Brandywine Global Investment Management 13F-HR Quarterly holdings report by institutional manager

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
Expires:	Oct 31, 2018
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