 1 358,923 0 73,282
MYLAN NV SHS EURO N59465109 16,415 1,020,796 SH   DFND 1 734,056 0 286,740