The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 |
| 1st Source Corp. | COM | 336901103 | 1,207 | 23,765 | SH | DFND | 1 | 23,765 | 0 | 0 | |
| A. Schulman Inc. | COM | 808194104 | 1,658 | 48,545 | SH | DFND | 1 | 48,545 | 0 | 0 | |
| Aarons Inc. | COM PAR $0.50 | 002535300 | 1,248 | 28,595 | SH | DFND | 1 | 28,595 | 0 | 0 | |
| Abbott Laboratories | COM | 002824100 | 181 | 3,400 | SH | DFND | 1 | 3,400 | 0 | 0 | |
| AbbVie Inc. | COM | 00287Y109 | 826 | 9,300 | SH | DFND | 1 | 9,300 | 0 | 0 | |
| Abercrombie & Fitch Co. | COM | 002896207 | 8,318 | 576,019 | SH | DFND | 1 | 443,579 | 0 | 132,440 | |
| ABM Industries Inc. | COM | 000957100 | 18,292 | 438,562 | SH | DFND | 1 | 349,367 | 0 | 89,195 | |
| ACCO Brands Corporation | COM | 00081T108 | 8,633 | 725,455 | SH | DFND | 1 | 576,590 | 0 | 148,865 | |
| Aceto Corp. | COM | 004446100 | 1,468 | 130,695 | SH | DFND | 1 | 130,695 | 0 | 0 | |
| Activision-Blizzard Inc. | COM | 00507V109 | 1,365 | 21,159 | SH | DFND | 1 | 7,194 | 0 | 13,965 | |
| Addus HomeCare Corporation | COM | 006739106 | 1,176 | 33,310 | SH | DFND | 1 | 33,310 | 0 | 0 | |
| Adtalem Global Education Inc. | COM | 00737L103 | 1,522 | 42,465 | SH | DFND | 1 | 42,465 | 0 | 0 | |
| Advanced Energy Industries Inc | COM | 007973100 | 11,346 | 140,490 | SH | DFND | 1 | 104,690 | 0 | 35,800 | |
| Advanced Micro Devices | COM | 007903107 | 1,081 | 84,777 | SH | DFND | 1 | 28,782 | 0 | 55,995 | |
| AECOM | COM | 00766T100 | 1,720 | 46,735 | SH | DFND | 1 | 46,735 | 0 | 0 | |
| Aegion Corp | COM | 00770F104 | 1,650 | 70,860 | SH | DFND | 1 | 70,860 | 0 | 0 | |
| AerCap Holdings N.V. | SHS | N00985106 | 2,090 | 40,900 | SH | DFND | 1 | 40,900 | 0 | 0 | |
| Aerojet Rocketdyne Holdings In | COM | 007800105 | 6,463 | 184,597 | SH | DFND | 1 | 150,469 | 0 | 34,128 | |
| AeroVironment Inc. | COM | 008073108 | 7,974 | 147,336 | SH | DFND | 1 | 118,054 | 0 | 29,282 | |
| Aetna Inc. | COM | 00817Y108 | 3,182 | 20,014 | SH | DFND | 1 | 11,159 | 0 | 8,855 | |
| AG Mortgage Investment Trust I | COM | 001228105 | 1,451 | 75,415 | SH | DFND | 1 | 75,415 | 0 | 0 | |
| AGCO Corp. | COM | 001084102 | 13,981 | 189,519 | SH | DFND | 1 | 150,169 | 0 | 39,350 | |
| Agrium Inc. | COM | 008916108 | 6,043 | 56,362 | SH | DFND | 1 | 48,082 | 0 | 8,280 | |
| AK Steel Holding Corp. | COM | 001547108 | 1,074 | 192,087 | SH | DFND | 1 | 192,087 | 0 | 0 | |
| Albemarle Corp. | COM | 012653101 | 13,519 | 99,180 | SH | DFND | 1 | 70,754 | 0 | 28,426 | |
| Alcoa Corp. | COM | 013872106 | 59,150 | 1,268,776 | SH | DFND | 1 | 976,106 | 0 | 292,670 | |
| Alleghany Corp. | COM | 017175100 | 283 | 510 | SH | DFND | 1 | 360 | 0 | 150 | |
| Allegheny Technologies Inc. | COM | 01741R102 | 530 | 22,175 | SH | DFND | 1 | 22,175 | 0 | 0 | |
| Allegion PLC | ORD SHS | G0176J109 | 144 | 1,666 | SH | DFND | 1 | 1,666 | 0 | 0 | |
| Allete Inc | COM NEW | 018522300 | 1,506 | 19,490 | SH | DFND | 1 | 19,490 | 0 | 0 | |
| Allison Transmission Hldgs | COM | 01973R101 | 1,588 | 42,321 | SH | DFND | 1 | 14,391 | 0 | 27,930 | |
| Allscripts Healthcare Solution | COM | 01988P108 | 26,372 | 1,853,300 | SH | DFND | 1 | 1,516,290 | 0 | 337,010 | |
| Altra Industrial Motion Corp. | COM | 02208R106 | 12,186 | 253,340 | SH | DFND | 1 | 192,036 | 0 | 61,304 | |
| AMAG Pharmaceuticals Inc. | COM | 00163U106 | 1,561 | 84,590 | SH | DFND | 1 | 84,590 | 0 | 0 | |
| Ambac Financial Group Inc. | COM NEW | 023139884 | 1,408 | 81,570 | SH | DFND | 1 | 81,570 | 0 | 0 | |
| Amedisys Inc. | COM | 023436108 | 1,618 | 28,905 | SH | DFND | 1 | 28,905 | 0 | 0 | |
| Amerco | COM | 023586100 | 11,609 | 30,965 | SH | DFND | 1 | 23,735 | 0 | 7,230 | |
| Ameren Corp. | COM | 023608102 | 38,616 | 667,634 | SH | DFND | 1 | 512,535 | 0 | 155,099 | |
| American Airlines Group Inc. | COM | 02376R102 | 4,071 | 85,730 | SH | DFND | 1 | 29,055 | 0 | 56,675 | |
| American Eagle Outfitters Inc. | COM | 02553E106 | 18,899 | 1,321,599 | SH | DFND | 1 | 1,030,650 | 0 | 290,949 | |
| American Equity Investment Lif | COM | 025676206 | 329 | 11,330 | SH | DFND | 1 | 11,330 | 0 | 0 | |
| American Express Company | COM | 025816109 | 3,268 | 36,122 | SH | DFND | 1 | 12,257 | 0 | 23,865 | |
| American Natl Bankshares In | COM NEW | 027745108 | 665 | 16,140 | SH | DFND | 1 | 16,140 | 0 | 0 | |
| American Public Education I | COM | 02913V103 | 1,194 | 56,740 | SH | DFND | 1 | 56,740 | 0 | 0 | |
| American Woodmark Corp. | COM | 030506109 | 6,926 | 71,957 | SH | DFND | 1 | 53,953 | 0 | 18,004 | |
| Amgen Inc. | COM | 031162100 | 3,593 | 19,268 | SH | DFND | 1 | 8,898 | 0 | 10,370 | |
| Amkor Technology Inc. | COM | 031652100 | 1,720 | 163,020 | SH | DFND | 1 | 163,020 | 0 | 0 | |
| AMN Healthcare Services Inc. | COM | 001744101 | 9,352 | 204,633 | SH | DFND | 1 | 168,403 | 0 | 36,230 | |
| Anadarko Petroleum Corp. | COM | 032511107 | 308 | 6,300 | SH | DFND | 1 | 6,300 | 0 | 0 | |
| Analogic Corp. | COM | 032657207 | 1,760 | 21,017 | SH | DFND | 1 | 21,017 | 0 | 0 | |
| Andeavor | COM | 03349M105 | 24,718 | 239,628 | SH | DFND | 1 | 189,147 | 0 | 50,481 | |
| Angiodynamics Inc | COM | 03475V101 | 5,163 | 302,110 | SH | DFND | 1 | 252,191 | 0 | 49,919 | |
| Anixter Intl Inc. | COM | 035290105 | 1,662 | 19,555 | SH | DFND | 1 | 19,555 | 0 | 0 | |
| Anthem Inc. | COM | 036752103 | 2,526 | 13,301 | SH | DFND | 1 | 6,731 | 0 | 6,570 | |
| Apple Hospitality REIT Inc. | COM NEW | 03784Y200 | 1,595 | 84,325 | SH | DFND | 1 | 84,325 | 0 | 0 | |
| Apple Inc. | COM | 037833100 | 786 | 5,100 | SH | DFND | 1 | 5,100 | 0 | 0 | |
| Applied Industrial Technologie | COM | 03820C105 | 1,705 | 25,915 | SH | DFND | 1 | 25,915 | 0 | 0 | |
| Applied Materials Inc. | COM | 038222105 | 3,873 | 74,351 | SH | DFND | 1 | 32,656 | 0 | 41,695 | |
| Aramark Holdings Corp. | COM | 03852U106 | 28,718 | 707,168 | SH | DFND | 1 | 564,168 | 0 | 143,000 | |
| ArcBest Corporation | COM | 03937C105 | 1,691 | 50,567 | SH | DFND | 1 | 50,567 | 0 | 0 | |
| Arch Capital Group Ltd. | ORD | G0450A105 | 207 | 2,100 | SH | DFND | 1 | 2,100 | 0 | 0 | |
| Arch Coal Inc. | CL A | 039380407 | 31,837 | 443,786 | SH | DFND | 1 | 351,801 | 0 | 91,985 | |
| Arcos Dorados Holdings Inc. | SHS CLASS -A- | G0457F107 | 1,723 | 171,465 | SH | DFND | 1 | 171,465 | 0 | 0 | |
| ARMOUR Residential REIT Inc. ( | COM NEW | 042315507 | 1,579 | 58,710 | SH | DFND | 1 | 58,710 | 0 | 0 | |
| Ascena Retail Group Inc | COM | 04351G101 | 1,261 | 514,845 | SH | DFND | 1 | 514,845 | 0 | 0 | |
| Aspen Insurance Holdings Ltd. | COM | G05384105 | 8,078 | 199,946 | SH | DFND | 1 | 150,749 | 0 | 49,197 | |
| Assured Guaranty Ltd. | COM | G0585R106 | 1,355 | 35,895 | SH | DFND | 1 | 35,895 | 0 | 0 | |
| At Home Group Inc. | COM | 04650Y100 | 753 | 32,975 | SH | DFND | 1 | 32,975 | 0 | 0 | |
| AT&T Inc. | COM | 00206R102 | 5,644 | 144,097 | SH | DFND | 1 | 58,272 | 0 | 85,825 | |
| Athene Holding Ltd. | CL A | G0684D107 | 54,416 | 1,010,693 | SH | DFND | 1 | 809,663 | 0 | 201,030 | |
| Atlas Air Worldwide Holdings I | COM | 049164205 | 13,955 | 212,079 | SH | DFND | 1 | 172,725 | 0 | 39,354 | |
| Avery Dennison Corp. | COM | 053611109 | 31,750 | 322,855 | SH | DFND | 1 | 255,635 | 0 | 67,220 | |
| Avnet Inc. | COM | 053807103 | 1,640 | 41,735 | SH | DFND | 1 | 41,735 | 0 | 0 | |
| Avon Products Inc. | COM | 054303102 | 1,335 | 572,790 | SH | DFND | 1 | 572,790 | 0 | 0 | |
| AVX Corp. | COM | 002444107 | 1,211 | 66,415 | SH | DFND | 1 | 66,415 | 0 | 0 | |
| AXT Inc. | COM | 00246W103 | 6,247 | 682,711 | SH | DFND | 1 | 537,522 | 0 | 145,189 | |
| Bancorp Inc Del | COM | 05969A105 | 1,469 | 177,660 | SH | DFND | 1 | 177,660 | 0 | 0 | |
| Bank of America Corporation | COM | 060505104 | 12,578 | 496,354 | SH | DFND | 1 | 192,914 | 0 | 303,440 | |
| Bank of New York Mellon Corp. | COM | 064058100 | 1,567 | 29,549 | SH | DFND | 1 | 10,024 | 0 | 19,525 | |
| Bank of the Ozarks | COM | 063904106 | 25,206 | 524,582 | SH | DFND | 1 | 403,792 | 0 | 120,790 | |
| Bankunited Inc | COM | 06652K103 | 2,218 | 62,345 | SH | DFND | 1 | 62,345 | 0 | 0 | |
| Banner Corp. | COM NEW | 06652V208 | 1,718 | 28,030 | SH | DFND | 1 | 28,030 | 0 | 0 | |
| Barnes & Noble Inc. | COM | 067774109 | 1,108 | 145,745 | SH | DFND | 1 | 145,745 | 0 | 0 | |
| Barracuda Networks Inc. | COM | 068323104 | 36,394 | 1,502,034 | SH | DFND | 1 | 1,201,709 | 0 | 300,325 | |
| Baxter International Inc. | COM | 071813109 | 11,031 | 175,790 | SH | DFND | 1 | 138,915 | 0 | 36,875 | |
| Beazer Homes USA Inc. | COM NEW | 07556Q881 | 681 | 36,315 | SH | DFND | 1 | 36,315 | 0 | 0 | |
| Bed Bath & Beyond | COM | 075896100 | 985 | 41,970 | SH | DFND | 1 | 41,970 | 0 | 0 | |
| Belden Inc. | COM | 077454106 | 62,291 | 773,507 | SH | DFND | 1 | 615,685 | 0 | 157,822 | |
| Benchmark Electronics Inc. | COM | 08160H101 | 2,422 | 70,934 | SH | DFND | 1 | 62,934 | 0 | 8,000 | |
| Berkshire Hills Bancorp Inc. | COM | 084680107 | 22,771 | 587,647 | SH | DFND | 1 | 456,600 | 0 | 131,047 | |
| Big 5 Sporting Goods Corp. | COM | 08915P101 | 1,063 | 138,980 | SH | DFND | 1 | 138,980 | 0 | 0 | |
| Big Lots Inc. | COM | 089302103 | 1,649 | 30,775 | SH | DFND | 1 | 30,775 | 0 | 0 | |
| Biogen Inc. | COM | 09062X103 | 501 | 1,600 | SH | DFND | 1 | 1,600 | 0 | 0 | |
| Black Hills Corp. | COM | 092113109 | 5,641 | 81,912 | SH | DFND | 1 | 62,435 | 0 | 19,477 | |
| Blucora Inc. | COM | 095229100 | 1,664 | 65,790 | SH | DFND | 1 | 65,790 | 0 | 0 | |
| Boise Cascade Co. | COM | 09739D100 | 1,798 | 51,520 | SH | DFND | 1 | 51,520 | 0 | 0 | |
| Boston Beer Company Inc. | CL A | 100557107 | 1,594 | 10,205 | SH | DFND | 1 | 10,205 | 0 | 0 | |
| Boston Scientific | COM | 101137107 | 13,716 | 470,220 | SH | DFND | 1 | 362,325 | 0 | 107,895 | |
| Brady Corp. CL A | CL A | 104674106 | 1,648 | 43,435 | SH | DFND | 1 | 43,435 | 0 | 0 | |
| Brandywine Realty Trust Inc. ( | SH BEN INT NEW | 105368203 | 26,991 | 1,543,242 | SH | DFND | 1 | 1,166,352 | 0 | 376,890 | |
| Bridgepoint Ed Inc | COM | 10807M105 | 1,458 | 151,895 | SH | DFND | 1 | 151,895 | 0 | 0 | |
| Brinker International Inc. | COM | 109641100 | 1,478 | 46,385 | SH | DFND | 1 | 46,385 | 0 | 0 | |
| Brookdale Senior Living Inc. | COM | 112463104 | 1,339 | 126,325 | SH | DFND | 1 | 126,325 | 0 | 0 | |
| Brooks Automation Inc. | COM | 114340102 | 9,974 | 328,535 | SH | DFND | 1 | 262,242 | 0 | 66,293 | |
| Bruker Corporation | COM | 116794108 | 1,555 | 52,270 | SH | DFND | 1 | 52,270 | 0 | 0 | |
| Burlington Stores Inc. | COM | 122017106 | 34,302 | 359,334 | SH | DFND | 1 | 277,909 | 0 | 81,425 | |
| Cabot Corp. | COM | 127055101 | 1,621 | 29,050 | SH | DFND | 1 | 29,050 | 0 | 0 | |
| CACI International Inc. CL A | CL A | 127190304 | 1,607 | 11,535 | SH | DFND | 1 | 11,535 | 0 | 0 | |
| Caesarstone Ltd | COM NO PAR | M20598104 | 17,802 | 597,399 | SH | DFND | 1 | 454,237 | 0 | 143,162 | |
| Callaway Golf Co. | COM | 131193104 | 684 | 47,410 | SH | DFND | 1 | 47,410 | 0 | 0 | |
| Callon Petroleum Co. | COM | 13123X102 | 9,390 | 835,370 | SH | DFND | 1 | 631,400 | 0 | 203,970 | |
| Capella Education Company | COM | 139594105 | 1,630 | 23,234 | SH | DFND | 1 | 23,234 | 0 | 0 | |
| Carolina Financial Corporation | COM | 143873107 | 2,751 | 76,670 | SH | DFND | 1 | 76,670 | 0 | 0 | |
| Caterpillar Inc. | COM | 149123101 | 3,607 | 28,924 | SH | DFND | 1 | 9,804 | 0 | 19,120 | |
| Cathay General Bancorp | COM | 149150104 | 3,009 | 74,850 | SH | DFND | 1 | 74,850 | 0 | 0 | |
| Cato Corporation CL A | CL A | 149205106 | 1,031 | 77,940 | SH | DFND | 1 | 77,940 | 0 | 0 | |
| CBL & Associates Properties In | COM NEW | 124830100 | 1,539 | 183,415 | SH | DFND | 1 | 183,415 | 0 | 0 | |
| CBRE Group Inc. | COM | 12504L109 | 26,497 | 699,495 | SH | DFND | 1 | 560,741 | 0 | 138,754 | |
| CBS Corp. CL B | CL B | 124857202 | 15,560 | 268,278 | SH | DFND | 1 | 197,618 | 0 | 70,660 | |
| Ceco Environmental Corp | COM | 125141101 | 1,267 | 149,750 | SH | DFND | 1 | 149,750 | 0 | 0 | |
| Cedar Realty Trust Inc. (REIT) | COM NEW | 150602209 | 1,553 | 276,265 | SH | DFND | 1 | 276,265 | 0 | 0 | |
| Celestica Inc. Sub Voting Shs | COM | 15101Q108 | 6,975 | 563,442 | SH | DFND | 1 | 453,042 | 0 | 110,400 | |
| Celgene Corporation | COM | 151020104 | 2,932 | 20,105 | SH | DFND | 1 | 6,885 | 0 | 13,220 | |
| Centene Corp. | COM | 15135B101 | 23 | 240 | SH | DFND | 1 | 240 | 0 | 0 | |
| Central Garden & Pet Co. CL A | CL A NON-VTG | 153527205 | 918 | 24,685 | SH | DFND | 1 | 24,685 | 0 | 0 | |
| Central Pacific Financial Corp | COM NEW | 154760409 | 1,684 | 52,340 | SH | DFND | 1 | 52,340 | 0 | 0 | |
| Central Valley Community Banco | COM | 155685100 | 388 | 17,400 | SH | DFND | 1 | 12,300 | 0 | 5,100 | |
| Ceragon Networks Ltd. | ORD | M22013102 | 1,018 | 489,620 | SH | DFND | 1 | 489,620 | 0 | 0 | |
| Charles River Laboratories Int | COM | 159864107 | 1,482 | 13,724 | SH | DFND | 1 | 13,724 | 0 | 0 | |
| Chase Corp | COM | 16150R104 | 3,955 | 35,500 | SH | DFND | 1 | 26,400 | 0 | 9,100 | |
| Chatham Lodging Trust (REIT) | COM | 16208T102 | 1,639 | 76,865 | SH | DFND | 1 | 76,865 | 0 | 0 | |
| Cheesecake Factory Inc. | COM | 163072101 | 1,506 | 35,760 | SH | DFND | 1 | 35,760 | 0 | 0 | |
| Chemed Corp. | COM | 16359R103 | 1,588 | 7,860 | SH | DFND | 1 | 7,860 | 0 | 0 | |
| Chemours Company (The) | COM | 163851108 | 1,977 | 39,066 | SH | DFND | 1 | 13,271 | 0 | 25,795 | |
| Chesapeake Energy | COM | 165167107 | 1,295 | 301,148 | SH | DFND | 1 | 102,173 | 0 | 198,975 | |
| Chesapeake Lodging Trust (REIT | SH BEN INT | 165240102 | 1,657 | 61,425 | SH | DFND | 1 | 61,425 | 0 | 0 | |
| Chevron Corp. | COM | 166764100 | 7,332 | 62,398 | SH | DFND | 1 | 24,978 | 0 | 37,420 | |
| Chico's Fas Inc | COM | 168615102 | 1,270 | 141,942 | SH | DFND | 1 | 141,942 | 0 | 0 | |
| Churchill Downs Inc.. | COM | 171484108 | 13,825 | 67,048 | SH | DFND | 1 | 52,569 | 0 | 14,479 | |
| Cirrus Logic Inc. | COM | 172755100 | 1,333 | 24,995 | SH | DFND | 1 | 24,995 | 0 | 0 | |
| Citigroup Inc | COM | 172967424 | 9,750 | 134,033 | SH | DFND | 1 | 50,988 | 0 | 83,045 | |
| Citizens Financial Group Inc. | COM | 174610105 | 81,134 | 2,142,444 | SH | DFND | 1 | 1,687,289 | 0 | 455,155 | |
| Clean Energy Fuels Corp | COM | 184499101 | 1,346 | 542,635 | SH | DFND | 1 | 542,635 | 0 | 0 | |
| Cleveland-Cliffs Inc. | COM | 185899101 | 1,616 | 225,955 | SH | DFND | 1 | 225,955 | 0 | 0 | |
| Cloud Peak Energy Inc | COM | 18911Q102 | 1,644 | 449,210 | SH | DFND | 1 | 449,210 | 0 | 0 | |
| CNO Financial Group Inc. | COM | 12621E103 | 2,371 | 101,605 | SH | DFND | 1 | 101,605 | 0 | 0 | |
| Coach Inc | COM | 189754104 | 306 | 7,600 | SH | DFND | 1 | 5,350 | 0 | 2,250 | |
| Cogent Comm Group Inc | COM NEW | 19239V302 | 1,641 | 33,565 | SH | DFND | 1 | 33,565 | 0 | 0 | |
| Coherent Inc. | COM | 192479103 | 26,930 | 114,514 | SH | DFND | 1 | 84,724 | 0 | 29,790 | |
| Cohu Inc. | COM | 192576106 | 19,869 | 833,414 | SH | DFND | 1 | 632,083 | 0 | 201,331 | |
| Columbus Mckinnon Corp. | COM | 199333105 | 10,008 | 264,273 | SH | DFND | 1 | 200,826 | 0 | 63,447 | |
| Comcast Corporation CL A | CL A | 20030N101 | 439 | 11,400 | SH | DFND | 1 | 11,400 | 0 | 0 | |
| Comerica Inc. | COM | 200340107 | 28,232 | 370,201 | SH | DFND | 1 | 316,266 | 0 | 53,935 | |
| Comfort Systems USA Inc. | COM | 199908104 | 13,344 | 373,792 | SH | DFND | 1 | 285,190 | 0 | 88,602 | |
| Commercial Vehicle Group Inc. | COM | 202608105 | 1,302 | 177,185 | SH | DFND | 1 | 177,185 | 0 | 0 | |
| Community Health Systems Inc. | COM | 203668108 | 1,557 | 202,780 | SH | DFND | 1 | 202,780 | 0 | 0 | |
| Community Healthcare Trust Inc | COM | 20369C106 | 20,167 | 748,026 | SH | DFND | 1 | 565,079 | 0 | 182,947 | |
| Community Trust Bancorp | COM | 204149108 | 1,285 | 27,640 | SH | DFND | 1 | 27,640 | 0 | 0 | |
| ConAgra Brands Inc. | COM | 205887102 | 1,043 | 30,915 | SH | DFND | 1 | 10,510 | 0 | 20,405 | |
| ConnectOne Bancorp Inc. (New) | COM | 20786W107 | 672 | 27,335 | SH | DFND | 1 | 27,335 | 0 | 0 | |
| Consol Energy | COM | 20854P109 | 1,743 | 102,875 | SH | DFND | 1 | 102,875 | 0 | 0 | |
| Consolidated Comm Hldgs Inc | COM | 209034107 | 1,628 | 85,330 | SH | DFND | 1 | 85,330 | 0 | 0 | |
| Continental Building Products | COM | 211171103 | 24,476 | 941,380 | SH | DFND | 1 | 713,170 | 0 | 228,210 | |
| Control4 Corporation | COM | 21240D107 | 30,040 | 1,019,679 | SH | DFND | 1 | 773,392 | 0 | 246,287 | |
| Convergys Corporation | COM | 212485106 | 1,658 | 64,045 | SH | DFND | 1 | 64,045 | 0 | 0 | |
| CoreCivic Inc. | COM | 21871N101 | 1,537 | 57,415 | SH | DFND | 1 | 57,415 | 0 | 0 | |
| CorEnergy Infrastructure Trust | COM NEW | 21870U502 | 1,025 | 28,989 | SH | DFND | 1 | 28,989 | 0 | 0 | |
| CoreSite Realty Corporation (R | COM | 21870Q105 | 1,000 | 8,940 | SH | DFND | 1 | 8,940 | 0 | 0 | |
| Costamare Inc. | SHS | Y1771G102 | 1,484 | 240,080 | SH | DFND | 1 | 240,080 | 0 | 0 | |
| Cowen Group Inc New | CL A NEW | 223622606 | 1,788 | 100,435 | SH | DFND | 1 | 100,435 | 0 | 0 | |
| Crawford & Co. CL B | SPON ADR NEW | 224633107 | 7,848 | 656,157 | SH | DFND | 1 | 499,738 | 0 | 156,419 | |
| Cree Inc. | COM | 225447101 | 1,764 | 62,590 | SH | DFND | 1 | 62,590 | 0 | 0 | |
| CROCS Inc. | COM | 227046109 | 1,643 | 169,335 | SH | DFND | 1 | 169,335 | 0 | 0 | |
| Cross Country Healthcare Inc. | COM | 227483104 | 1,433 | 100,725 | SH | DFND | 1 | 100,725 | 0 | 0 | |
| CSG Systems International Inc. | COM | 126349109 | 1,621 | 40,422 | SH | DFND | 1 | 40,422 | 0 | 0 | |
| CSX Corp. | COM | 126408103 | 553 | 10,200 | SH | DFND | 1 | 10,200 | 0 | 0 | |
| Cubic Corp. | COM | 229669106 | 4,014 | 78,700 | SH | DFND | 1 | 58,550 | 0 | 20,150 | |
| Cummins Inc. | COM | 231021106 | 16,365 | 97,395 | SH | DFND | 1 | 73,575 | 0 | 23,820 | |
| Curtiss-Wright Corp. | COM | 231561101 | 7,048 | 67,416 | SH | DFND | 1 | 54,500 | 0 | 12,916 | |
| Customers Bancorp Inc. | COM | 23204G100 | 1,806 | 55,365 | SH | DFND | 1 | 55,365 | 0 | 0 | |
| Cutera Inc. | COM | 232109108 | 458 | 11,065 | SH | DFND | 1 | 11,065 | 0 | 0 | |
| CVS Health Corporation | COM | 126650100 | 2,119 | 26,055 | SH | DFND | 1 | 8,835 | 0 | 17,220 | |
| Daktronics Inc. | CL A | 234264109 | 2,370 | 224,192 | SH | DFND | 1 | 173,891 | 0 | 50,301 | |
| Dana Incorporated | COM | 235825205 | 25 | 900 | SH | DFND | 1 | 900 | 0 | 0 | |
| Dean Foods Co. New | COM NEW | 242370203 | 1,482 | 136,230 | SH | DFND | 1 | 136,230 | 0 | 0 | |
| Deckers Outdoor Corp | COM | 243537107 | 11,690 | 170,875 | SH | DFND | 1 | 136,860 | 0 | 34,015 | |
| Deere & Co. | COM | 244199105 | 2,133 | 16,983 | SH | DFND | 1 | 6,748 | 0 | 10,235 | |
| Delek US Holdings Inc. New | COM | 24665A103 | 3,835 | 143,485 | SH | DFND | 1 | 108,936 | 0 | 34,549 | |
| Delphi Automotive PLC | SHS | G27823106 | 1,585 | 16,112 | SH | DFND | 1 | 6,962 | 0 | 9,150 | |
| Depomed Inc. | COM | 249908104 | 1,476 | 254,995 | SH | DFND | 1 | 254,995 | 0 | 0 | |
| Devon Energy Corporation | CL A | 25179M103 | 3,989 | 108,665 | SH | DFND | 1 | 36,940 | 0 | 71,725 | |
| DHI Group Inc. | COM | 23331S100 | 1,341 | 515,687 | SH | DFND | 1 | 515,687 | 0 | 0 | |
| Diamondrock Hospitality Co. (R | COM | 252784301 | 18,402 | 1,680,591 | SH | DFND | 1 | 1,314,817 | 0 | 365,774 | |
| Digital Realty Trust Inc. (REI | COM | 253868103 | 27,471 | 232,156 | SH | DFND | 1 | 183,827 | 0 | 48,329 | |
| Dime Community Bancshares Inc. | COM | 253922108 | 13,602 | 632,643 | SH | DFND | 1 | 497,516 | 0 | 135,127 | |
| Domtar Corporation | COM NEW | 257559203 | 18,951 | 436,760 | SH | DFND | 1 | 338,995 | 0 | 97,765 | |
| Douglas Dynamics Inc | COM | 25960R105 | 12,314 | 312,539 | SH | DFND | 1 | 231,686 | 0 | 80,853 | |
| DowDuPont Inc. | COM | 26078J100 | 3,291 | 47,539 | SH | DFND | 1 | 20,189 | 0 | 27,350 | |
| DSW Inc. | COM | 23334L102 | 1,353 | 62,990 | SH | DFND | 1 | 62,990 | 0 | 0 | |
| DXP Enterprises Inc New | COM NEW | 233377407 | 1,604 | 50,925 | SH | DFND | 1 | 50,925 | 0 | 0 | |
| Dynegy Inc. DEL | COM | 26817R108 | 2,787 | 284,635 | SH | DFND | 1 | 284,635 | 0 | 0 | |
| Dynex Cap Inc. (REIT) | COM | 26817Q506 | 1,430 | 196,699 | SH | DFND | 1 | 196,699 | 0 | 0 | |
| E Trade Financial Corp | COM NEW | 269246401 | 32,828 | 752,761 | SH | DFND | 1 | 575,534 | 0 | 177,227 | |
| Eagle Pharmaceuticals Inc. | COM | 269796108 | 1,561 | 26,180 | SH | DFND | 1 | 26,180 | 0 | 0 | |
| Eastman Chemical Co. | COM | 277432100 | 344 | 3,800 | SH | DFND | 1 | 3,800 | 0 | 0 | |
| Edgewell Personal Care Company | COM | 28035Q102 | 1,470 | 20,205 | SH | DFND | 1 | 20,205 | 0 | 0 | |
| Eli Lilly & Co. | COM | 532457108 | 1,625 | 18,992 | SH | DFND | 1 | 6,517 | 0 | 12,475 | |
| EMCOR Group Inc. | COM | 29084Q100 | 18,250 | 263,039 | SH | DFND | 1 | 203,093 | 0 | 59,946 | |
| Emergent Biosolutions | COM | 29089Q105 | 1,680 | 41,545 | SH | DFND | 1 | 41,545 | 0 | 0 | |
| Emerson Electric Co. | COM | 291011104 | 1,924 | 30,625 | SH | DFND | 1 | 10,355 | 0 | 20,270 | |
| Endo International PLC | SHS | G30401106 | 1,332 | 155,505 | SH | DFND | 1 | 155,505 | 0 | 0 | |
| Energen Corp. | COM | 29265N108 | 71,888 | 1,314,711 | SH | DFND | 1 | 1,022,237 | 0 | 292,474 | |
| Enerplus Corp | COM | 292766102 | 1,653 | 167,450 | SH | DFND | 1 | 167,450 | 0 | 0 | |
| Ennis Inc. | COM | 293389102 | 1,198 | 60,975 | SH | DFND | 1 | 60,975 | 0 | 0 | |
| Ensco PLC | SHS CLASS A | G3157S106 | 1,829 | 306,350 | SH | DFND | 1 | 306,350 | 0 | 0 | |
| Entegris Inc. | COM | 29362U104 | 12,834 | 444,851 | SH | DFND | 1 | 338,762 | 0 | 106,089 | |
| Entergy Corp. | COM | 29364G103 | 19,737 | 258,476 | SH | DFND | 1 | 207,031 | 0 | 51,445 | |
| Enterprise Finl Svcs Corp | COM | 293712105 | 1,699 | 40,125 | SH | DFND | 1 | 40,125 | 0 | 0 | |
| Envision Healthcare Corp. | COM | 29414D100 | 0 | 1 | SH | DFND | 1 | 1 | 0 | 0 | |
| EPR Properties Trust (REIT) | COM SH BEN INT | 26884U109 | 49,183 | 705,231 | SH | DFND | 1 | 562,569 | 0 | 142,662 | |
| Essendant Inc. | COM | 296689102 | 1,530 | 116,138 | SH | DFND | 1 | 116,138 | 0 | 0 | |
| Ethan Allen Interiors Inc. | COM | 297602104 | 1,652 | 50,985 | SH | DFND | 1 | 50,985 | 0 | 0 | |
| Evolent Health Inc. | CL A | 30050B101 | 465 | 26,115 | SH | DFND | 1 | 26,115 | 0 | 0 | |
| Exelon Corp. | COM | 30161N101 | 27,438 | 728,383 | SH | DFND | 1 | 593,537 | 0 | 134,846 | |
| Express Inc | COM | 30219E103 | 1,171 | 173,160 | SH | DFND | 1 | 173,160 | 0 | 0 | |
| EZCORP Inc. CL A | CL A NON VTG | 302301106 | 1,592 | 167,560 | SH | DFND | 1 | 167,560 | 0 | 0 | |
| Facebook Inc | CL A | 30303M102 | 342 | 2,000 | SH | DFND | 1 | 2,000 | 0 | 0 | |
| FCB Financial Holdings Inc. | CL A | 30255G103 | 2,134 | 44,180 | SH | DFND | 1 | 44,180 | 0 | 0 | |
| Fedex Corp | COM | 31428X106 | 294 | 1,305 | SH | DFND | 1 | 1,305 | 0 | 0 | |
| Financial Instns Inc | COM | 317585404 | 1,229 | 42,680 | SH | DFND | 1 | 42,680 | 0 | 0 | |
| Finish Line Inc. CL A | CL A | 317923100 | 1,494 | 124,160 | SH | DFND | 1 | 124,160 | 0 | 0 | |
| First Busey Corp.(new) | COM NEW | 319383204 | 1,628 | 51,910 | SH | DFND | 1 | 51,910 | 0 | 0 | |
| First Citizens Bancshares Inc. | COM | 31946M103 | 32,179 | 86,065 | SH | DFND | 1 | 65,239 | 0 | 20,826 | |
| First Community Bancshares | COM | 31983A103 | 19,498 | 669,801 | SH | DFND | 1 | 505,952 | 0 | 163,849 | |
| First Financial Corp | COM | 320218100 | 1,231 | 25,855 | SH | DFND | 1 | 25,855 | 0 | 0 | |
| First Merchants Corporation | COM | 320817109 | 4,412 | 102,770 | SH | DFND | 1 | 102,770 | 0 | 0 | |
| First Rep Bk San Fran Cali | COM | 33616C100 | 9,409 | 90,073 | SH | DFND | 1 | 67,599 | 0 | 22,474 | |
| First Solar Inc. | COM | 336433107 | 358 | 7,800 | SH | DFND | 1 | 7,800 | 0 | 0 | |
| Flagstar Bancorp Inc. | COM PAR .001 | 337930705 | 1,696 | 47,815 | SH | DFND | 1 | 47,815 | 0 | 0 | |
| Flowers Foods Inc. | COM | 343498101 | 1,606 | 85,360 | SH | DFND | 1 | 85,360 | 0 | 0 | |
| FMC Corp. | COM NEW | 302491303 | 1,319 | 14,766 | SH | DFND | 1 | 5,006 | 0 | 9,760 | |
| FNB Corp | COM | 302520101 | 37,945 | 2,704,584 | SH | DFND | 1 | 2,148,200 | 0 | 556,384 | |
| Foot Locker Inc. | COM | 344849104 | 3,549 | 100,760 | SH | DFND | 1 | 78,042 | 0 | 22,718 | |
| FormFactor Inc. | COM | 346375108 | 724 | 42,990 | SH | DFND | 1 | 42,990 | 0 | 0 | |
| Fossil Group Inc. | COM | 34988V106 | 1,449 | 155,305 | SH | DFND | 1 | 155,305 | 0 | 0 | |
| Francescas Hldgs Corp | COM | 351793104 | 1,174 | 159,505 | SH | DFND | 1 | 159,505 | 0 | 0 | |
| Franklin Financial Network Inc | COM | 35352P104 | 1,619 | 45,400 | SH | DFND | 1 | 45,400 | 0 | 0 | |
| Franklin Street Pptys Corp. (R | COM | 35471R106 | 1,639 | 154,285 | SH | DFND | 1 | 154,285 | 0 | 0 | |
| Freeport-McMoRan Inc. | CL B | 35671D857 | 6,422 | 457,378 | SH | DFND | 1 | 322,698 | 0 | 134,680 | |
| FreightCar American | COM | 357023100 | 1,275 | 65,195 | SH | DFND | 1 | 65,195 | 0 | 0 | |
| FTI Consulting Inc. | COM | 302941109 | 4,923 | 138,745 | SH | DFND | 1 | 112,745 | 0 | 26,000 | |
| GameStop Corp Class A | CL A | 36467W109 | 1,272 | 61,575 | SH | DFND | 1 | 61,575 | 0 | 0 | |
| Gaming and Leisure Properties | COM | 36467J108 | 8,693 | 235,633 | SH | DFND | 1 | 187,073 | 0 | 48,560 | |
| Gardner Denver Holdings Inc. | COM | 36555P107 | 1,313 | 47,723 | SH | DFND | 1 | 16,198 | 0 | 31,525 | |
| GATX Corp. | COM | 361448103 | 19,611 | 318,564 | SH | DFND | 1 | 254,743 | 0 | 63,821 | |
| Gencor Industries Inc. | COM | 368678108 | 7,255 | 411,039 | SH | DFND | 1 | 326,266 | 0 | 84,773 | |
| Gentex Corp. | COM | 371901109 | 5,622 | 283,945 | SH | DFND | 1 | 218,242 | 0 | 65,703 | |
| Genworth Financial Inc. | COM | 37247D106 | 1,668 | 433,195 | SH | DFND | 1 | 433,195 | 0 | 0 | |
| Gibraltar Industries Inc. | COM | 374689107 | 4,413 | 141,685 | SH | DFND | 1 | 104,985 | 0 | 36,700 | |
| Gilead Sciences Inc. | COM | 375558103 | 1,206 | 14,881 | SH | DFND | 1 | 5,051 | 0 | 9,830 | |
| Global Payments Inc | COM | 37940X102 | 10,460 | 110,071 | SH | DFND | 1 | 83,772 | 0 | 26,299 | |
| Government Properties Income T | COM SHS BEN INT | 38376A103 | 1,555 | 82,820 | SH | DFND | 1 | 82,820 | 0 | 0 | |
| Granite Construction Inc. | COM | 387328107 | 12,655 | 218,370 | SH | DFND | 1 | 160,687 | 0 | 57,683 | |
| Great Western Bancorp. Inc. | COM | 391416104 | 634 | 15,355 | SH | DFND | 1 | 15,355 | 0 | 0 | |
| Greenlight Capital Re Ltd. CL | CLASS A | G4095J109 | 1,410 | 65,105 | SH | DFND | 1 | 65,105 | 0 | 0 | |
| Greif Inc. | CL A | 397624107 | 13,348 | 228,015 | SH | DFND | 1 | 176,645 | 0 | 51,370 | |
| Gulfport Energy Corp. | COM NEW | 402635304 | 7,791 | 543,303 | SH | DFND | 1 | 409,979 | 0 | 133,324 | |
| H & E Equipment Services Inc | COM | 404030108 | 19,835 | 679,285 | SH | DFND | 1 | 514,965 | 0 | 164,320 | |
| Haemonetics Corp Mass | COM | 405024100 | 1,587 | 35,360 | SH | DFND | 1 | 35,360 | 0 | 0 | |
| Halyard Health Inc. | COM | 40650V100 | 1,500 | 33,320 | SH | DFND | 1 | 33,320 | 0 | 0 | |
| Hancock Holding Co. | COM | 410120109 | 1,103 | 22,775 | SH | DFND | 1 | 22,775 | 0 | 0 | |
| Hanmi Finl Corp | COM NEW | 410495204 | 9,943 | 321,275 | SH | DFND | 1 | 255,875 | 0 | 65,400 | |
| Harsco Corp. | COM | 415864107 | 1,881 | 90,010 | SH | DFND | 1 | 90,010 | 0 | 0 | |
| Hartford Financial Services Gr | COM | 416515104 | 27,733 | 500,327 | SH | DFND | 1 | 401,882 | 0 | 98,445 | |
| Haverty Furniture Companies In | COM | 419596101 | 1,298 | 49,630 | SH | DFND | 1 | 49,630 | 0 | 0 | |
| Hawaiian Electric Industries I | COM | 419870100 | 1,553 | 46,550 | SH | DFND | 1 | 46,550 | 0 | 0 | |
| Healthsouth Corp. | COM | 421924309 | 42,444 | 915,721 | SH | DFND | 1 | 730,015 | 0 | 185,706 | |
| Healthstream Inc | COM | 42222N103 | 1,332 | 57,000 | SH | DFND | 1 | 57,000 | 0 | 0 | |
| Heidrick & Struggles Intl Inc. | COM | 422819102 | 14,503 | 685,727 | SH | DFND | 1 | 533,056 | 0 | 152,671 | |
| Helen of Troy Corp. Ltd. | COM | G4388N106 | 10,015 | 103,349 | SH | DFND | 1 | 78,964 | 0 | 24,385 | |
| Helmerich & Payne Inc. | COM | 423452101 | 7,592 | 145,699 | SH | DFND | 1 | 110,927 | 0 | 34,772 | |
| Heritage Crystal Clean Inc | COM | 42726M106 | 1,244 | 57,190 | SH | DFND | 1 | 57,190 | 0 | 0 | |
| Heritage Finl Corp Wash | COM | 42722X106 | 1,605 | 54,390 | SH | DFND | 1 | 54,390 | 0 | 0 | |
| Hersha Hospitality Trust (REIT | PR SHS BEN INT | 427825500 | 1,590 | 85,175 | SH | DFND | 1 | 85,175 | 0 | 0 | |
| Hess Corporation | COM | 42809H107 | 6,480 | 138,203 | SH | DFND | 1 | 119,343 | 0 | 18,860 | |
| Hibbett Sports Inc. | COM | 428567101 | 1,254 | 87,990 | SH | DFND | 1 | 87,990 | 0 | 0 | |
| Hill-Rom Holdings Inc. | COM | 431475102 | 1,461 | 19,740 | SH | DFND | 1 | 19,740 | 0 | 0 | |
| HNI Corp. | COM | 404251100 | 6,212 | 149,799 | SH | DFND | 1 | 114,426 | 0 | 35,373 | |
| Hollyfrontier Corp | COM | 436106108 | 19,967 | 555,090 | SH | DFND | 1 | 448,675 | 0 | 106,415 | |
| Hope Bancorp Inc. | COM | 43940T109 | 8,762 | 494,763 | SH | DFND | 1 | 403,038 | 0 | 91,725 | |
| Host Hotels & Resorts Inc. (RE | COM | 44107P104 | 33,742 | 1,824,883 | SH | DFND | 1 | 1,401,113 | 0 | 423,770 | |
| HudBay Minerals Inc. | COM | 443628102 | 1,781 | 239,005 | SH | DFND | 1 | 239,005 | 0 | 0 | |
| Hudson Technologies Inc. | COM | 444144109 | 4,686 | 599,960 | SH | DFND | 1 | 466,310 | 0 | 133,650 | |
| Huntington Bancshares Inc. | COM | 446150104 | 292 | 20,900 | SH | DFND | 1 | 14,550 | 0 | 6,350 | |
| Huntsman Corp | COM | 447011107 | 45,329 | 1,653,151 | SH | DFND | 1 | 1,290,781 | 0 | 362,370 | |
| IAC InterActiveCorp. | SH BEN INT | 44919P508 | 14,715 | 125,147 | SH | DFND | 1 | 94,685 | 0 | 30,462 | |
| Iberiabank Corp | COM | 450828108 | 23,808 | 289,810 | SH | DFND | 1 | 225,455 | 0 | 64,355 | |
| ICF International Inc. | COM | 44925C103 | 8,601 | 159,432 | SH | DFND | 1 | 127,210 | 0 | 32,222 | |
| Ichor Holdings Ltd. | SHS | G4740B105 | 12,218 | 455,909 | SH | DFND | 1 | 354,104 | 0 | 101,805 | |
| ICON PLC | SHS | G4705A100 | 16,826 | 147,749 | SH | DFND | 1 | 120,469 | 0 | 27,280 | |
| Iconix Brand Group | COM | 451055107 | 1,496 | 262,990 | SH | DFND | 1 | 262,990 | 0 | 0 | |
| II-VI Inc. | COM | 902104108 | 1,327 | 32,257 | SH | DFND | 1 | 32,257 | 0 | 0 | |
| Independence Contract Drilling | COM | 453415309 | 208 | 54,705 | SH | DFND | 1 | 54,705 | 0 | 0 | |
| Ingersoll-Rand Co. Ltd. PLC SH | SHS | G47791101 | 446 | 5,000 | SH | DFND | 1 | 5,000 | 0 | 0 | |
| Innophos Holdings Inc. | COM | 45774N108 | 1,694 | 34,430 | SH | DFND | 1 | 34,430 | 0 | 0 | |
| Innoviva Inc. | COM | 45781M101 | 1,515 | 107,315 | SH | DFND | 1 | 107,315 | 0 | 0 | |
| Insteel Industries Inc. | COM | 45774W108 | 3,671 | 140,599 | SH | DFND | 1 | 104,736 | 0 | 35,863 | |
| Intel Corp. | COM | 458140100 | 1,903 | 49,981 | SH | DFND | 1 | 16,966 | 0 | 33,015 | |
| Inter Parfums Inc. | COM | 458334109 | 2,585 | 62,675 | SH | DFND | 1 | 62,675 | 0 | 0 | |
| International Paper Co. | CL A | 460146103 | 403 | 7,100 | SH | DFND | 1 | 7,100 | 0 | 0 | |
| Invesco Mortgage Capital Inc. | COM | 46131B100 | 1,550 | 90,495 | SH | DFND | 1 | 90,495 | 0 | 0 | |
| iShares Russell 2000 Value Index | RUS 2000 VAL ETF | 464287630 | 40 | 325 | SH | DFND | 1 | 302 | 0 | 23 | |
| iShares Russell Midcap Value Index | RUS MDCP VAL ETF | 464287473 | 30 | 357 | SH | DFND | 1 | 357 | 0 | 0 | |
| Jabil Inc. | COM | 466313103 | 1,422 | 49,805 | SH | DFND | 1 | 49,805 | 0 | 0 | |
| Janus Henderson Group PLC | ORD SHS | G4474Y214 | 27 | 778 | SH | DFND | 1 | 778 | 0 | 0 | |
| Jeld-Wen Holding Inc. | COM | 47580P103 | 22,320 | 628,377 | SH | DFND | 1 | 477,875 | 0 | 150,502 | |
| JetBlue Airways Corp. | COM | 477143101 | 18,978 | 1,024,200 | SH | DFND | 1 | 790,290 | 0 | 233,910 | |
| Johnson & Johnson | COM | 478160104 | 6,297 | 48,435 | SH | DFND | 1 | 24,300 | 0 | 24,135 | |
| JPMorgan Chase & Co. | COM | 46625H100 | 10,887 | 113,985 | SH | DFND | 1 | 52,146 | 0 | 61,839 | |
| K12 Inc | COM | 48273U102 | 1,450 | 81,302 | SH | DFND | 1 | 81,302 | 0 | 0 | |
| Kaiser Aluminum Corporation | COM PAR $0.01 | 483007704 | 13,360 | 129,532 | SH | DFND | 1 | 103,146 | 0 | 26,386 | |
| KBR Inc. | COM | 48242W106 | 76,726 | 4,291,179 | SH | DFND | 1 | 3,355,110 | 0 | 936,069 | |
| Kelly Services Inc. CL A | CL A | 488152208 | 1,592 | 63,455 | SH | DFND | 1 | 63,455 | 0 | 0 | |
| Kemet Corp. | COM NEW | 488360207 | 612 | 28,985 | SH | DFND | 1 | 28,985 | 0 | 0 | |
| Kennametal Inc. | COM | 489170100 | 837 | 20,755 | SH | DFND | 1 | 20,755 | 0 | 0 | |
| KeyCorp | COM | 493267108 | 37,538 | 1,994,586 | SH | DFND | 1 | 1,440,977 | 0 | 553,609 | |
| Kinder Morgan Inc Del | COM | 49456B101 | 1,698 | 88,510 | SH | DFND | 1 | 29,935 | 0 | 58,575 | |
| Kindred Healthcare Inc. | COM | 494580103 | 1,237 | 181,960 | SH | DFND | 1 | 181,960 | 0 | 0 | |
| Kite Realty Group Trust (REIT) | COM NEW | 49803T300 | 1,503 | 74,225 | SH | DFND | 1 | 74,225 | 0 | 0 | |
| Knoll Inc. | COM NEW | 498904200 | 5,394 | 269,680 | SH | DFND | 1 | 205,211 | 0 | 64,469 | |
| Kulicke & Soffa Industries | COM | 501242101 | 2,226 | 103,205 | SH | DFND | 1 | 103,205 | 0 | 0 | |
| KVH Industries Inc. | COM | 482738101 | 17,483 | 1,463,043 | SH | DFND | 1 | 1,105,675 | 0 | 357,368 | |
| L3 Technologies Inc. | COM | 502413107 | 697 | 3,700 | SH | DFND | 1 | 3,000 | 0 | 700 | |
| La-Z-Boy Inc. | COM | 505336107 | 9,020 | 335,319 | SH | DFND | 1 | 268,509 | 0 | 66,810 | |
| Laboratory Corp. Of America Hl | COM NEW | 50540R409 | 423 | 2,800 | SH | DFND | 1 | 2,000 | 0 | 800 | |
| Lakeland Bancorp Inc. | COM | 511637100 | 20,503 | 1,005,058 | SH | DFND | 1 | 751,269 | 0 | 253,789 | |
| LAM Research Corp. | COM | 512807108 | 10,903 | 58,922 | SH | DFND | 1 | 43,749 | 0 | 15,173 | |
| Lantheus Holdings Inc. | COM | 516544103 | 2,233 | 125,475 | SH | DFND | 1 | 125,475 | 0 | 0 | |
| Laredo Pete Hldgs Inc | COM | 516806106 | 373 | 28,880 | SH | DFND | 1 | 28,880 | 0 | 0 | |
| Las Vegas Sands Corp. | COM | 517834107 | 2,325 | 36,244 | SH | DFND | 1 | 12,314 | 0 | 23,930 | |
| LaSalle Hotel Properties (REIT | COM SH BEN INT | 517942108 | 1,512 | 52,105 | SH | DFND | 1 | 52,105 | 0 | 0 | |
| Lazard Ltd. | COM | G54050102 | 40,156 | 888,015 | SH | DFND | 1 | 690,733 | 0 | 197,282 | |
| Lear Corp. | COM NEW | 521865204 | 264 | 1,525 | SH | DFND | 1 | 1,075 | 0 | 450 | |
| Legg Mason Inc. | COM | 524901105 | 12,483 | 317,554 | SH | DFND | 1 | 252,780 | 0 | 64,774 | |
| Leidos Holdings Inc. | COM | 525327102 | 41,514 | 701,018 | SH | DFND | 1 | 550,685 | 0 | 150,333 | |
| Lexington Realty Trust (REIT) | COM | 529043101 | 12,357 | 1,209,066 | SH | DFND | 1 | 912,465 | 0 | 296,601 | |
| LHC Group Inc. | COM | 50187A107 | 1,920 | 27,076 | SH | DFND | 1 | 27,076 | 0 | 0 | |
| Liberty Property Trust (REIT) | COM | 531172104 | 55,974 | 1,363,223 | SH | DFND | 1 | 1,073,880 | 0 | 289,343 | |
| LifePoint Health Inc. | COM | 53219L109 | 1,495 | 25,824 | SH | DFND | 1 | 25,824 | 0 | 0 | |
| Lincoln National Corp. | COM | 534187109 | 2,814 | 38,292 | SH | DFND | 1 | 13,007 | 0 | 25,285 | |
| Lions Gate Entertainment CL B | CL B NON VTG | 535919500 | 52,789 | 1,660,564 | SH | DFND | 1 | 1,311,990 | 0 | 348,574 | |
| Louisiana-Pacific Corp. | COM | 546347105 | 1,547 | 57,125 | SH | DFND | 1 | 57,125 | 0 | 0 | |
| Lowe's Companies Inc. | COM | 548661107 | 2,090 | 26,147 | SH | DFND | 1 | 15,409 | 0 | 10,738 | |
| LSI Industries Inc. | COM | 50216C108 | 4,971 | 751,981 | SH | DFND | 1 | 574,352 | 0 | 177,629 | |
| Lumber Liquidators Holdings In | COM | 55003T107 | 421 | 10,800 | SH | DFND | 1 | 10,800 | 0 | 0 | |
| Luminex Corp Del | COM | 55027E102 | 1,438 | 70,715 | SH | DFND | 1 | 70,715 | 0 | 0 | |
| Magellan Health Inc. | COM | 559079207 | 1,630 | 18,885 | SH | DFND | 1 | 18,885 | 0 | 0 | |
| Malibu Boats Inc. | COM CL A | 56117J100 | 638 | 20,150 | SH | DFND | 1 | 20,150 | 0 | 0 | |
| ManpowerGroup Inc. | COM | 56418H100 | 1,620 | 13,746 | SH | DFND | 1 | 13,746 | 0 | 0 | |
| ManTech International Corporat | CL A | 564563104 | 1,613 | 36,530 | SH | DFND | 1 | 36,530 | 0 | 0 | |
| Masimo Corp | COM | 574795100 | 1,499 | 17,320 | SH | DFND | 1 | 17,320 | 0 | 0 | |
| Masonite International Corpora | COM | 575385109 | 4,072 | 58,850 | SH | DFND | 1 | 43,900 | 0 | 14,950 | |
| Materion Corp | COM | 576690101 | 1,279 | 29,635 | SH | DFND | 1 | 29,635 | 0 | 0 | |
| Matrix Service Co. | COM | 576853105 | 1,690 | 111,190 | SH | DFND | 1 | 111,190 | 0 | 0 | |
| Maximus Inc. | COM | 577933104 | 1,617 | 25,070 | SH | DFND | 1 | 25,070 | 0 | 0 | |
| MaxLinear Inc. | CL A | 57776J100 | 444 | 18,690 | SH | DFND | 1 | 18,690 | 0 | 0 | |
| McDermott International Inc. | COM | 580037109 | 1,723 | 236,995 | SH | DFND | 1 | 236,995 | 0 | 0 | |
| MDU Resources | COM | 552690109 | 1,449 | 55,851 | SH | DFND | 1 | 55,851 | 0 | 0 | |
| Medical Properties Trust Inc. | COM | 58463J304 | 31,440 | 2,394,543 | SH | DFND | 1 | 1,932,353 | 0 | 462,190 | |
| Medifast Inc | COM | 58470H101 | 1,626 | 27,388 | SH | DFND | 1 | 27,388 | 0 | 0 | |
| MEDNAX Inc. | COM | 58502B106 | 1,494 | 34,640 | SH | DFND | 1 | 34,640 | 0 | 0 | |
| Merck & Co. Inc. | COM | 58933Y105 | 7,133 | 111,400 | SH | DFND | 1 | 49,100 | 0 | 62,300 | |
| Meredith Corp. | COM | 589433101 | 20,269 | 365,211 | SH | DFND | 1 | 301,386 | 0 | 63,825 | |
| Meridian Bioscience Inc | COM | 589584101 | 1,395 | 97,567 | SH | DFND | 1 | 97,567 | 0 | 0 | |
| Methanex Corp. | COM | 59151K108 | 1,504 | 29,900 | SH | DFND | 1 | 29,900 | 0 | 0 | |
| Methode Electronics Inc. | COM | 591520200 | 7,043 | 166,305 | SH | DFND | 1 | 137,572 | 0 | 28,733 | |
| MetLife Inc. | COM | 59156R108 | 4,421 | 85,104 | SH | DFND | 1 | 28,904 | 0 | 56,200 | |
| Michael Kors Hldgs Ltd | COM | G60754101 | 15,160 | 316,829 | SH | DFND | 1 | 244,101 | 0 | 72,728 | |
| Micron Technology Inc. | COM | 595112103 | 28,817 | 732,689 | SH | DFND | 1 | 564,969 | 0 | 167,720 | |
| Microsemi Corp. | COM | 595137100 | 46,150 | 896,462 | SH | DFND | 1 | 705,443 | 0 | 191,019 | |
| Microsoft Corporation | COM | 594918104 | 5,232 | 70,233 | SH | DFND | 1 | 26,438 | 0 | 43,795 | |
| Midland States Bancorp Inc. | COM | 597742105 | 1,325 | 41,815 | SH | DFND | 1 | 41,815 | 0 | 0 | |
| Miller Industries Inc. | COM NEW | 600551204 | 559 | 20,005 | SH | DFND | 1 | 15,905 | 0 | 4,100 | |
| Minerals Technologies Inc. | COM | 603158106 | 1,525 | 21,585 | SH | DFND | 1 | 21,585 | 0 | 0 | |
| Mitel Networks Corporation | COM | 60671Q104 | 304 | 36,195 | SH | DFND | 1 | 36,195 | 0 | 0 | |
| MKS Instruments Inc. | COM | 55306N104 | 18,103 | 191,671 | SH | DFND | 1 | 149,220 | 0 | 42,451 | |
| Mohawk Industries Inc. | COM | 608190104 | 520 | 2,100 | SH | DFND | 1 | 2,100 | 0 | 0 | |
| Molina Healthcare Inc. | COM | 60855R100 | 1,634 | 23,763 | SH | DFND | 1 | 23,763 | 0 | 0 | |
| Mondelez International Inc. | CL A | 609207105 | 2,758 | 67,819 | SH | DFND | 1 | 28,769 | 0 | 39,050 | |
| Moog Inc. | CL A | 615394202 | 2,195 | 26,310 | SH | DFND | 1 | 26,310 | 0 | 0 | |
| Morgan Stanley | COM NEW | 617446448 | 5,297 | 109,955 | SH | DFND | 1 | 46,160 | 0 | 63,795 | |
| Movado Group Inc | COM | 624580106 | 1,393 | 49,741 | SH | DFND | 1 | 49,741 | 0 | 0 | |
| MSG Networks Inc. class A | CL A | 553573106 | 2,601 | 122,700 | SH | DFND | 1 | 91,200 | 0 | 31,500 | |
| MTGE Investment Corp. | COM | 55378A105 | 1,557 | 80,245 | SH | DFND | 1 | 80,245 | 0 | 0 | |
| Mueller Industries Inc. | COM | 624756102 | 13,339 | 381,652 | SH | DFND | 1 | 288,570 | 0 | 93,082 | |
| MYR Group Inc. | COM | 55405W104 | 1,556 | 53,395 | SH | DFND | 1 | 53,395 | 0 | 0 | |
| Myriad Genetics Inc. | COM | 62855J104 | 1,680 | 46,425 | SH | DFND | 1 | 46,425 | 0 | 0 | |
| National Fuel Gas Co. | COM | 636180101 | 1,462 | 25,830 | SH | DFND | 1 | 25,830 | 0 | 0 | |
| National Healthcare Corp | COM | 635906100 | 1,168 | 18,675 | SH | DFND | 1 | 18,675 | 0 | 0 | |
| National Oilwell Varco Incorpo | COM | 637071101 | 1,534 | 42,941 | SH | DFND | 1 | 14,601 | 0 | 28,340 | |
| National Retail Properties Inc | COM | 637417106 | 6,573 | 157,786 | SH | DFND | 1 | 118,858 | 0 | 38,928 | |
| Natus Medical Inc. | COM | 639050103 | 1,688 | 45,009 | SH | DFND | 1 | 45,009 | 0 | 0 | |
| Navient Corporation | COM | 63938C108 | 1,565 | 104,210 | SH | DFND | 1 | 104,210 | 0 | 0 | |
| Navigant Consulting | COM | 63935N107 | 1,709 | 101,000 | SH | DFND | 1 | 101,000 | 0 | 0 | |
| NCR Corporation | COM | 62886E108 | 1,562 | 41,635 | SH | DFND | 1 | 41,635 | 0 | 0 | |
| Nektar Therapeutics | COM | 640268108 | 17,903 | 745,979 | SH | DFND | 1 | 574,041 | 0 | 171,938 | |
| Nelnet Inc. | COM | 64031N108 | 1,585 | 31,390 | SH | DFND | 1 | 31,390 | 0 | 0 | |
| NetApp Inc. | COM | 64110D104 | 30,687 | 701,262 | SH | DFND | 1 | 546,477 | 0 | 154,785 | |
| Netgear Inc. | COM | 64111Q104 | 9,656 | 202,850 | SH | DFND | 1 | 162,015 | 0 | 40,835 | |
| Newmont Mining Corp. | COM | 651639106 | 14,956 | 398,718 | SH | DFND | 1 | 314,208 | 0 | 84,510 | |
| NIC Inc. | COM | 62914B100 | 1,596 | 93,050 | SH | DFND | 1 | 93,050 | 0 | 0 | |
| Nicolet Bankshares Inc. | COM | 65406E102 | 637 | 11,080 | SH | DFND | 1 | 11,080 | 0 | 0 | |
| NMI Holdings Inc. | CL A | 629209305 | 959 | 77,370 | SH | DFND | 1 | 77,370 | 0 | 0 | |
| Noble Energy Inc. | COM | 655044105 | 2,622 | 92,446 | SH | DFND | 1 | 37,806 | 0 | 54,640 | |
| Nomad Foods Limited | USD ORD SHS | G6564A105 | 29,960 | 2,056,266 | SH | DFND | 1 | 1,668,896 | 0 | 387,370 | |
| Northwestern Corp. | COM NEW | 668074305 | 22,319 | 391,967 | SH | DFND | 1 | 300,536 | 0 | 91,431 | |
| Nova Measuring Instruments Ltd | COM | M7516K103 | 2,713 | 96,500 | SH | DFND | 1 | 96,500 | 0 | 0 | |
| NRG Energy Inc. | COM | 629377508 | 2,926 | 114,351 | SH | DFND | 1 | 81,231 | 0 | 33,120 | |
| Nu Skin Enterprises Inc. CL A | CL A | 67018T105 | 1,488 | 24,205 | SH | DFND | 1 | 24,205 | 0 | 0 | |
| NutriSystem Inc. | COM | 67069D108 | 4,470 | 79,971 | SH | DFND | 1 | 62,199 | 0 | 17,772 | |
| Oceaneering International Inc. | COM | 675232102 | 1,678 | 63,890 | SH | DFND | 1 | 63,890 | 0 | 0 | |
| Office Depot Inc. | COM | 676220106 | 1,089 | 239,835 | SH | DFND | 1 | 239,835 | 0 | 0 | |
| Omnicell Inc. | COM | 68213N109 | 7,298 | 142,962 | SH | DFND | 1 | 108,655 | 0 | 34,307 | |
| On Assignment Inc. | COM | 682159108 | 13,148 | 244,936 | SH | DFND | 1 | 186,706 | 0 | 58,230 | |
| Oracle Corp. | COM | 68389X105 | 3,911 | 80,894 | SH | DFND | 1 | 32,424 | 0 | 48,470 | |
| OraSure Technologies Inc. | COM | 68554V108 | 1,611 | 71,621 | SH | DFND | 1 | 71,621 | 0 | 0 | |
| Orbital ATK Inc. | COM | 68557N103 | 8,607 | 64,633 | SH | DFND | 1 | 50,461 | 0 | 14,172 | |
| Orbotech Ltd. ORD | ORD | M75253100 | 52,390 | 1,241,171 | SH | DFND | 1 | 961,191 | 0 | 279,980 | |
| Orion Group Holdings Inc. | COM | 68628V308 | 1,175 | 179,045 | SH | DFND | 1 | 179,045 | 0 | 0 | |
| Oritani Financial Corp | COM | 68633D103 | 5,290 | 314,871 | SH | DFND | 1 | 261,518 | 0 | 53,353 | |
| Orthofix International N.V. | COM | N6748L102 | 1,447 | 30,620 | SH | DFND | 1 | 30,620 | 0 | 0 | |
| Oshkosh Corp. | COM | 688239201 | 23,134 | 280,281 | SH | DFND | 1 | 211,908 | 0 | 68,373 | |
| OUTFRONT Media Inc. (REIT) | COM | 69007J106 | 2,808 | 111,500 | SH | DFND | 1 | 78,900 | 0 | 32,600 | |
| Overseas Shipholding Group Inc | CL A NEW | 69036R863 | 1,115 | 424,020 | SH | DFND | 1 | 424,020 | 0 | 0 | |
| Owens & Minor Inc. | COM | 690732102 | 1,488 | 50,955 | SH | DFND | 1 | 50,955 | 0 | 0 | |
| Owens Illinois | COM NEW | 690768403 | 1,639 | 65,145 | SH | DFND | 1 | 65,145 | 0 | 0 | |
| Oxford Industries Inc. | COM | 691497309 | 423 | 6,650 | SH | DFND | 1 | 6,650 | 0 | 0 | |
| Pacific Ethanol Inc. | COM PAR $.001 | 69423U305 | 1,392 | 250,755 | SH | DFND | 1 | 250,755 | 0 | 0 | |
| Patterson Companies Inc. | COM | 703395103 | 1,552 | 40,160 | SH | DFND | 1 | 40,160 | 0 | 0 | |
| Patterson-UTI Energy Inc. | COM | 703481101 | 3,448 | 164,675 | SH | DFND | 1 | 122,470 | 0 | 42,205 | |
| PDL BioPharma Inc. | COM | 69329Y104 | 1,691 | 498,830 | SH | DFND | 1 | 498,830 | 0 | 0 | |
| Peapack-Gladstone Financial Co | COM | 704699107 | 791 | 23,455 | SH | DFND | 1 | 23,455 | 0 | 0 | |
| PennyMac Mortgage Investment T | COM | 70931T103 | 1,550 | 89,105 | SH | DFND | 1 | 89,105 | 0 | 0 | |
| Pentair plc | SHS | G7S00T104 | 2,106 | 30,996 | SH | DFND | 1 | 14,116 | 0 | 16,880 | |
| Perficient Inc. | COM | 71375U101 | 1,506 | 76,555 | SH | DFND | 1 | 76,555 | 0 | 0 | |
| PerkinElmer Inc. | COM | 714046109 | 17,625 | 255,544 | SH | DFND | 1 | 197,575 | 0 | 57,969 | |
| Perry Ellis International Inc. | COM | 288853104 | 1,188 | 50,224 | SH | DFND | 1 | 50,224 | 0 | 0 | |
| PGT Innovations Inc. | COM | 69336V101 | 4,404 | 294,550 | SH | DFND | 1 | 220,450 | 0 | 74,100 | |
| PH Glatfelter Co. | COM | 377316104 | 5,132 | 263,880 | SH | DFND | 1 | 201,132 | 0 | 62,748 | |
| PharMerica Corp. | COM | 71714F104 | 22 | 734 | SH | DFND | 1 | 734 | 0 | 0 | |
| Photronics Inc. | COM | 719405102 | 1,501 | 169,655 | SH | DFND | 1 | 169,655 | 0 | 0 | |
| Physicians Realty Trust (REIT) | COM | 71943U104 | 12,623 | 711,942 | SH | DFND | 1 | 537,577 | 0 | 174,365 | |
| Piedmont Office Realty Trust I | COM CL A | 720190206 | 38,653 | 1,917,299 | SH | DFND | 1 | 1,518,074 | 0 | 399,225 | |
| Pier 1 Imports Inc. | COM | 720279108 | 1,045 | 249,490 | SH | DFND | 1 | 249,490 | 0 | 0 | |
| Pinnacle Foods Inc. | COM | 72348P104 | 58,053 | 1,015,445 | SH | DFND | 1 | 800,567 | 0 | 214,878 | |
| Piper Jaffray Co. | COM | 724078100 | 11,636 | 196,050 | SH | DFND | 1 | 147,556 | 0 | 48,494 | |
| Plantronics Inc. | COM | 727493108 | 1,576 | 35,645 | SH | DFND | 1 | 35,645 | 0 | 0 | |
| Plexus Corp. | COM | 729132100 | 1,675 | 29,865 | SH | DFND | 1 | 29,865 | 0 | 0 | |
| PNC Financial Services Group I | COM | 693475105 | 6,096 | 45,233 | SH | DFND | 1 | 20,763 | 0 | 24,470 | |
| Portland General Electric | COM NEW | 736508847 | 1,469 | 32,195 | SH | DFND | 1 | 32,195 | 0 | 0 | |
| Precision Drilling Corporation | COM | 74022D308 | 37,610 | 12,054,377 | SH | DFND | 1 | 9,676,489 | 0 | 2,377,888 | |
| Preferred Bk Los Angeles Ca | COM NEW | 740367404 | 2,681 | 44,430 | SH | DFND | 1 | 44,430 | 0 | 0 | |
| Prosperity Bancshares Inc. | COM | 743606105 | 1,670 | 25,410 | SH | DFND | 1 | 25,410 | 0 | 0 | |
| Providence Service Corp. | COM | 743815102 | 1,409 | 26,045 | SH | DFND | 1 | 26,045 | 0 | 0 | |
| Provident Financial Services I | COM | 74386T105 | 12,750 | 478,062 | SH | DFND | 1 | 362,968 | 0 | 115,094 | |
| Prudential Financial Inc. | COM | 744320102 | 351 | 3,300 | SH | DFND | 1 | 3,300 | 0 | 0 | |
| Public Service Enterprise Grou | COM | 744573106 | 37,431 | 809,312 | SH | DFND | 1 | 662,662 | 0 | 146,650 | |
| PVH Corporation | COM | 693656100 | 70,551 | 559,666 | SH | DFND | 1 | 432,050 | 0 | 127,616 | |
| QCR Holdings Inc. | COM | 74727A104 | 1,158 | 25,440 | SH | DFND | 1 | 25,440 | 0 | 0 | |
| Qorvo Inc. | COM | 74736K101 | 9,523 | 134,737 | SH | DFND | 1 | 101,895 | 0 | 32,842 | |
| Quad/Graphics Inc. | COM NEW | 747301109 | 1,700 | 75,202 | SH | DFND | 1 | 75,202 | 0 | 0 | |
| Quality Sys Inc. | COM | 747582104 | 1,522 | 96,730 | SH | DFND | 1 | 96,730 | 0 | 0 | |
| Radian Group Inc. | COM | 750236101 | 1,691 | 90,495 | SH | DFND | 1 | 90,495 | 0 | 0 | |
| Ralph Lauren Corp | CL A | 751212101 | 1,473 | 16,685 | SH | DFND | 1 | 16,685 | 0 | 0 | |
| Raymond James Financial Inc. | COM | 754730109 | 261 | 3,100 | SH | DFND | 1 | 2,150 | 0 | 950 | |
| Realty Income Corp. (REIT) | COM | 756109104 | 254 | 4,450 | SH | DFND | 1 | 3,100 | 0 | 1,350 | |
| Regal Beloit Corp. | COM | 758750103 | 16,343 | 206,873 | SH | DFND | 1 | 161,276 | 0 | 45,597 | |
| Renewable Energy Group Inc | COM NEW | 75972A301 | 1,939 | 159,620 | SH | DFND | 1 | 159,620 | 0 | 0 | |
| Resolute Energy Corporation | COM | 76116A306 | 560 | 18,875 | SH | DFND | 1 | 18,875 | 0 | 0 | |
| Resources Connection Inc. | COM | 76122Q105 | 1,269 | 91,294 | SH | DFND | 1 | 91,294 | 0 | 0 | |
| Revolution Lighting Technologi | COM NEW | 76155G206 | 2,954 | 454,450 | SH | DFND | 1 | 335,050 | 0 | 119,400 | |
| REX American Resources Corp. | COM | 761624105 | 11,027 | 117,516 | SH | DFND | 1 | 87,793 | 0 | 29,723 | |
| RH | COM | 74967X103 | 0 | 6 | SH | DFND | 1 | 6 | 0 | 0 | |
| RLJ Lodging Trust (REIT) | COM | 74965L101 | 1,638 | 74,450 | SH | DFND | 1 | 74,450 | 0 | 0 | |
| Rowan Companies Plc | SHS CL A | G7665A101 | 2,500 | 194,580 | SH | DFND | 1 | 194,580 | 0 | 0 | |
| RPX Corp. | COM | 74972G103 | 1,520 | 114,425 | SH | DFND | 1 | 114,425 | 0 | 0 | |
| Rudolph Techonologies Inc. | COM | 781270103 | 2,488 | 94,596 | SH | DFND | 1 | 94,596 | 0 | 0 | |
| Rush Enterprises Inc Cl A | CL A | 781846209 | 2,302 | 49,720 | SH | DFND | 1 | 49,720 | 0 | 0 | |
| Sabra Health Care REIT Inc. | COM | 78573L106 | 10,231 | 466,300 | SH | DFND | 1 | 371,208 | 0 | 95,092 | |
| Sandy Spring Bancorp Inc. | COM | 800363103 | 20,004 | 482,717 | SH | DFND | 1 | 377,229 | 0 | 105,488 | |
| Sanmina Corporation | COM | 801056102 | 1,482 | 39,890 | SH | DFND | 1 | 39,890 | 0 | 0 | |
| ScanSource Inc. | COM | 806037107 | 1,607 | 36,810 | SH | DFND | 1 | 36,810 | 0 | 0 | |
| Schlumberger Limited | COM | 806857108 | 579 | 8,300 | SH | DFND | 1 | 8,300 | 0 | 0 | |
| Schnitzer Steel Industries Inc | COM | 806882106 | 1,621 | 57,595 | SH | DFND | 1 | 57,595 | 0 | 0 | |
| Scientific Games Corp. | CL A | 80874P109 | 365 | 7,970 | SH | DFND | 1 | 7,970 | 0 | 0 | |
| Select Comfort Corporation | COM | 81616X103 | 1,213 | 39,050 | SH | DFND | 1 | 39,050 | 0 | 0 | |
| Select Income REIT | COM | 81618T100 | 1,570 | 67,055 | SH | DFND | 1 | 67,055 | 0 | 0 | |
| Selective Insurance Group Inc. | COM | 816300107 | 28,706 | 533,067 | SH | DFND | 1 | 402,050 | 0 | 131,017 | |
| Shoe Carnival Inc. | COM | 824889109 | 1,395 | 62,323 | SH | DFND | 1 | 62,323 | 0 | 0 | |
| Sierra Wireless Inc. | COM | 826516106 | 303 | 14,075 | SH | DFND | 1 | 14,075 | 0 | 0 | |
| Silicon Motion Technology Corp | SPONSORED ADR | 82706C108 | 14,295 | 297,618 | SH | DFND | 1 | 226,710 | 0 | 70,908 | |
| SkyWest Inc. | COM | 830879102 | 1,669 | 38,007 | SH | DFND | 1 | 38,007 | 0 | 0 | |
| Skyworks Solutions Inc. | COM | 83088M102 | 1,140 | 11,189 | SH | DFND | 1 | 3,799 | 0 | 7,390 | |
| SL Green Realty Corp. (REIT) | COM | 78440X101 | 43,151 | 425,892 | SH | DFND | 1 | 335,745 | 0 | 90,147 | |
| SLM Corp. (New) | COM | 78442P106 | 868 | 75,695 | SH | DFND | 1 | 75,695 | 0 | 0 | |
| SM Energy Company | COM | 78454L100 | 24,532 | 1,382,847 | SH | DFND | 1 | 1,104,259 | 0 | 278,588 | |
| SodaStream International Ltd. | COM | M9068E105 | 2,269 | 34,140 | SH | DFND | 1 | 34,140 | 0 | 0 | |
| SONY Corp. ADR | SPONSORED ADR | 835699307 | 1,233 | 33,014 | SH | DFND | 1 | 11,184 | 0 | 21,830 | |
| South State Corp. | COM | 840441109 | 322 | 3,580 | SH | DFND | 1 | 3,580 | 0 | 0 | |
| SP Plus Corp. | COM | 78469C103 | 1,599 | 40,480 | SH | DFND | 1 | 40,480 | 0 | 0 | |
| Spartan Motors Inc. | COM | 846819100 | 949 | 85,850 | SH | DFND | 1 | 85,850 | 0 | 0 | |
| Spectrum Brands Hldgs Inc | COM | 84763R101 | 18,861 | 178,073 | SH | DFND | 1 | 134,375 | 0 | 43,698 | |
| Spok Holdings Inc. | COM | 84863T106 | 1,138 | 74,160 | SH | DFND | 1 | 74,160 | 0 | 0 | |
| Sprint Corporation | COM SER 1 | 85207U105 | 1,378 | 177,121 | SH | DFND | 1 | 60,246 | 0 | 116,875 | |
| SPX Corporation | COM | 784635104 | 1,741 | 59,330 | SH | DFND | 1 | 59,330 | 0 | 0 | |
| State Bank Financial Corp | COM | 856190103 | 1,250 | 43,620 | SH | DFND | 1 | 43,620 | 0 | 0 | |
| State Street Corp. | COM | 857477103 | 516 | 5,400 | SH | DFND | 1 | 5,400 | 0 | 0 | |
| Steelcase Inc. CL A | CL A | 858155203 | 1,798 | 116,770 | SH | DFND | 1 | 116,770 | 0 | 0 | |
| Stepan Co | COM | 858586100 | 1,650 | 19,725 | SH | DFND | 1 | 19,725 | 0 | 0 | |
| Sterling Bancorp New | COM | 85917A100 | 20,409 | 827,969 | SH | DFND | 1 | 623,362 | 0 | 204,607 | |
| Steven Madden Ltd. | COM | 556269108 | 9,975 | 230,374 | SH | DFND | 1 | 178,067 | 0 | 52,307 | |
| Stifel Financial Corp. | CL A | 860630102 | 12,942 | 242,088 | SH | DFND | 1 | 192,808 | 0 | 49,280 | |
| STMicroelectronics N.V. | NY REGISTRY | 861012102 | 1,465 | 75,452 | SH | DFND | 1 | 25,422 | 0 | 50,030 | |
| Stoneridge Inc. | COM | 86183P102 | 8,569 | 432,547 | SH | DFND | 1 | 329,015 | 0 | 103,532 | |
| Stratasys Ltd. | SHS | M85548101 | 1,528 | 66,095 | SH | DFND | 1 | 66,095 | 0 | 0 | |
| Sucampo Pharmaceuticals Inc | CL A | 864909106 | 1,442 | 122,190 | SH | DFND | 1 | 122,190 | 0 | 0 | |
| Summit Hotel Properties Inc. ( | COM | 866082100 | 21,133 | 1,321,619 | SH | DFND | 1 | 998,292 | 0 | 323,327 | |
| Suncoke Energy Inc | COM | 86722A103 | 1,486 | 162,575 | SH | DFND | 1 | 162,575 | 0 | 0 | |
| Sunstone Hotel Investors Inc. | COM | 867892101 | 1,558 | 96,955 | SH | DFND | 1 | 96,955 | 0 | 0 | |
| SunTrust Banks Inc. | COM | 867914103 | 2,838 | 47,488 | SH | DFND | 1 | 20,033 | 0 | 27,455 | |
| SUPERVALU Inc.(new) | COM NEW | 868536301 | 1,686 | 77,510 | SH | DFND | 1 | 77,510 | 0 | 0 | |
| Sykes Enterprises Inc. | COM | 871237103 | 1,560 | 53,484 | SH | DFND | 1 | 53,484 | 0 | 0 | |
| Synaptics Inc. | COM | 87157D109 | 1,492 | 38,085 | SH | DFND | 1 | 38,085 | 0 | 0 | |
| T-Mobile US Inc. | COM | 872590104 | 2,529 | 41,019 | SH | DFND | 1 | 19,799 | 0 | 21,220 | |
| Tailored Brands Inc. | COM | 87403A107 | 1,272 | 88,060 | SH | DFND | 1 | 88,060 | 0 | 0 | |
| TCF Financial Corporation | COM | 872275102 | 1,723 | 101,125 | SH | DFND | 1 | 101,125 | 0 | 0 | |
| Tech Data Corp. | COM | 878237106 | 1,493 | 16,799 | SH | DFND | 1 | 16,799 | 0 | 0 | |
| Teekay Tankers Ltd | CL A | Y8565N102 | 1,208 | 745,810 | SH | DFND | 1 | 745,810 | 0 | 0 | |
| Telephone & Data Sys Inc | COM NEW | 879433829 | 1,506 | 54,005 | SH | DFND | 1 | 54,005 | 0 | 0 | |
| Teradata Corporation | COM | 88076W103 | 1,716 | 50,770 | SH | DFND | 1 | 50,770 | 0 | 0 | |
| Teradyne Inc. | COM | 880770102 | 27,949 | 749,497 | SH | DFND | 1 | 597,732 | 0 | 151,765 | |
| Terex Corp. | COM | 880779103 | 42,612 | 946,515 | SH | DFND | 1 | 750,935 | 0 | 195,580 | |
| Tetra Tech Inc. | COM | 88162G103 | 11,687 | 251,073 | SH | DFND | 1 | 197,136 | 0 | 53,937 | |
| The Bank of N.T. Butterfield & | SHS NEW | G0772R208 | 1,704 | 46,515 | SH | DFND | 1 | 46,515 | 0 | 0 | |
| The Chefs Warehouse Inc. | COM | 163086101 | 1,534 | 79,470 | SH | DFND | 1 | 79,470 | 0 | 0 | |
| The Childrens Place Inc. | COM | 168905107 | 34,380 | 290,986 | SH | DFND | 1 | 235,951 | 0 | 55,035 | |
| Third Point Reinsurance Ltd. | COM | G8827U100 | 11,148 | 714,590 | SH | DFND | 1 | 560,440 | 0 | 154,150 | |
| Tillys Inc | CL A | 886885102 | 1,203 | 100,340 | SH | DFND | 1 | 100,340 | 0 | 0 | |
| TimkenSteel Corporation | COM | 887399103 | 4,520 | 273,925 | SH | DFND | 1 | 215,260 | 0 | 58,665 | |
| Tivity Health Inc. | COM | 88870R102 | 871 | 21,342 | SH | DFND | 1 | 21,342 | 0 | 0 | |
| TiVo Corp. (new) | COM | 88870P106 | 10,455 | 526,707 | SH | DFND | 1 | 398,228 | 0 | 128,479 | |
| Toll Bros Inc. | COM | 889478103 | 53,892 | 1,299,547 | SH | DFND | 1 | 1,036,332 | 0 | 263,215 | |
| Toyota Motor Corp. ADR | COM | 892331307 | 1,645 | 13,800 | SH | DFND | 1 | 13,800 | 0 | 0 | |
| Transocean Ltd | REG SHS | H8817H100 | 1,853 | 172,245 | SH | DFND | 1 | 172,245 | 0 | 0 | |
| Treehouse Foods Inc. | COM | 89469A104 | 1,425 | 21,040 | SH | DFND | 1 | 21,040 | 0 | 0 | |
| TriCo Bancshares | COM | 896095106 | 1,376 | 33,760 | SH | DFND | 1 | 33,760 | 0 | 0 | |
| Trinseo SA | SHS | L9340P101 | 14,362 | 214,040 | SH | DFND | 1 | 164,936 | 0 | 49,104 | |
| Triple-S Management Corporatio | COM | 896749108 | 1,519 | 64,129 | SH | DFND | 1 | 64,129 | 0 | 0 | |
| Triton International Limited C | CL A | G9078F107 | 11,878 | 356,904 | SH | DFND | 1 | 286,554 | 0 | 70,350 | |
| Triumph Group Inc. | COM | 896818101 | 1,645 | 55,305 | SH | DFND | 1 | 55,305 | 0 | 0 | |
| TrueBlue Inc. | COM | 89785X101 | 1,665 | 74,180 | SH | DFND | 1 | 74,180 | 0 | 0 | |
| Trustco Bank Corp NY | COM | 898349105 | 8,415 | 945,491 | SH | DFND | 1 | 760,038 | 0 | 185,453 | |
| TTM Technologies Inc. | COM | 87305R109 | 1,489 | 96,854 | SH | DFND | 1 | 96,854 | 0 | 0 | |
| Tutor Perini Corp. | COM | 901109108 | 3,131 | 110,261 | SH | DFND | 1 | 110,261 | 0 | 0 | |
| Tyson Foods Inc. CL A | CL A | 902494103 | 12,587 | 178,670 | SH | DFND | 1 | 152,355 | 0 | 26,315 | |
| U S Silica Hldgs Inc | COM | 90346E103 | 0 | 16 | SH | DFND | 1 | 16 | 0 | 0 | |
| U.S. Concrete Inc. | COM NEW | 90333L201 | 24,039 | 315,063 | SH | DFND | 1 | 239,959 | 0 | 75,104 | |
| Ultra Clean Holdings Inc. | COM | 90385V107 | 703 | 22,970 | SH | DFND | 1 | 22,970 | 0 | 0 | |
| Umpqua Holdings Corp. | COM | 904214103 | 12,436 | 637,427 | SH | DFND | 1 | 482,810 | 0 | 154,617 | |
| Union Bankshares Corporation | COM | 90539J109 | 7,690 | 217,849 | SH | DFND | 1 | 166,077 | 0 | 51,772 | |
| Unit Corp. | COM | 909218109 | 1,857 | 90,240 | SH | DFND | 1 | 90,240 | 0 | 0 | |
| United Community Banks Inc. | COM | 90984P303 | 32,974 | 1,155,344 | SH | DFND | 1 | 903,302 | 0 | 252,042 | |
| United Continental Holdings. | COM | 910047109 | 1,571 | 25,804 | SH | DFND | 1 | 15,094 | 0 | 10,710 | |
| United Financial Bancorp Inc. | COM | 910304104 | 20,824 | 1,138,560 | SH | DFND | 1 | 860,233 | 0 | 278,327 | |
| United Fire Group Inc | COM | 910340108 | 23,239 | 507,180 | SH | DFND | 1 | 384,227 | 0 | 122,953 | |
| United Natural Foods Inc. | COM | 911163103 | 1,788 | 42,980 | SH | DFND | 1 | 42,980 | 0 | 0 | |
| United Rentals Inc. | COM | 911363109 | 13,807 | 99,516 | SH | DFND | 1 | 81,486 | 0 | 18,030 | |
| United States Cellular Corp. | COM | 911684108 | 1,315 | 37,135 | SH | DFND | 1 | 37,135 | 0 | 0 | |
| United States Steel Corp. | COM | 912909108 | 1,410 | 54,960 | SH | DFND | 1 | 54,960 | 0 | 0 | |
| United Technologies Corp. | COM | 913017109 | 696 | 6,000 | SH | DFND | 1 | 6,000 | 0 | 0 | |
| United Therapeutics Corp. | COM | 91307C102 | 1,312 | 11,195 | SH | DFND | 1 | 11,195 | 0 | 0 | |
| Universal Display Corp. (New) | COM | 91347P105 | 21,311 | 165,391 | SH | DFND | 1 | 126,390 | 0 | 39,001 | |
| Universal Insurance Holdings I | COM | 91359V107 | 1,708 | 74,250 | SH | DFND | 1 | 74,250 | 0 | 0 | |
| Unum Group | COM | 91529Y106 | 64,804 | 1,267,435 | SH | DFND | 1 | 992,140 | 0 | 275,295 | |
| Urban Outfitters Inc. | COM | 917047102 | 7,370 | 308,387 | SH | DFND | 1 | 246,531 | 0 | 61,856 | |
| US Foods Holding Corp. | COM | 912008109 | 26,689 | 999,605 | SH | DFND | 1 | 802,951 | 0 | 196,654 | |
| Valeant Pharmaceuticals Intern | COM | 91911K102 | 1,619 | 112,960 | SH | DFND | 1 | 112,960 | 0 | 0 | |
| Valero Energy Corp. | COM | 91913Y100 | 2,544 | 33,072 | SH | DFND | 1 | 11,242 | 0 | 21,830 | |
| Validus Holdings Ltd. | COM SHS | G9319H102 | 10,084 | 204,916 | SH | DFND | 1 | 157,836 | 0 | 47,080 | |
| Veeco Instruments Inc. | COM | 922417100 | 526 | 24,570 | SH | DFND | 1 | 24,570 | 0 | 0 | |
| Vera Bradley Inc. | COM | 92335C106 | 1,264 | 143,435 | SH | DFND | 1 | 143,435 | 0 | 0 | |
| Versum Materials LLC | COM | 92532W103 | 735 | 18,929 | SH | DFND | 1 | 18,929 | 0 | 0 | |
| Visa Inc. CL A | COM | 92826C839 | 1,084 | 10,300 | SH | DFND | 1 | 10,300 | 0 | 0 | |
| Vishay Intertechnology Inc. | COM | 928298108 | 20,143 | 1,071,420 | SH | DFND | 1 | 830,271 | 0 | 241,149 | |
| Visteon Corp. | COM NEW | 92839U206 | 27,458 | 221,843 | SH | DFND | 1 | 173,706 | 0 | 48,137 | |
| Vitamin Shoppe Inc | COM | 92849E101 | 1,163 | 217,345 | SH | DFND | 1 | 217,345 | 0 | 0 | |
| Vonage Holdings Corp. | COM | 92886T201 | 1,525 | 187,380 | SH | DFND | 1 | 187,380 | 0 | 0 | |
| W&T Offshore Inc. | COM | 92922P106 | 2,227 | 730,220 | SH | DFND | 1 | 730,220 | 0 | 0 | |
| Wabash National Corp | COM | 929566107 | 2,224 | 97,442 | SH | DFND | 1 | 97,442 | 0 | 0 | |
| Waddell & Reed Financial Inc. | CL A | 930059100 | 4,033 | 200,951 | SH | DFND | 1 | 171,692 | 0 | 29,259 | |
| Walgreens Boots Alliance Inc. | COM | 931427108 | 3,266 | 42,294 | SH | DFND | 1 | 14,364 | 0 | 27,930 | |
| Walker & Dunlop Inc | COM | 93148P102 | 343 | 6,555 | SH | DFND | 1 | 6,555 | 0 | 0 | |
| Washington Federal Inc. | COM | 938824109 | 39,681 | 1,179,231 | SH | DFND | 1 | 905,767 | 0 | 273,464 | |
| Washington Trust Bancorp Inc. | COM | 940610108 | 8,822 | 154,100 | SH | DFND | 1 | 117,671 | 0 | 36,429 | |
| Watts Water Technologies Inc. | COM | 942749102 | 11,139 | 160,968 | SH | DFND | 1 | 121,207 | 0 | 39,761 | |
| Weatherford International plc. | ORD SHS | G48833100 | 1,146 | 250,181 | SH | DFND | 1 | 84,901 | 0 | 165,280 | |
| Webster Financial Corp. | COM | 947890109 | 8,702 | 165,600 | SH | DFND | 1 | 128,179 | 0 | 37,421 | |
| WellCare Health Plans Inc. | COM | 94946T106 | 16,497 | 96,058 | SH | DFND | 1 | 74,779 | 0 | 21,279 | |
| Wells Fargo & Company | COM | 949746101 | 510 | 9,245 | SH | DFND | 1 | 9,245 | 0 | 0 | |
| Wesco Aircraft Hldgs Inc | COM | 950814103 | 1,544 | 164,305 | SH | DFND | 1 | 164,305 | 0 | 0 | |
| WESCO International Inc. | COM | 95082P105 | 1,726 | 29,625 | SH | DFND | 1 | 29,625 | 0 | 0 | |
| Western Digital Corp. | COM | 958102105 | 10,167 | 117,676 | SH | DFND | 1 | 78,551 | 0 | 39,125 | |
| Westlake Chemical Corp | COM | 960413102 | 1,238 | 14,901 | SH | DFND | 1 | 5,056 | 0 | 9,845 | |
| WestRock Company | COM | 96145D105 | 43,547 | 767,613 | SH | DFND | 1 | 597,793 | 0 | 169,820 | |
| Whiting Petroleum Corp. | COM | 966387102 | 1,652 | 302,655 | SH | DFND | 1 | 302,655 | 0 | 0 | |
| William Lyon Homes | CL A NEW | 552074700 | 512 | 22,250 | SH | DFND | 1 | 22,250 | 0 | 0 | |
| Williams-Sonoma Inc. | COM | 969904101 | 15,658 | 314,033 | SH | DFND | 1 | 245,316 | 0 | 68,717 | |
| Wolverine World Wide Inc. | COM | 978097103 | 29,614 | 1,026,486 | SH | DFND | 1 | 822,256 | 0 | 204,230 | |
| World Fuel Services Corp. | COM | 981475106 | 1,508 | 44,465 | SH | DFND | 1 | 44,465 | 0 | 0 | |
| Worthington Industries Inc. | COM | 981811102 | 1,392 | 30,260 | SH | DFND | 1 | 30,260 | 0 | 0 | |
| WPX Energy Inc. | COM | 98212B103 | 44,102 | 3,834,934 | SH | DFND | 1 | 3,077,319 | 0 | 757,615 | |
| Wyndham Worldwide Corporation | COM | 98310W108 | 759 | 7,200 | SH | DFND | 1 | 7,200 | 0 | 0 | |
| Xcerra Corporation | COM | 98400J108 | 10,851 | 1,101,590 | SH | DFND | 1 | 833,158 | 0 | 268,432 | |
| Xenia Hotels & Resorts Inc. (R | COM | 984017103 | 1,638 | 77,810 | SH | DFND | 1 | 77,810 | 0 | 0 | |
| Xilinx Inc. | COM | 983919101 | 4,479 | 63,236 | SH | DFND | 1 | 54,581 | 0 | 8,655 | |
| XL Group Ltd | COM | G98294104 | 1 | 36 | SH | DFND | 1 | 36 | 0 | 0 | |
| YRC Worldwide Inc. | COM PAR $.01 | 984249607 | 1,561 | 113,095 | SH | DFND | 1 | 113,095 | 0 | 0 | |
| Zagg Inc. | COM | 98884U108 | 582 | 36,965 | SH | DFND | 1 | 36,965 | 0 | 0 | |
| Zions Bancorp. | COM | 989701107 | 382 | 8,087 | SH | DFND | 1 | 5,687 | 0 | 2,400 | |
| Zumiez Inc. | COM | 989817101 | 1,571 | 86,781 | SH | DFND | 1 | 86,781 | 0 | 0 | |