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 | 1,392 | 26,060 | SH | DFND | 1 | 26,060 | 0 | 0 | |
| Aarons Inc. | COM PAR $0.50 | 002535300 | 1,250 | 28,770 | SH | DFND | 1 | 28,770 | 0 | 0 | |
| Abbott Laboratories | COM | 002824100 | 207 | 3,400 | SH | DFND | 1 | 3,400 | 0 | 0 | |
| AbbVie Inc. | COM | 00287Y109 | 2,618 | 28,255 | SH | DFND | 1 | 15,930 | 0 | 12,325 | |
| Abercrombie & Fitch Co. | COM | 002896207 | 17,988 | 734,808 | SH | DFND | 1 | 522,253 | 0 | 212,555 | |
| ACCO Brands Corporation | COM | 00081T108 | 1,556 | 112,360 | SH | DFND | 1 | 112,360 | 0 | 0 | |
| Accuray Inc. | COM | 004397105 | 1,064 | 259,555 | SH | DFND | 1 | 259,555 | 0 | 0 | |
| Acorda Therapeutics Inc | COM | 00484M106 | 1,318 | 45,935 | SH | DFND | 1 | 45,935 | 0 | 0 | |
| Addus HomeCare Corporation | COM | 006739106 | 1,416 | 24,735 | SH | DFND | 1 | 24,735 | 0 | 0 | |
| Adtalem Global Education Inc. | COM | 00737L103 | 1,389 | 28,885 | SH | DFND | 1 | 28,885 | 0 | 0 | |
| Advanced Energy Industries Inc | COM | 007973100 | 1,645 | 28,310 | SH | DFND | 1 | 28,310 | 0 | 0 | |
| AECOM | COM | 00766T100 | 1,313 | 39,755 | SH | DFND | 1 | 39,755 | 0 | 0 | |
| Aegion Corp | COM | 00770F104 | 1,406 | 54,610 | SH | DFND | 1 | 54,610 | 0 | 0 | |
| AerCap Holdings N.V. | SHS | N00985106 | 1,971 | 36,400 | SH | DFND | 1 | 36,400 | 0 | 0 | |
| Aerojet Rocketdyne Holdings In | COM | 007800105 | 14,316 | 485,440 | SH | DFND | 1 | 339,926 | 0 | 145,514 | |
| Aetna Inc. | COM | 00817Y108 | 713 | 3,885 | SH | DFND | 1 | 3,885 | 0 | 0 | |
| AGCO Corp. | COM | 001084102 | 1,292 | 21,280 | SH | DFND | 1 | 21,280 | 0 | 0 | |
| Akamai Technologies Inc. | COM | 00971T101 | 6,356 | 86,789 | SH | DFND | 1 | 60,960 | 0 | 25,829 | |
| Alcoa Corp. | COM | 013872106 | 11,600 | 247,440 | SH | DFND | 1 | 143,724 | 0 | 103,716 | |
| Alexion Pharmaceuticals Inc. | COM | 015351109 | 6,475 | 52,151 | SH | DFND | 1 | 36,515 | 0 | 15,636 | |
| Alleghany Corp. | COM | 017175100 | 494 | 860 | SH | DFND | 1 | 710 | 0 | 150 | |
| Allegheny Technologies Inc. | COM | 01741R102 | 400 | 15,925 | SH | DFND | 1 | 15,925 | 0 | 0 | |
| Allegion PLC | ORD SHS | G0176J109 | 129 | 1,666 | SH | DFND | 1 | 1,666 | 0 | 0 | |
| Allergan PLC | SHS | G0177J108 | 2,470 | 14,816 | SH | DFND | 1 | 7,071 | 0 | 7,745 | |
| Allete Inc | COM NEW | 018522300 | 1,492 | 19,270 | SH | DFND | 1 | 19,270 | 0 | 0 | |
| Allscripts Healthcare Solution | COM | 01988P108 | 1,359 | 113,240 | SH | DFND | 1 | 113,240 | 0 | 0 | |
| Allstate Corp. | COM | 020002101 | 10,359 | 113,501 | SH | DFND | 1 | 77,510 | 0 | 35,991 | |
| Altra Industrial Motion Corp. | COM | 02208R106 | 12,917 | 299,704 | SH | DFND | 1 | 199,795 | 0 | 99,909 | |
| AMAG Pharmaceuticals Inc. | COM | 00163U106 | 1,213 | 62,220 | SH | DFND | 1 | 62,220 | 0 | 0 | |
| Amedisys Inc. | COM | 023436108 | 1,961 | 22,950 | SH | DFND | 1 | 22,950 | 0 | 0 | |
| Amerco | COM | 023586100 | 11,537 | 32,394 | SH | DFND | 1 | 22,816 | 0 | 9,578 | |
| American Airlines Group Inc. | COM | 02376R102 | 3,061 | 80,641 | SH | DFND | 1 | 28,276 | 0 | 52,365 | |
| American Eagle Outfitters Inc. | COM | 02553E106 | 28,585 | 1,229,469 | SH | DFND | 1 | 857,063 | 0 | 372,406 | |
| American Equity Investment Lif | COM | 025676206 | 1,266 | 35,180 | SH | DFND | 1 | 35,180 | 0 | 0 | |
| American Express Company | COM | 025816109 | 2,718 | 27,730 | SH | DFND | 1 | 9,740 | 0 | 17,990 | |
| American Public Education I | COM | 02913V103 | 1,377 | 32,715 | SH | DFND | 1 | 32,715 | 0 | 0 | |
| American Woodmark Corp. | COM | 030506109 | 6,714 | 73,334 | SH | DFND | 1 | 48,486 | 0 | 24,848 | |
| Amgen Inc. | COM | 031162100 | 3,189 | 17,276 | SH | DFND | 1 | 7,476 | 0 | 9,800 | |
| Amkor Technology Inc. | COM | 031652100 | 1,400 | 162,965 | SH | DFND | 1 | 162,965 | 0 | 0 | |
| AMN Healthcare Services Inc. | COM | 001744101 | 13,554 | 231,291 | SH | DFND | 1 | 165,068 | 0 | 66,223 | |
| Anadarko Petroleum Corp. | COM | 032511107 | 461 | 6,300 | SH | DFND | 1 | 6,300 | 0 | 0 | |
| ANDEAVOR | COM | 03349M105 | 0 | 2 | SH | DFND | 1 | 2 | 0 | 0 | |
| Angiodynamics Inc | COM | 03475V101 | 1,827 | 82,135 | SH | DFND | 1 | 78,535 | 0 | 3,600 | |
| Anixter Intl Inc. | COM | 035290105 | 1,421 | 22,450 | SH | DFND | 1 | 22,450 | 0 | 0 | |
| Anthem Inc. | COM | 036752103 | 2,908 | 12,219 | SH | DFND | 1 | 6,309 | 0 | 5,910 | |
| Apple Hospitality REIT Inc. | COM NEW | 03784Y200 | 1,344 | 75,155 | SH | DFND | 1 | 75,155 | 0 | 0 | |
| Apple Inc. | COM | 037833100 | 722 | 3,900 | SH | DFND | 1 | 3,900 | 0 | 0 | |
| Aptiv PLC | SHS | G6095L109 | 21,532 | 234,987 | SH | DFND | 1 | 163,458 | 0 | 71,529 | |
| ArcBest Corporation | COM | 03937C105 | 1,339 | 29,297 | SH | DFND | 1 | 29,297 | 0 | 0 | |
| Arch Capital Group Ltd. | ORD | G0450A105 | 167 | 6,300 | SH | DFND | 1 | 6,300 | 0 | 0 | |
| Arch Coal Inc. | CL A | 039380407 | 1,352 | 17,235 | SH | DFND | 1 | 17,235 | 0 | 0 | |
| ARMOUR Residential REIT Inc. ( | COM NEW | 042315507 | 1,402 | 61,460 | SH | DFND | 1 | 61,460 | 0 | 0 | |
| ARRIS International plc | SHS | G0551A103 | 1,342 | 54,890 | SH | DFND | 1 | 54,890 | 0 | 0 | |
| Artisan Partners Asset Managem | CL A | 04316A108 | 1,336 | 44,320 | SH | DFND | 1 | 44,320 | 0 | 0 | |
| Asbury Automotive Group Inc. | COM | 043436104 | 1,122 | 16,370 | SH | DFND | 1 | 16,370 | 0 | 0 | |
| Ascena Retail Group Inc | COM | 04351G101 | 1,088 | 272,945 | SH | DFND | 1 | 272,945 | 0 | 0 | |
| ASGN Incorporated | COM | 00191U102 | 16,956 | 216,853 | SH | DFND | 1 | 145,522 | 0 | 71,331 | |
| Aspen Insurance Holdings Ltd. | COM | G05384105 | 10,088 | 247,874 | SH | DFND | 1 | 159,996 | 0 | 87,878 | |
| Assured Guaranty Ltd. | COM | G0585R106 | 1,358 | 38,015 | SH | DFND | 1 | 38,015 | 0 | 0 | |
| AT&T Inc. | COM | 00206R102 | 5,423 | 168,877 | SH | DFND | 1 | 67,767 | 0 | 101,110 | |
| Athene Holding Ltd. | CL A | G0684D107 | 17,738 | 404,604 | SH | DFND | 1 | 258,909 | 0 | 145,695 | |
| Avis Budget Group Inc. | COM | 053774105 | 1,024 | 31,510 | SH | DFND | 1 | 31,510 | 0 | 0 | |
| Avnet Inc. | COM | 053807103 | 1,498 | 34,935 | SH | DFND | 1 | 34,935 | 0 | 0 | |
| AVX Corp. | COM | 002444107 | 1,226 | 78,215 | SH | DFND | 1 | 78,215 | 0 | 0 | |
| AXT Inc. | COM | 00246W103 | 8,054 | 1,142,463 | SH | DFND | 1 | 773,807 | 0 | 368,656 | |
| Bancorp Inc Del | COM | 05969A105 | 1,224 | 117,040 | SH | DFND | 1 | 117,040 | 0 | 0 | |
| Bank of America Corporation | COM | 060505104 | 11,966 | 424,486 | SH | DFND | 1 | 170,656 | 0 | 253,830 | |
| Bank Of Marin Bancorp | COM | 063425102 | 1,189 | 14,705 | SH | DFND | 1 | 14,705 | 0 | 0 | |
| Bank of the Ozarks | COM | 063904106 | 10,759 | 238,874 | SH | DFND | 1 | 132,734 | 0 | 106,140 | |
| Bankunited Inc | COM | 06652K103 | 1,838 | 45,005 | SH | DFND | 1 | 45,005 | 0 | 0 | |
| Bassett Furniture Inds Inc | COM | 070203104 | 953 | 34,575 | SH | DFND | 1 | 34,575 | 0 | 0 | |
| Baxter International Inc. | COM | 071813109 | 5,415 | 73,340 | SH | DFND | 1 | 47,661 | 0 | 25,679 | |
| Bed Bath & Beyond | COM | 075896100 | 1,201 | 60,265 | SH | DFND | 1 | 60,265 | 0 | 0 | |
| Belden Inc. | COM | 077454106 | 11,447 | 187,289 | SH | DFND | 1 | 129,616 | 0 | 57,673 | |
| Benchmark Electronics Inc. | COM | 08160H101 | 7,684 | 263,599 | SH | DFND | 1 | 192,099 | 0 | 71,500 | |
| Berkshire Hills Bancorp Inc. | COM | 084680107 | 24,748 | 609,555 | SH | DFND | 1 | 407,487 | 0 | 202,068 | |
| Big Lots Inc. | COM | 089302103 | 1,392 | 33,315 | SH | DFND | 1 | 33,315 | 0 | 0 | |
| Biogen Inc. | COM | 09062X103 | 464 | 1,600 | SH | DFND | 1 | 1,600 | 0 | 0 | |
| Boeing Co. | COM | 097023105 | 1,236 | 3,685 | SH | DFND | 1 | 1,285 | 0 | 2,400 | |
| Boise Cascade Co. | COM | 09739D100 | 1,379 | 30,850 | SH | DFND | 1 | 30,850 | 0 | 0 | |
| Bonanza Creek Energy Inc. | COM NEW | 097793400 | 1,603 | 42,325 | SH | DFND | 1 | 42,325 | 0 | 0 | |
| Boston Scientific | COM | 101137107 | 556 | 17,000 | SH | DFND | 1 | 13,350 | 0 | 3,650 | |
| Brady Corp. CL A | CL A | 104674106 | 1,432 | 37,135 | SH | DFND | 1 | 37,135 | 0 | 0 | |
| Braemar Hotels & Resorts Inc. | COM | 10482B101 | 1,515 | 132,635 | SH | DFND | 1 | 132,635 | 0 | 0 | |
| Brandywine Realty Trust Inc. ( | SH BEN INT NEW | 105368203 | 14,806 | 877,145 | SH | DFND | 1 | 599,509 | 0 | 277,636 | |
| Brinker International Inc. | COM | 109641100 | 1,414 | 29,700 | SH | DFND | 1 | 29,700 | 0 | 0 | |
| Brixmor Property Group Inc. (R | COM | 11120U105 | 1,488 | 85,360 | SH | DFND | 1 | 85,360 | 0 | 0 | |
| Brookdale Senior Living Inc. | COM | 112463104 | 1,447 | 159,200 | SH | DFND | 1 | 159,200 | 0 | 0 | |
| Brooks Automation Inc. | COM | 114340102 | 9,907 | 303,716 | SH | DFND | 1 | 205,395 | 0 | 98,321 | |
| Bruker Corporation | COM | 116794108 | 1,268 | 43,675 | SH | DFND | 1 | 43,675 | 0 | 0 | |
| Burlington Stores Inc. | COM | 122017106 | 6,529 | 43,374 | SH | DFND | 1 | 24,603 | 0 | 18,771 | |
| Cabot Corp. | COM | 127055101 | 1,464 | 23,700 | SH | DFND | 1 | 23,700 | 0 | 0 | |
| CACI International Inc. CL A | CL A | 127190304 | 1,485 | 8,810 | SH | DFND | 1 | 8,810 | 0 | 0 | |
| Cadence Bancorporation | CL A | 12739A100 | 12,519 | 433,630 | SH | DFND | 1 | 287,779 | 0 | 145,851 | |
| Caesars Entmt Corp | COM | 127686103 | 22,049 | 2,060,630 | SH | DFND | 1 | 1,366,009 | 0 | 694,621 | |
| Caesarstone Ltd | COM NO PAR | M20598104 | 1,484 | 98,291 | SH | DFND | 1 | 91,791 | 0 | 6,500 | |
| Cal-Maine Foods Inc. | COM NEW | 128030202 | 1,352 | 29,480 | SH | DFND | 1 | 29,480 | 0 | 0 | |
| Callaway Golf Co. | COM | 131193104 | 647 | 34,120 | SH | DFND | 1 | 34,120 | 0 | 0 | |
| Callon Petroleum Co. | COM | 13123X102 | 12,325 | 1,147,536 | SH | DFND | 1 | 772,830 | 0 | 374,706 | |
| Cambrex Corp. | COM | 132011107 | 1,488 | 28,445 | SH | DFND | 1 | 28,445 | 0 | 0 | |
| Carolina Financial Corporation | COM | 143873107 | 1,289 | 30,030 | SH | DFND | 1 | 30,030 | 0 | 0 | |
| Caterpillar Inc. | COM | 149123101 | 4,930 | 36,336 | SH | DFND | 1 | 12,756 | 0 | 23,580 | |
| Cathay General Bancorp | COM | 149150104 | 2,624 | 64,800 | SH | DFND | 1 | 64,800 | 0 | 0 | |
| Cato Corporation CL A | CL A | 149205106 | 1,258 | 51,110 | SH | DFND | 1 | 51,110 | 0 | 0 | |
| CBL & Associates Properties In | COM NEW | 124830100 | 1,406 | 252,335 | SH | DFND | 1 | 252,335 | 0 | 0 | |
| CBRE Group Inc. | COM | 12504L109 | 18,848 | 394,802 | SH | DFND | 1 | 256,476 | 0 | 138,326 | |
| Celestica Inc. Sub Voting Shs | COM | 15101Q108 | 1,396 | 117,632 | SH | DFND | 1 | 117,632 | 0 | 0 | |
| Central Garden & Pet Co. CL A | CL A NON-VTG | 153527205 | 719 | 17,760 | SH | DFND | 1 | 17,760 | 0 | 0 | |
| Central Pacific Financial Corp | COM NEW | 154760409 | 1,386 | 48,370 | SH | DFND | 1 | 48,370 | 0 | 0 | |
| Central Valley Community Banco | COM | 155685100 | 456 | 21,550 | SH | DFND | 1 | 16,450 | 0 | 5,100 | |
| Charles River Laboratories Int | COM | 159864107 | 1,381 | 12,304 | SH | DFND | 1 | 12,304 | 0 | 0 | |
| Chase Corp | COM | 16150R104 | 4,655 | 39,700 | SH | DFND | 1 | 26,450 | 0 | 13,250 | |
| Chatham Lodging Trust (REIT) | COM | 16208T102 | 1,518 | 71,530 | SH | DFND | 1 | 71,530 | 0 | 0 | |
| Chemed Corp. | COM | 16359R103 | 1,482 | 4,605 | SH | DFND | 1 | 4,605 | 0 | 0 | |
| Chemours Company (The) | COM | 163851108 | 1,298 | 29,258 | SH | DFND | 1 | 10,223 | 0 | 19,035 | |
| Chevron Corp. | COM | 166764100 | 10,170 | 80,437 | SH | DFND | 1 | 35,582 | 0 | 44,855 | |
| Chico's Fas Inc | COM | 168615102 | 1,057 | 129,872 | SH | DFND | 1 | 129,872 | 0 | 0 | |
| Churchill Downs Inc.. | COM | 171484108 | 16,253 | 54,815 | SH | DFND | 1 | 37,284 | 0 | 17,531 | |
| Ciena Corp. | COM NEW | 171779309 | 1,553 | 58,595 | SH | DFND | 1 | 58,595 | 0 | 0 | |
| Cigna Corp. | COM | 125509109 | 1,607 | 9,458 | SH | DFND | 1 | 3,328 | 0 | 6,130 | |
| Cirrus Logic Inc. | COM | 172755100 | 1,336 | 34,850 | SH | DFND | 1 | 34,850 | 0 | 0 | |
| Citigroup Inc | COM | 172967424 | 8,419 | 125,803 | SH | DFND | 1 | 49,048 | 0 | 76,755 | |
| Citizens Financial Group Inc. | COM | 174610105 | 46,960 | 1,207,205 | SH | DFND | 1 | 764,348 | 0 | 442,857 | |
| Cloud Peak Energy Inc | COM | 18911Q102 | 1,052 | 301,560 | SH | DFND | 1 | 301,560 | 0 | 0 | |
| CNA Financial Corp. | COM | 126117100 | 18,153 | 397,399 | SH | DFND | 1 | 259,361 | 0 | 138,038 | |
| CNH Industrial N.V. | SHS | N20944109 | 11,983 | 1,137,970 | SH | DFND | 1 | 823,375 | 0 | 314,595 | |
| CNO Financial Group Inc. | COM | 12621E103 | 1,291 | 67,810 | SH | DFND | 1 | 67,810 | 0 | 0 | |
| Cogent Comm Group Inc | COM NEW | 19239V302 | 1,481 | 27,740 | SH | DFND | 1 | 27,740 | 0 | 0 | |
| Coherent Inc. | COM | 192479103 | 4,577 | 29,261 | SH | DFND | 1 | 17,073 | 0 | 12,188 | |
| Cohu Inc. | COM | 192576106 | 23,404 | 954,870 | SH | DFND | 1 | 676,495 | 0 | 278,375 | |
| Colfax Corporation | COM | 194014106 | 1,336 | 43,590 | SH | DFND | 1 | 43,590 | 0 | 0 | |
| Columbus Mckinnon Corp. | COM | 199333105 | 16,141 | 372,267 | SH | DFND | 1 | 253,609 | 0 | 118,658 | |
| Comcast Corporation CL A | CL A | 20030N101 | 3,389 | 103,278 | SH | DFND | 1 | 51,388 | 0 | 51,890 | |
| Comerica Inc. | COM | 200340107 | 15,048 | 165,506 | SH | DFND | 1 | 112,599 | 0 | 52,907 | |
| Comfort Systems USA Inc. | COM | 199908104 | 17,779 | 388,189 | SH | DFND | 1 | 261,596 | 0 | 126,593 | |
| Commercial Metals | COM | 201723103 | 31,099 | 1,473,178 | SH | DFND | 1 | 985,654 | 0 | 487,524 | |
| Commercial Vehicle Group Inc. | COM | 202608105 | 989 | 134,774 | SH | DFND | 1 | 134,774 | 0 | 0 | |
| Community Health Systems Inc. | COM | 203668108 | 1,053 | 317,125 | SH | DFND | 1 | 317,125 | 0 | 0 | |
| Community Healthcare Trust Inc | COM | 20369C106 | 20,991 | 702,740 | SH | DFND | 1 | 483,864 | 0 | 218,876 | |
| Community Trust Bancorp | COM | 204149108 | 1,107 | 22,170 | SH | DFND | 1 | 22,170 | 0 | 0 | |
| Comtech Telecommunications Cor | COM NEW | 205826209 | 1,457 | 45,695 | SH | DFND | 1 | 45,695 | 0 | 0 | |
| Concert Pharmaceuticals Inc. | COM | 206022105 | 1,214 | 72,120 | SH | DFND | 1 | 72,120 | 0 | 0 | |
| Concho Resources Inc. | COM | 20605P101 | 1,454 | 10,508 | SH | DFND | 1 | 3,648 | 0 | 6,860 | |
| Continental Building Products | COM | 211171103 | 30,416 | 964,046 | SH | DFND | 1 | 653,123 | 0 | 310,923 | |
| Control4 Corporation | COM | 21240D107 | 20,787 | 855,095 | SH | DFND | 1 | 572,687 | 0 | 282,408 | |
| Convergys Corporation | COM | 212485106 | 1,462 | 59,835 | SH | DFND | 1 | 59,835 | 0 | 0 | |
| CoreCivic Inc. | COM | 21871N101 | 1,599 | 66,945 | SH | DFND | 1 | 66,945 | 0 | 0 | |
| CoreSite Realty Corporation (R | COM | 21870Q105 | 952 | 8,590 | SH | DFND | 1 | 8,590 | 0 | 0 | |
| Costamare Inc. | SHS | Y1771G102 | 1,453 | 182,035 | SH | DFND | 1 | 182,035 | 0 | 0 | |
| Cousins Properties Inc. (REIT) | COM | 222795106 | 4,405 | 454,555 | SH | DFND | 1 | 203,105 | 0 | 251,450 | |
| Cowen Inc. | CL A NEW | 223622606 | 1,351 | 97,545 | SH | DFND | 1 | 97,545 | 0 | 0 | |
| Crawford & Co. CL B | CL B | 224633107 | 263 | 30,420 | SH | DFND | 1 | 30,420 | 0 | 0 | |
| CROCS Inc. | COM | 227046109 | 1,328 | 75,433 | SH | DFND | 1 | 75,433 | 0 | 0 | |
| Cross Country Healthcare Inc. | COM | 227483104 | 7,143 | 634,924 | SH | DFND | 1 | 444,394 | 0 | 190,530 | |
| CSG Systems International Inc. | COM | 126349109 | 1,339 | 32,762 | SH | DFND | 1 | 32,762 | 0 | 0 | |
| CSX Corp. | COM | 126408103 | 651 | 10,200 | SH | DFND | 1 | 10,200 | 0 | 0 | |
| CTS Corp. | COM | 126501105 | 1,499 | 41,650 | SH | DFND | 1 | 41,650 | 0 | 0 | |
| Cubic Corp. | COM | 229669106 | 9,389 | 146,245 | SH | DFND | 1 | 96,615 | 0 | 49,630 | |
| Cummins Inc. | COM | 231021106 | 1,738 | 13,069 | SH | DFND | 1 | 5,259 | 0 | 7,810 | |
| Curtiss-Wright Corp. | COM | 231561101 | 10,135 | 85,151 | SH | DFND | 1 | 56,414 | 0 | 28,737 | |
| Customers Bancorp Inc. | COM | 23204G100 | 1,320 | 46,495 | SH | DFND | 1 | 46,495 | 0 | 0 | |
| CVS Health Corporation | COM | 126650100 | 1,577 | 24,499 | SH | DFND | 1 | 8,609 | 0 | 15,890 | |
| Daktronics Inc. | CL A | 234264109 | 3,042 | 357,435 | SH | DFND | 1 | 299,035 | 0 | 58,400 | |
| Dana Incorporated | COM | 235825205 | 6,655 | 329,624 | SH | DFND | 1 | 210,690 | 0 | 118,934 | |
| Darden Restaurants Inc. | COM | 237194105 | 9,467 | 88,426 | SH | DFND | 1 | 60,321 | 0 | 28,105 | |
| Dean Foods Co. New | COM NEW | 242370203 | 1,623 | 154,450 | SH | DFND | 1 | 154,450 | 0 | 0 | |
| Deckers Outdoor Corp | COM | 243537107 | 16,854 | 149,295 | SH | DFND | 1 | 104,871 | 0 | 44,424 | |
| Deere & Co. | COM | 244199105 | 2,562 | 18,327 | SH | DFND | 1 | 7,287 | 0 | 11,040 | |
| Delek US Holdings Inc. New | COM | 24665A103 | 23,339 | 465,198 | SH | DFND | 1 | 302,080 | 0 | 163,118 | |
| Dell Technologies Inc. Class V | COM CL V | 24703L103 | 12,462 | 147,340 | SH | DFND | 1 | 100,860 | 0 | 46,480 | |
| Delphi Technologies PLC | SHS | G2709G107 | 7,210 | 158,606 | SH | DFND | 1 | 69,146 | 0 | 89,460 | |
| Delta Air Lines Inc. | COM NEW | 247361702 | 243 | 4,900 | SH | DFND | 1 | 4,900 | 0 | 0 | |
| DepoMed Inc. | COM | 249908104 | 1,327 | 198,995 | SH | DFND | 1 | 198,995 | 0 | 0 | |
| Devon Energy Corporation | CL A | 25179M103 | 11,461 | 260,706 | SH | DFND | 1 | 153,487 | 0 | 107,219 | |
| DHI Group Inc. | COM | 23331S100 | 1,005 | 427,787 | SH | DFND | 1 | 427,787 | 0 | 0 | |
| Diamondrock Hospitality Co. (R | COM | 252784301 | 20,508 | 1,670,032 | SH | DFND | 1 | 1,128,817 | 0 | 541,215 | |
| Dicks Sporting Goods Inc | COM | 253393102 | 19,834 | 562,679 | SH | DFND | 1 | 389,121 | 0 | 173,558 | |
| Digital Realty Trust Inc. (REI | COM | 253868103 | 14,676 | 131,533 | SH | DFND | 1 | 90,578 | 0 | 40,955 | |
| Dime Community Bancshares Inc. | COM | 253922108 | 14,357 | 736,241 | SH | DFND | 1 | 513,873 | 0 | 222,368 | |
| Diodes Inc | COM | 254543101 | 1,413 | 40,995 | SH | DFND | 1 | 40,995 | 0 | 0 | |
| Domtar Corporation | COM NEW | 257559203 | 16,911 | 354,236 | SH | DFND | 1 | 242,832 | 0 | 111,404 | |
| Douglas Dynamics Inc | COM | 25960R105 | 14,913 | 310,697 | SH | DFND | 1 | 209,678 | 0 | 101,019 | |
| DSW Inc. | COM | 23334L102 | 1,298 | 50,255 | SH | DFND | 1 | 50,255 | 0 | 0 | |
| Dynex Cap Inc. (REIT) | COM | 26817Q506 | 1,073 | 164,259 | SH | DFND | 1 | 164,259 | 0 | 0 | |
| E Trade Financial Corp | COM NEW | 269246401 | 19,932 | 325,893 | SH | DFND | 1 | 194,977 | 0 | 130,916 | |
| Eagle Bancorp Inc Md | COM | 268948106 | 1,399 | 22,830 | SH | DFND | 1 | 22,830 | 0 | 0 | |
| Eagle Pharmaceuticals Inc. | COM | 269796108 | 1,440 | 19,030 | SH | DFND | 1 | 19,030 | 0 | 0 | |
| Eastman Chemical Co. | COM | 277432100 | 380 | 3,800 | SH | DFND | 1 | 3,800 | 0 | 0 | |
| Echo Global Logistics Inc. | COM | 27875T101 | 6,812 | 232,897 | SH | DFND | 1 | 149,507 | 0 | 83,390 | |
| Edgewell Personal Care Company | COM | 28035Q102 | 1,527 | 30,270 | SH | DFND | 1 | 30,270 | 0 | 0 | |
| Elbit Systems Ltd. | ORD | M3760D101 | 1,912 | 16,100 | SH | DFND | 1 | 8,300 | 0 | 7,800 | |
| Electro Scientific Industries | COM | 285229100 | 5,365 | 340,230 | SH | DFND | 1 | 225,130 | 0 | 115,100 | |
| EMCOR Group Inc. | COM | 29084Q100 | 34,706 | 455,583 | SH | DFND | 1 | 307,551 | 0 | 148,032 | |
| Emergent Biosolutions | COM | 29089Q105 | 1,284 | 25,430 | SH | DFND | 1 | 25,430 | 0 | 0 | |
| Emerson Electric Co. | COM | 291011104 | 2,485 | 35,947 | SH | DFND | 1 | 12,592 | 0 | 23,355 | |
| Encompass Health Corp. | COM | 29261A100 | 37,498 | 553,728 | SH | DFND | 1 | 376,360 | 0 | 177,368 | |
| Endo International PLC | SHS | G30401106 | 1,570 | 166,520 | SH | DFND | 1 | 166,520 | 0 | 0 | |
| Energen Corp. | COM | 29265N108 | 60,591 | 832,064 | SH | DFND | 1 | 523,520 | 0 | 308,544 | |
| Energizer Holdings Inc. (new) | COM | 29272W109 | 608 | 9,663 | SH | DFND | 1 | 9,663 | 0 | 0 | |
| Enerplus Corp | COM | 292766102 | 1,476 | 117,115 | SH | DFND | 1 | 117,115 | 0 | 0 | |
| Engility Holdings Inc. New | COM | 29286C107 | 1,410 | 46,025 | SH | DFND | 1 | 46,025 | 0 | 0 | |
| Ennis Inc. | COM | 293389102 | 1,175 | 57,750 | SH | DFND | 1 | 57,750 | 0 | 0 | |
| Entegris Inc. | COM | 29362U104 | 15,359 | 453,065 | SH | DFND | 1 | 294,264 | 0 | 158,801 | |
| Entergy Corp. | COM | 29364G103 | 40,964 | 507,040 | SH | DFND | 1 | 323,017 | 0 | 184,023 | |
| ePlus Inc. | COM | 294268107 | 1,463 | 15,550 | SH | DFND | 1 | 15,550 | 0 | 0 | |
| Estee Lauder Companies Inc. | CL A | 518439104 | 1,401 | 9,819 | SH | DFND | 1 | 3,444 | 0 | 6,375 | |
| Ethan Allen Interiors Inc. | COM | 297602104 | 1,423 | 58,090 | SH | DFND | 1 | 58,090 | 0 | 0 | |
| Evans Bancorp Inc. | COM NEW | 29911Q208 | 2,762 | 59,909 | SH | DFND | 1 | 41,109 | 0 | 18,800 | |
| Evolent Health Inc. | CL A | 30050B101 | 395 | 18,770 | SH | DFND | 1 | 18,770 | 0 | 0 | |
| Exelon Corp. | COM | 30161N101 | 14,346 | 336,757 | SH | DFND | 1 | 227,746 | 0 | 109,011 | |
| Express Inc | COM | 30219E103 | 1,092 | 119,360 | SH | DFND | 1 | 119,360 | 0 | 0 | |
| Fabrinet | SHS | G3323L100 | 1,434 | 38,870 | SH | DFND | 1 | 38,870 | 0 | 0 | |
| Facebook Inc | CL A | 30303M102 | 389 | 2,000 | SH | DFND | 1 | 2,000 | 0 | 0 | |
| FCB Financial Holdings Inc. | CL A | 30255G103 | 438 | 7,450 | SH | DFND | 1 | 7,450 | 0 | 0 | |
| Fedex Corp | COM | 31428X106 | 296 | 1,305 | SH | DFND | 1 | 1,305 | 0 | 0 | |
| Financial Instns Inc | COM | 317585404 | 1,166 | 35,430 | SH | DFND | 1 | 35,430 | 0 | 0 | |
| First Citizens Bancshares Inc. | COM | 31946M103 | 39,654 | 98,323 | SH | DFND | 1 | 65,094 | 0 | 33,229 | |
| First Community Bancshares | COM | 31983A103 | 22,016 | 691,035 | SH | DFND | 1 | 464,810 | 0 | 226,225 | |
| First Data Corporation CL A | COM CL A | 32008D106 | 13,088 | 625,314 | SH | DFND | 1 | 436,790 | 0 | 188,524 | |
| First Defiance Financial Corp. | COM | 32006W106 | 1,193 | 17,795 | SH | DFND | 1 | 17,795 | 0 | 0 | |
| First Financial Corp | COM | 320218100 | 1,098 | 24,220 | SH | DFND | 1 | 24,220 | 0 | 0 | |
| First Merchants Corporation | COM | 320817109 | 2,118 | 45,645 | SH | DFND | 1 | 45,645 | 0 | 0 | |
| First Rep Bk San Fran Cali | COM | 33616C100 | 7,706 | 79,612 | SH | DFND | 1 | 61,203 | 0 | 18,409 | |
| Flagstar Bancorp Inc. | COM PAR .001 | 337930705 | 1,327 | 38,735 | SH | DFND | 1 | 38,735 | 0 | 0 | |
| Flowers Foods Inc. | COM | 343498101 | 1,322 | 63,485 | SH | DFND | 1 | 63,485 | 0 | 0 | |
| FMC Corp. | COM NEW | 302491303 | 17,848 | 200,064 | SH | DFND | 1 | 126,717 | 0 | 73,347 | |
| FNB Corp | COM | 302520101 | 6,893 | 513,648 | SH | DFND | 1 | 331,874 | 0 | 181,774 | |
| Foot Locker Inc. | COM | 344849104 | 29,122 | 553,128 | SH | DFND | 1 | 386,520 | 0 | 166,608 | |
| FormFactor Inc. | COM | 346375108 | 1,367 | 102,795 | SH | DFND | 1 | 102,795 | 0 | 0 | |
| Fossil Group Inc. | COM | 34988V106 | 1,343 | 49,995 | SH | DFND | 1 | 49,995 | 0 | 0 | |
| Franklin Financial Network Inc | COM | 35352P104 | 1,165 | 30,995 | SH | DFND | 1 | 30,995 | 0 | 0 | |
| Franklin Street Pptys Corp. (R | COM | 35471R106 | 1,492 | 174,320 | SH | DFND | 1 | 174,320 | 0 | 0 | |
| FTI Consulting Inc. | COM | 302941109 | 7,605 | 125,750 | SH | DFND | 1 | 91,400 | 0 | 34,350 | |
| Gaming and Leisure Properties | COM | 36467J108 | 16,810 | 469,566 | SH | DFND | 1 | 306,302 | 0 | 163,264 | |
| Gencor Industries Inc. | COM | 368678108 | 12,314 | 762,502 | SH | DFND | 1 | 527,490 | 0 | 235,012 | |
| General Electric Co. | COM | 369604103 | 2,663 | 195,679 | SH | DFND | 1 | 68,744 | 0 | 126,935 | |
| Genesco Inc. | COM | 371532102 | 1,214 | 30,580 | SH | DFND | 1 | 30,580 | 0 | 0 | |
| Gentex Corp. | COM | 371901109 | 5,582 | 242,479 | SH | DFND | 1 | 171,089 | 0 | 71,390 | |
| Genworth Financial Inc. | COM | 37247D106 | 1,380 | 306,630 | SH | DFND | 1 | 306,630 | 0 | 0 | |
| Gibraltar Industries Inc. | COM | 374689107 | 5,060 | 134,945 | SH | DFND | 1 | 89,545 | 0 | 45,400 | |
| Global Brass & Copper Holdings | COM | 37953G103 | 1,312 | 41,865 | SH | DFND | 1 | 41,865 | 0 | 0 | |
| Global Payments Inc | COM | 37940X102 | 284 | 2,550 | SH | DFND | 1 | 2,000 | 0 | 550 | |
| Goldman Sachs Group Inc. | COM | 38141G104 | 4,118 | 18,668 | SH | DFND | 1 | 6,538 | 0 | 12,130 | |
| Government Properties Income T | COM SHS BEN INT | 38376A103 | 1,632 | 102,940 | SH | DFND | 1 | 102,940 | 0 | 0 | |
| Granite Construction Inc. | COM | 387328107 | 25,896 | 465,253 | SH | DFND | 1 | 320,969 | 0 | 144,284 | |
| Great Southern Bancorp Inc. | COM | 390905107 | 1,148 | 20,075 | SH | DFND | 1 | 20,075 | 0 | 0 | |
| Great Western Bancorp. Inc. | COM | 391416104 | 464 | 11,050 | SH | DFND | 1 | 11,050 | 0 | 0 | |
| Green Bancorp Inc. | COM | 39260X100 | 1,308 | 60,560 | SH | DFND | 1 | 60,560 | 0 | 0 | |
| Greenbrier Companies Inc. | COM | 393657101 | 4,272 | 80,980 | SH | DFND | 1 | 37,110 | 0 | 43,870 | |
| Greif Inc. | CL A | 397624107 | 1,275 | 24,105 | SH | DFND | 1 | 24,105 | 0 | 0 | |
| Guess Inc. | COM | 401617105 | 1,192 | 55,715 | SH | DFND | 1 | 55,715 | 0 | 0 | |
| Gulfport Energy Corp. | COM NEW | 402635304 | 14,080 | 1,120,121 | SH | DFND | 1 | 794,398 | 0 | 325,723 | |
| H & E Equipment Services Inc | COM | 404030108 | 946 | 25,149 | SH | DFND | 1 | 25,149 | 0 | 0 | |
| Haemonetics Corp Mass | COM | 405024100 | 1,421 | 15,850 | SH | DFND | 1 | 15,850 | 0 | 0 | |
| Halcon Resources Corp. | COM PAR NEW | 40537Q605 | 1,494 | 340,390 | SH | DFND | 1 | 340,390 | 0 | 0 | |
| Hancock Whitney Corp. | COM | 410120109 | 458 | 9,815 | SH | DFND | 1 | 9,815 | 0 | 0 | |
| Hanmi Finl Corp | COM NEW | 410495204 | 12,714 | 448,478 | SH | DFND | 1 | 307,315 | 0 | 141,163 | |
| Hartford Financial Services Gr | COM | 416515104 | 17,743 | 347,011 | SH | DFND | 1 | 252,966 | 0 | 94,045 | |
| Haverty Furniture Companies In | COM | 419596101 | 1,247 | 57,730 | SH | DFND | 1 | 57,730 | 0 | 0 | |
| Hawaiian Electric Industries I | COM | 419870100 | 1,461 | 42,590 | SH | DFND | 1 | 42,590 | 0 | 0 | |
| Healthstream Inc | COM | 42222N103 | 1,271 | 46,555 | SH | DFND | 1 | 46,555 | 0 | 0 | |
| Heidrick & Struggles Intl Inc. | COM | 422819102 | 17,191 | 491,180 | SH | DFND | 1 | 330,885 | 0 | 160,295 | |
| Helen of Troy Corp. Ltd. | COM | G4388N106 | 13,806 | 140,233 | SH | DFND | 1 | 93,642 | 0 | 46,591 | |
| Helix Energy Solutions Group I | COM | 42330P107 | 1,583 | 189,990 | SH | DFND | 1 | 189,990 | 0 | 0 | |
| Helmerich & Payne Inc. | COM | 423452101 | 10,765 | 168,834 | SH | DFND | 1 | 111,925 | 0 | 56,909 | |
| Herman Miller Inc. | COM | 600544100 | 1,439 | 42,445 | SH | DFND | 1 | 42,445 | 0 | 0 | |
| Hersha Hospitality Trust (REIT | PR SHS BEN INT | 427825500 | 1,514 | 70,560 | SH | DFND | 1 | 70,560 | 0 | 0 | |
| Hibbett Sports Inc. | COM | 428567101 | 1,176 | 51,340 | SH | DFND | 1 | 51,340 | 0 | 0 | |
| Hill-Rom Holdings Inc. | COM | 431475102 | 16,771 | 192,023 | SH | DFND | 1 | 131,652 | 0 | 60,371 | |
| Hilltop Holdings Inc | COM | 432748101 | 1,456 | 65,955 | SH | DFND | 1 | 63,125 | 0 | 2,830 | |
| HNI Corp. | COM | 404251100 | 5,416 | 145,593 | SH | DFND | 1 | 102,875 | 0 | 42,718 | |
| HollySys Automation Technologi | SHS | G45667105 | 1,302 | 58,815 | SH | DFND | 1 | 58,815 | 0 | 0 | |
| Hope Bancorp Inc. | COM | 43940T109 | 13,030 | 730,813 | SH | DFND | 1 | 525,761 | 0 | 205,052 | |
| Horizon Pharma PLC | SHS | G4617B105 | 1,381 | 83,400 | SH | DFND | 1 | 83,400 | 0 | 0 | |
| Hospitality Properties Trust ( | COM SH BEN INT | 44106M102 | 1,504 | 52,565 | SH | DFND | 1 | 52,565 | 0 | 0 | |
| Host Hotels & Resorts Inc. (RE | COM | 44107P104 | 17,236 | 818,047 | SH | DFND | 1 | 520,382 | 0 | 297,665 | |
| HudBay Minerals Inc. | COM | 443628102 | 1,525 | 272,295 | SH | DFND | 1 | 272,295 | 0 | 0 | |
| Humana Inc. | COM | 444859102 | 12,305 | 41,343 | SH | DFND | 1 | 30,276 | 0 | 11,067 | |
| Huntington Bancshares Inc. | COM | 446150104 | 438 | 29,700 | SH | DFND | 1 | 23,350 | 0 | 6,350 | |
| Huntsman Corp | COM | 447011107 | 21,182 | 725,423 | SH | DFND | 1 | 463,785 | 0 | 261,638 | |
| IAC InterActiveCorp. | SH BEN INT | 44919P508 | 15,321 | 100,473 | SH | DFND | 1 | 69,493 | 0 | 30,980 | |
| Iberiabank Corp | COM | 450828108 | 952 | 12,555 | SH | DFND | 1 | 12,555 | 0 | 0 | |
| ICF International Inc. | COM | 44925C103 | 22,410 | 315,416 | SH | DFND | 1 | 200,314 | 0 | 115,102 | |
| Ichor Holdings Ltd. | SHS | G4740B105 | 3,091 | 145,662 | SH | DFND | 1 | 82,257 | 0 | 63,405 | |
| ICON PLC | SHS | G4705A100 | 10,555 | 79,645 | SH | DFND | 1 | 55,842 | 0 | 23,803 | |
| II-VI Inc. | COM | 902104108 | 945 | 21,750 | SH | DFND | 1 | 21,750 | 0 | 0 | |
| Immersion Corporation | COM | 452521107 | 1,337 | 86,620 | SH | DFND | 1 | 86,620 | 0 | 0 | |
| Independence Contract Drilling | COM | 453415309 | 162 | 39,335 | SH | DFND | 1 | 39,335 | 0 | 0 | |
| Independent Bank Corporation | COM NEW | 453838609 | 1,276 | 50,045 | SH | DFND | 1 | 50,045 | 0 | 0 | |
| Ingersoll-Rand Co. Ltd. PLC SH | SHS | G47791101 | 449 | 5,000 | SH | DFND | 1 | 5,000 | 0 | 0 | |
| Innoviva Inc. | COM | 45781M101 | 1,222 | 88,530 | SH | DFND | 1 | 88,530 | 0 | 0 | |
| Insight Enterprises Inc. | COM | 45765U103 | 1,438 | 29,390 | SH | DFND | 1 | 29,390 | 0 | 0 | |
| Insteel Industries Inc. | COM | 45774W108 | 4,717 | 141,239 | SH | DFND | 1 | 98,015 | 0 | 43,224 | |
| Integer Holdngs Corp. | COM | 45826H109 | 1,568 | 24,255 | SH | DFND | 1 | 24,255 | 0 | 0 | |
| Intel Corp. | COM | 458140100 | 5,750 | 115,674 | SH | DFND | 1 | 43,489 | 0 | 72,185 | |
| Inter Parfums Inc. | COM | 458334109 | 1,488 | 27,805 | SH | DFND | 1 | 27,805 | 0 | 0 | |
| Interface Inc. | COM | 458665304 | 1,417 | 61,750 | SH | DFND | 1 | 61,750 | 0 | 0 | |
| International Paper Co. | CL A | 460146103 | 370 | 7,100 | SH | DFND | 1 | 7,100 | 0 | 0 | |
| ION Geophysical Corporation | COM NEW | 462044207 | 1,519 | 62,515 | SH | DFND | 1 | 62,515 | 0 | 0 | |
| ISHARES RUSSELL 2000 VALUE ETF | RUS 2000 VAL ETF | 464287630 | 160 | 1,215 | SH | DFND | 1 | 1,203 | 0 | 12 | |
| ISHARES RUSSELL MIDCAP V ETF | RUS MDCP VAL ETF | 464287473 | 4 | 50 | SH | DFND | 1 | 50 | 0 | 0 | |
| Jabil Inc. | COM | 466313103 | 1,346 | 48,655 | SH | DFND | 1 | 48,655 | 0 | 0 | |
| Jacobs Engineering Group Inc. | COM | 469814107 | 16,111 | 253,760 | SH | DFND | 1 | 154,929 | 0 | 98,831 | |
| JANUS HENDERSON GROUP | ORD SHS | G4474Y214 | 0 | 2 | SH | DFND | 1 | 2 | 0 | 0 | |
| Jazz Pharmaceuticals PLC | SHS USD | G50871105 | 24,440 | 141,848 | SH | DFND | 1 | 92,458 | 0 | 49,390 | |
| Jeld-Wen Holding Inc. | COM | 47580P103 | 11,983 | 419,119 | SH | DFND | 1 | 278,413 | 0 | 140,706 | |
| Johnson & Johnson | COM | 478160104 | 619 | 5,100 | SH | DFND | 1 | 5,100 | 0 | 0 | |
| JPMorgan Chase & Co. | COM | 46625H100 | 10,988 | 105,450 | SH | DFND | 1 | 48,286 | 0 | 57,164 | |
| K12 Inc | COM | 48273U102 | 1,404 | 85,737 | SH | DFND | 1 | 85,737 | 0 | 0 | |
| Kaiser Aluminum Corporation | COM PAR $0.01 | 483007704 | 14,905 | 143,167 | SH | DFND | 1 | 100,983 | 0 | 42,184 | |
| KBR Inc. | COM | 48242W106 | 40,303 | 2,249,039 | SH | DFND | 1 | 1,535,246 | 0 | 713,793 | |
| Kellogg Co. | COM | 487836108 | 2,389 | 34,196 | SH | DFND | 1 | 15,621 | 0 | 18,575 | |
| Kemet Corp. | COM NEW | 488360207 | 745 | 30,851 | SH | DFND | 1 | 30,851 | 0 | 0 | |
| Kennametal Inc. | COM | 489170100 | 1,036 | 28,870 | SH | DFND | 1 | 28,870 | 0 | 0 | |
| KeyCorp | COM | 493267108 | 20,920 | 1,070,649 | SH | DFND | 1 | 657,215 | 0 | 413,434 | |
| Kinder Morgan Inc Del | COM | 49456B101 | 6,060 | 342,927 | SH | DFND | 1 | 234,857 | 0 | 108,070 | |
| Kirkland's Inc. | COM | 497498105 | 1,180 | 101,360 | SH | DFND | 1 | 101,360 | 0 | 0 | |
| Kite Realty Group Trust (REIT) | COM NEW | 49803T300 | 1,517 | 88,840 | SH | DFND | 1 | 88,840 | 0 | 0 | |
| KLA-Tencor Corp. | COM | 482480100 | 5,002 | 48,785 | SH | DFND | 1 | 38,077 | 0 | 10,708 | |
| Knight-Swift Transportation Ho | CL A | 499049104 | 18,313 | 479,263 | SH | DFND | 1 | 317,783 | 0 | 161,480 | |
| Knoll Inc. | COM NEW | 498904200 | 6,420 | 308,505 | SH | DFND | 1 | 217,267 | 0 | 91,238 | |
| Kohl's Corp. | COM | 500255104 | 2,143 | 29,394 | SH | DFND | 1 | 15,519 | 0 | 13,875 | |
| Kraton Corporation | COM | 50077C106 | 1,367 | 29,630 | SH | DFND | 1 | 29,630 | 0 | 0 | |
| Kroger Co. | COM | 501044101 | 6,261 | 220,078 | SH | DFND | 1 | 171,321 | 0 | 48,757 | |
| Kulicke & Soffa Industries | COM | 501242101 | 1,783 | 74,835 | SH | DFND | 1 | 74,835 | 0 | 0 | |
| KVH Industries Inc. | COM | 482738101 | 22,491 | 1,678,467 | SH | DFND | 1 | 1,186,026 | 0 | 492,441 | |
| L3 Technologies Inc. | COM | 502413107 | 875 | 4,550 | SH | DFND | 1 | 3,850 | 0 | 700 | |
| La-Z-Boy Inc. | COM | 505336107 | 10,992 | 359,212 | SH | DFND | 1 | 248,106 | 0 | 111,106 | |
| Laboratory Corp. Of America Hl | COM NEW | 50540R409 | 628 | 3,500 | SH | DFND | 1 | 2,700 | 0 | 800 | |
| Lakeland Bancorp Inc. | COM | 511637100 | 20,942 | 1,055,033 | SH | DFND | 1 | 716,639 | 0 | 338,394 | |
| LAM Research Corp. | COM | 512807108 | 10,222 | 59,140 | SH | DFND | 1 | 42,355 | 0 | 16,785 | |
| Laredo Pete Hldgs Inc | COM | 516806106 | 1,620 | 168,415 | SH | DFND | 1 | 168,415 | 0 | 0 | |
| Las Vegas Sands Corp. | COM | 517834107 | 4,029 | 52,766 | SH | DFND | 1 | 18,526 | 0 | 34,240 | |
| Lazard Ltd. | COM | G54050102 | 10,808 | 220,977 | SH | DFND | 1 | 145,319 | 0 | 75,658 | |
| Lear Corp. | COM NEW | 521865204 | 395 | 2,125 | SH | DFND | 1 | 1,675 | 0 | 450 | |
| Legg Mason Inc. | COM | 524901105 | 14,285 | 411,325 | SH | DFND | 1 | 281,918 | 0 | 129,407 | |
| Leidos Holdings Inc. | COM | 525327102 | 12,562 | 212,921 | SH | DFND | 1 | 144,555 | 0 | 68,366 | |
| Lexington Realty Trust (REIT) | COM | 529043101 | 15,574 | 1,783,917 | SH | DFND | 1 | 1,195,905 | 0 | 588,012 | |
| LHC Group Inc. | COM | 50187A107 | 1,984 | 23,186 | SH | DFND | 1 | 23,186 | 0 | 0 | |
| Liberty Property Trust (REIT) | COM | 531172104 | 38,323 | 864,500 | SH | DFND | 1 | 575,081 | 0 | 289,419 | |
| Life Storage Inc. | COM | 53223X107 | 341 | 3,505 | SH | DFND | 1 | 3,505 | 0 | 0 | |
| LifePoint Health Inc. | COM | 53219L109 | 1,247 | 25,549 | SH | DFND | 1 | 25,549 | 0 | 0 | |
| Lincoln National Corp. | COM | 534187109 | 11,425 | 183,540 | SH | DFND | 1 | 125,267 | 0 | 58,273 | |
| Lions Gate Entertainment CL B | CL B NON VTG | 535919500 | 11,173 | 476,247 | SH | DFND | 1 | 310,842 | 0 | 165,405 | |
| Loews Corp. | COM | 540424108 | 2,788 | 57,750 | SH | DFND | 1 | 45,229 | 0 | 12,521 | |
| Louisiana-Pacific Corp. | COM | 546347105 | 8,684 | 319,039 | SH | DFND | 1 | 230,276 | 0 | 88,763 | |
| Lowe's Companies Inc. | COM | 548661107 | 946 | 9,900 | SH | DFND | 1 | 9,900 | 0 | 0 | |
| LSI Industries Inc. | COM | 50216C108 | 4,885 | 914,788 | SH | DFND | 1 | 630,282 | 0 | 284,506 | |
| Luminex Corp Del | COM | 55027E102 | 1,425 | 48,240 | SH | DFND | 1 | 48,240 | 0 | 0 | |
| Macy's Inc. | COM | 55616P104 | 2,395 | 63,985 | SH | DFND | 1 | 22,390 | 0 | 41,595 | |
| Magellan Health Inc. | COM | 559079207 | 1,525 | 15,895 | SH | DFND | 1 | 15,895 | 0 | 0 | |
| Manhattan Associates Inc. | COM | 562750109 | 1,485 | 31,585 | SH | DFND | 1 | 31,585 | 0 | 0 | |
| ManpowerGroup Inc. | COM | 56418H100 | 1,291 | 15,005 | SH | DFND | 1 | 15,005 | 0 | 0 | |
| Marathon Oil Corp | COM | 565849106 | 14,589 | 699,385 | SH | DFND | 1 | 519,651 | 0 | 179,734 | |
| Masimo Corp | COM | 574795100 | 1,432 | 14,660 | SH | DFND | 1 | 14,660 | 0 | 0 | |
| Masonite International Corpora | COM | 575385109 | 5,351 | 74,475 | SH | DFND | 1 | 50,475 | 0 | 24,000 | |
| Materion Corp | COM | 576690101 | 1,449 | 26,765 | SH | DFND | 1 | 26,765 | 0 | 0 | |
| Matrix Service Co. | COM | 576853105 | 1,407 | 76,700 | SH | DFND | 1 | 76,700 | 0 | 0 | |
| Maximus Inc. | COM | 577933104 | 1,332 | 21,445 | SH | DFND | 1 | 21,445 | 0 | 0 | |
| McDermott International Inc. | COM | 580037703 | 13,771 | 700,815 | SH | DFND | 1 | 490,536 | 0 | 210,279 | |
| MDU Resources | COM | 552690109 | 1,410 | 49,166 | SH | DFND | 1 | 49,166 | 0 | 0 | |
| MedEquities Realty Trust Inc. | COM | 58409L306 | 1,179 | 106,975 | SH | DFND | 1 | 106,975 | 0 | 0 | |
| Medical Properties Trust Inc. | COM | 58463J304 | 30,173 | 2,149,105 | SH | DFND | 1 | 1,443,582 | 0 | 705,523 | |
| Medifast Inc | COM | 58470H101 | 1,476 | 9,213 | SH | DFND | 1 | 9,213 | 0 | 0 | |
| MEDNAX Inc. | COM | 58502B106 | 1,308 | 30,220 | SH | DFND | 1 | 30,220 | 0 | 0 | |
| Medpace Holdings Inc. | COM | 58506Q109 | 1,531 | 35,610 | SH | DFND | 1 | 35,610 | 0 | 0 | |
| Merck & Co. Inc. | COM | 58933Y105 | 3,129 | 51,541 | SH | DFND | 1 | 22,851 | 0 | 28,690 | |
| Meridian Bioscience Inc | COM | 589584101 | 17,994 | 1,131,715 | SH | DFND | 1 | 805,047 | 0 | 326,668 | |
| Meritor Inc | COM | 59001K100 | 9,032 | 439,109 | SH | DFND | 1 | 267,754 | 0 | 171,355 | |
| Methanex Corp. | COM | 59151K108 | 13,081 | 185,019 | SH | DFND | 1 | 129,797 | 0 | 55,222 | |
| Methode Electronics Inc. | COM | 591520200 | 10,895 | 270,354 | SH | DFND | 1 | 174,773 | 0 | 95,581 | |
| MetLife Inc. | COM | 59156R108 | 4,445 | 101,954 | SH | DFND | 1 | 35,804 | 0 | 66,150 | |
| MGIC Investment Corp. | COM | 552848103 | 1,411 | 131,615 | SH | DFND | 1 | 131,615 | 0 | 0 | |
| Michael Kors Hldgs Ltd | COM | G60754101 | 51,434 | 772,276 | SH | DFND | 1 | 493,237 | 0 | 279,039 | |
| Microchip Tech Inc. | COM | 595017104 | 12,539 | 137,870 | SH | DFND | 1 | 100,753 | 0 | 37,117 | |
| Micron Technology Inc. | COM | 595112103 | 4,955 | 94,490 | SH | DFND | 1 | 36,780 | 0 | 57,710 | |
| Microsoft Corporation | COM | 594918104 | 5,746 | 58,272 | SH | DFND | 1 | 23,002 | 0 | 35,270 | |
| Miller Industries Inc. | COM NEW | 600551204 | 815 | 31,879 | SH | DFND | 1 | 26,479 | 0 | 5,400 | |
| MKS Instruments Inc. | COM | 55306N104 | 21,470 | 224,346 | SH | DFND | 1 | 145,412 | 0 | 78,934 | |
| Modine Manufacturing Co. | COM | 607828100 | 1,426 | 78,160 | SH | DFND | 1 | 78,160 | 0 | 0 | |
| Mohawk Industries Inc. | COM | 608190104 | 450 | 2,100 | SH | DFND | 1 | 2,100 | 0 | 0 | |
| Molina Healthcare Inc. | COM | 60855R100 | 1,499 | 15,308 | SH | DFND | 1 | 15,308 | 0 | 0 | |
| Moog Inc. | CL A | 615394202 | 855 | 10,961 | SH | DFND | 1 | 10,961 | 0 | 0 | |
| Morgan Stanley | COM NEW | 617446448 | 4,940 | 104,227 | SH | DFND | 1 | 45,282 | 0 | 58,945 | |
| Mosaic Co New | COM | 61945C103 | 16,336 | 582,379 | SH | DFND | 1 | 377,203 | 0 | 205,176 | |
| Movado Group Inc | COM | 624580106 | 1,395 | 28,876 | SH | DFND | 1 | 28,876 | 0 | 0 | |
| MSG Networks Inc. class A | CL A | 553573106 | 26,054 | 1,087,834 | SH | DFND | 1 | 739,476 | 0 | 348,358 | |
| Mueller Industries Inc. | COM | 624756102 | 14,516 | 491,916 | SH | DFND | 1 | 331,607 | 0 | 160,309 | |
| Murphy Oil | COM | 626717102 | 1,508 | 44,655 | SH | DFND | 1 | 44,655 | 0 | 0 | |
| Myers Industries Inc. | COM | 628464109 | 1,378 | 71,765 | SH | DFND | 1 | 71,765 | 0 | 0 | |
| Myriad Genetics Inc. | COM | 62855J104 | 1,386 | 37,090 | SH | DFND | 1 | 37,090 | 0 | 0 | |
| National Fuel Gas Co. | COM | 636180101 | 1,454 | 27,455 | SH | DFND | 1 | 27,455 | 0 | 0 | |
| National Healthcare Corp | COM | 635906100 | 1,213 | 17,235 | SH | DFND | 1 | 17,235 | 0 | 0 | |
| National Retail Properties Inc | COM | 637417106 | 5,928 | 134,843 | SH | DFND | 1 | 91,838 | 0 | 43,005 | |
| Natus Medical Inc. | COM | 639050103 | 1,400 | 40,589 | SH | DFND | 1 | 40,589 | 0 | 0 | |
| Navient Corporation | COM | 63938C108 | 1,339 | 102,765 | SH | DFND | 1 | 102,765 | 0 | 0 | |
| Navigant Consulting | COM | 63935N107 | 1,359 | 61,395 | SH | DFND | 1 | 61,395 | 0 | 0 | |
| NCR Corporation | COM | 62886E108 | 1,308 | 43,615 | SH | DFND | 1 | 43,615 | 0 | 0 | |
| Nektar Therapeutics | COM | 640268108 | 10,547 | 215,999 | SH | DFND | 1 | 136,936 | 0 | 79,063 | |
| Nelnet Inc. | COM | 64031N108 | 1,416 | 24,250 | SH | DFND | 1 | 24,250 | 0 | 0 | |
| Netgear Inc. | COM | 64111Q104 | 16,246 | 259,936 | SH | DFND | 1 | 181,011 | 0 | 78,925 | |
| Newmark Group Inc. Class A | CL A | 65158N102 | 15,575 | 1,094,552 | SH | DFND | 1 | 735,660 | 0 | 358,892 | |
| NIC Inc. | COM | 62914B100 | 1,404 | 90,270 | SH | DFND | 1 | 90,270 | 0 | 0 | |
| Nicolet Bankshares Inc. | COM | 65406E102 | 439 | 7,965 | SH | DFND | 1 | 7,965 | 0 | 0 | |
| NMI Holdings Inc. | CL A | 629209305 | 907 | 55,650 | SH | DFND | 1 | 55,650 | 0 | 0 | |
| Noble Corporation PLC | SHS USD | G65431101 | 1,617 | 255,505 | SH | DFND | 1 | 255,505 | 0 | 0 | |
| Noble Energy Inc. | COM | 655044105 | 3,566 | 101,076 | SH | DFND | 1 | 35,446 | 0 | 65,630 | |
| Nomad Foods Limited | USD ORD SHS | G6564A105 | 23,692 | 1,234,576 | SH | DFND | 1 | 856,751 | 0 | 377,825 | |
| Northern Trust Corp. | COM | 665859104 | 1,679 | 16,318 | SH | DFND | 1 | 5,708 | 0 | 10,610 | |
| NorthWestern Corp. | COM NEW | 668074305 | 24,628 | 430,178 | SH | DFND | 1 | 298,519 | 0 | 131,659 | |
| Nova Measuring Instruments Ltd | COM | M7516K103 | 319 | 11,690 | SH | DFND | 1 | 11,690 | 0 | 0 | |
| NRG Energy Inc. | COM | 629377508 | 5,882 | 191,593 | SH | DFND | 1 | 102,893 | 0 | 88,700 | |
| NutriSystem Inc. | COM | 67069D108 | 3,451 | 89,649 | SH | DFND | 1 | 70,454 | 0 | 19,195 | |
| Oasis Pete Inc New | COM | 674215108 | 2,226 | 171,615 | SH | DFND | 1 | 74,620 | 0 | 96,995 | |
| Ocwen Financial Corp. | COM NEW | 675746309 | 1,231 | 310,765 | SH | DFND | 1 | 310,765 | 0 | 0 | |
| Old Republic Intl Corp. | COM | 680223104 | 15,247 | 765,801 | SH | DFND | 1 | 499,999 | 0 | 265,802 | |
| Omnicell Inc. | COM | 68213N109 | 9,042 | 172,398 | SH | DFND | 1 | 114,848 | 0 | 57,550 | |
| OneMain Holdings Inc. | COM | 68268W103 | 501 | 15,045 | SH | DFND | 1 | 15,045 | 0 | 0 | |
| Oracle Corp. | COM | 68389X105 | 2,947 | 66,888 | SH | DFND | 1 | 28,353 | 0 | 38,535 | |
| OraSure Technologies Inc. | COM | 68554V108 | 1,325 | 80,421 | SH | DFND | 1 | 80,421 | 0 | 0 | |
| Orbotech Ltd. ORD | ORD | M75253100 | 44,320 | 717,151 | SH | DFND | 1 | 473,380 | 0 | 243,771 | |
| Oritani Financial Corp | COM | 68633D103 | 4,769 | 294,395 | SH | DFND | 1 | 235,638 | 0 | 58,757 | |
| Orthofix International N.V. | COM | N6748L102 | 1,403 | 24,685 | SH | DFND | 1 | 24,685 | 0 | 0 | |
| Oshkosh Corp. | COM | 688239201 | 12,181 | 173,218 | SH | DFND | 1 | 104,111 | 0 | 69,107 | |
| OUTFRONT Media Inc. (REIT) | COM | 69007J106 | 8,676 | 446,061 | SH | DFND | 1 | 283,174 | 0 | 162,887 | |
| Overseas Shipholding Group Inc | CL A NEW | 69036R863 | 1,167 | 300,780 | SH | DFND | 1 | 300,780 | 0 | 0 | |
| Owens & Minor Inc. | COM | 690732102 | 1,450 | 86,745 | SH | DFND | 1 | 86,745 | 0 | 0 | |
| Owens Illinois | COM NEW | 690768403 | 1,236 | 73,520 | SH | DFND | 1 | 73,520 | 0 | 0 | |
| PacWest Bancorp | COM | 695263103 | 4,880 | 98,750 | SH | DFND | 1 | 43,905 | 0 | 54,845 | |
| Patterson Companies Inc. | COM | 703395103 | 1,426 | 62,905 | SH | DFND | 1 | 62,905 | 0 | 0 | |
| PBF Energy Inc. | CL A | 69318G106 | 1,293 | 30,835 | SH | DFND | 1 | 30,835 | 0 | 0 | |
| PDL BioPharma Inc. | COM | 69329Y104 | 1,160 | 495,850 | SH | DFND | 1 | 495,850 | 0 | 0 | |
| Peabody Energy Corporation | COM | 704551100 | 1,426 | 31,350 | SH | DFND | 1 | 31,350 | 0 | 0 | |
| Peapack-Gladstone Financial Co | COM | 704699107 | 1,980 | 57,235 | SH | DFND | 1 | 57,235 | 0 | 0 | |
| Penn National Gaming Inc | COM | 707569109 | 1,003 | 29,871 | SH | DFND | 1 | 29,871 | 0 | 0 | |
| PennyMac Mortgage Investment T | COM | 70931T103 | 1,496 | 78,770 | SH | DFND | 1 | 78,770 | 0 | 0 | |
| Peoples Bancorp Inc | COM | 709789101 | 1,157 | 30,615 | SH | DFND | 1 | 30,615 | 0 | 0 | |
| Perficient Inc. | COM | 71375U101 | 7,975 | 302,431 | SH | DFND | 1 | 179,641 | 0 | 122,790 | |
| PerkinElmer Inc. | COM | 714046109 | 10,811 | 147,626 | SH | DFND | 1 | 92,579 | 0 | 55,047 | |
| Perrigo Co. PLC (New) | SHS | G97822103 | 602 | 8,250 | SH | DFND | 1 | 6,250 | 0 | 2,000 | |
| PGT Innovations Inc. | COM | 69336V101 | 6,462 | 309,950 | SH | DFND | 1 | 212,650 | 0 | 97,300 | |
| PH Glatfelter Co. | COM | 377316104 | 7,009 | 357,804 | SH | DFND | 1 | 250,873 | 0 | 106,931 | |
| Physicians Realty Trust (REIT) | COM | 71943U104 | 14,760 | 926,002 | SH | DFND | 1 | 618,137 | 0 | 307,865 | |
| Piedmont Office Realty Trust I | COM CL A | 720190206 | 25,755 | 1,292,260 | SH | DFND | 1 | 871,213 | 0 | 421,047 | |
| Pier 1 Imports Inc. | COM | 720279108 | 1,028 | 432,005 | SH | DFND | 1 | 432,005 | 0 | 0 | |
| Pinnacle Finl Partners Inc | COM | 72346Q104 | 2,220 | 36,185 | SH | DFND | 1 | 16,225 | 0 | 19,960 | |
| Pinnacle Foods Inc. | COM | 72348P104 | 10,292 | 158,191 | SH | DFND | 1 | 113,145 | 0 | 45,046 | |
| Piper Jaffray Co. | COM | 724078100 | 16,206 | 210,875 | SH | DFND | 1 | 139,751 | 0 | 71,124 | |
| Plantronics Inc. | COM | 727493108 | 1,537 | 20,155 | SH | DFND | 1 | 20,155 | 0 | 0 | |
| Plexus Corp. | COM | 729132100 | 1,412 | 23,715 | SH | DFND | 1 | 23,715 | 0 | 0 | |
| PNC Financial Services Group I | COM | 693475105 | 621 | 4,600 | SH | DFND | 1 | 4,600 | 0 | 0 | |
| Portland General Electric | COM NEW | 736508847 | 1,510 | 35,325 | SH | DFND | 1 | 35,325 | 0 | 0 | |
| Post Hldgs Inc | COM | 737446104 | 15,940 | 185,307 | SH | DFND | 1 | 120,841 | 0 | 64,466 | |
| Precision Drilling Corporation | COM | 74022D308 | 25,611 | 7,714,108 | SH | DFND | 1 | 5,339,937 | 0 | 2,374,171 | |
| Preferred Bk Los Angeles Ca | COM NEW | 740367404 | 2,151 | 35,005 | SH | DFND | 1 | 35,005 | 0 | 0 | |
| Premier Inc. | CL A | 74051N102 | 1,504 | 41,350 | SH | DFND | 1 | 41,350 | 0 | 0 | |
| Prestige Brands Holdings Inc. | COM | 74112D101 | 1,570 | 40,900 | SH | DFND | 1 | 40,900 | 0 | 0 | |
| Primoris Svcs Corp | COM | 74164F103 | 1,395 | 51,240 | SH | DFND | 1 | 51,240 | 0 | 0 | |
| Progress Software Corp. | COM | 743312100 | 1,359 | 35,005 | SH | DFND | 1 | 35,005 | 0 | 0 | |
| Providence Service Corp. | COM | 743815102 | 1,482 | 18,870 | SH | DFND | 1 | 18,870 | 0 | 0 | |
| Provident Financial Services I | COM | 74386T105 | 14,555 | 528,711 | SH | DFND | 1 | 358,368 | 0 | 170,343 | |
| Prudential Financial Inc. | COM | 744320102 | 309 | 3,300 | SH | DFND | 1 | 3,300 | 0 | 0 | |
| Public Service Enterprise Grou | COM | 744573106 | 13,495 | 249,254 | SH | DFND | 1 | 179,440 | 0 | 69,814 | |
| PulteGroup Inc. | COM | 745867101 | 466 | 16,200 | SH | DFND | 1 | 12,700 | 0 | 3,500 | |
| PVH Corporation | COM | 693656100 | 16,244 | 108,498 | SH | DFND | 1 | 68,061 | 0 | 40,437 | |
| QCR Holdings Inc. | COM | 74727A104 | 1,146 | 24,150 | SH | DFND | 1 | 24,150 | 0 | 0 | |
| Qiagen N.V. | SHS NEW | N72482123 | 9,516 | 263,158 | SH | DFND | 1 | 163,895 | 0 | 99,263 | |
| Qorvo Inc. | COM | 74736K101 | 14,176 | 176,830 | SH | DFND | 1 | 120,144 | 0 | 56,686 | |
| Quad/Graphics Inc. | COM NEW | 747301109 | 1,485 | 71,272 | SH | DFND | 1 | 71,272 | 0 | 0 | |
| Quality Sys Inc. | COM | 747582104 | 1,585 | 81,290 | SH | DFND | 1 | 81,290 | 0 | 0 | |
| QuinStreet Inc. | COM | 74874Q100 | 1,340 | 105,490 | SH | DFND | 1 | 105,490 | 0 | 0 | |
| R.R. Donnelley & Sons Company | COM | 257867200 | 1,229 | 213,421 | SH | DFND | 1 | 213,421 | 0 | 0 | |
| Radian Group Inc. | COM | 750236101 | 1,414 | 87,160 | SH | DFND | 1 | 87,160 | 0 | 0 | |
| Ralph Lauren Corp | CL A | 751212101 | 13,128 | 104,421 | SH | DFND | 1 | 65,823 | 0 | 38,598 | |
| Ramco-Gershenson Properties Tr | COM SH BEN INT | 751452202 | 1,532 | 115,985 | SH | DFND | 1 | 115,985 | 0 | 0 | |
| Raymond James Financial Inc. | COM | 754730109 | 384 | 4,300 | SH | DFND | 1 | 3,350 | 0 | 950 | |
| Red Robin Gourmet Burgers Inc. | COM | 75689M101 | 1,279 | 27,455 | SH | DFND | 1 | 27,455 | 0 | 0 | |
| Regal Beloit Corp. | COM | 758750103 | 21,459 | 262,336 | SH | DFND | 1 | 180,236 | 0 | 82,100 | |
| Resolute Forest Products Inc. | COM | 76117W109 | 1,744 | 168,550 | SH | DFND | 1 | 168,550 | 0 | 0 | |
| Retail Properties of America I | CL A | 76131V202 | 1,405 | 109,940 | SH | DFND | 1 | 109,940 | 0 | 0 | |
| Revolution Lighting Technologi | COM NEW | 76155G206 | 2,434 | 604,000 | SH | DFND | 1 | 436,000 | 0 | 168,000 | |
| REX American Resources Corp. | COM | 761624105 | 12,196 | 150,620 | SH | DFND | 1 | 100,591 | 0 | 50,029 | |
| Rexnord Corp. | COM | 76169B102 | 1,394 | 47,985 | SH | DFND | 1 | 47,985 | 0 | 0 | |
| RH | COM | 74967X103 | 541 | 3,875 | SH | DFND | 1 | 3,875 | 0 | 0 | |
| Rogers Corp. | COM | 775133101 | 1,299 | 11,650 | SH | DFND | 1 | 11,650 | 0 | 0 | |
| Rowan Companies Plc | SHS CL A | G7665A101 | 2,118 | 130,580 | SH | DFND | 1 | 130,580 | 0 | 0 | |
| Royal Caribbean Cruises Ltd. | COM | V7780T103 | 10,613 | 102,441 | SH | DFND | 1 | 79,914 | 0 | 22,527 | |
| Rudolph Techonologies Inc. | COM | 781270103 | 5,123 | 173,080 | SH | DFND | 1 | 95,715 | 0 | 77,365 | |
| Rush Enterprises Inc Cl A | CL A | 781846209 | 2,382 | 54,908 | SH | DFND | 1 | 54,908 | 0 | 0 | |
| Ryman Hospitality Pptys Inc (R | COM | 78377T107 | 3,687 | 44,345 | SH | DFND | 1 | 19,680 | 0 | 24,665 | |
| S&T Bancorp Inc. | COM | 783859101 | 1,401 | 32,410 | SH | DFND | 1 | 32,410 | 0 | 0 | |
| Sabra Health Care REIT Inc. | COM | 78573L106 | 16,814 | 773,769 | SH | DFND | 1 | 541,650 | 0 | 232,119 | |
| Sanderson Farms Inc. | COM | 800013104 | 1,506 | 14,320 | SH | DFND | 1 | 14,320 | 0 | 0 | |
| SandRidge Energy Inc. | COM NEW | 80007P869 | 313 | 17,625 | SH | DFND | 1 | 17,625 | 0 | 0 | |
| Sandy Spring Bancorp Inc. | COM | 800363103 | 25,362 | 618,440 | SH | DFND | 1 | 424,364 | 0 | 194,076 | |
| Sanmina Corporation | COM | 801056102 | 1,343 | 45,850 | SH | DFND | 1 | 45,850 | 0 | 0 | |
| Schlumberger Limited | COM | 806857108 | 556 | 8,300 | SH | DFND | 1 | 8,300 | 0 | 0 | |
| Schnitzer Steel Industries Inc | COM | 806882106 | 7,113 | 211,071 | SH | DFND | 1 | 156,654 | 0 | 54,417 | |
| Select Income REIT | COM | 81618T100 | 1,519 | 67,590 | SH | DFND | 1 | 67,590 | 0 | 0 | |
| Selective Insurance Group Inc. | COM | 816300107 | 28,100 | 510,905 | SH | DFND | 1 | 343,278 | 0 | 167,627 | |
| Shoe Carnival Inc. | COM | 824889109 | 1,224 | 37,728 | SH | DFND | 1 | 37,728 | 0 | 0 | |
| Silicon Motion Technology Corp | SPONSORED ADR | 82706C108 | 20,412 | 385,936 | SH | DFND | 1 | 265,027 | 0 | 120,909 | |
| Simmons First National Corp | #N/A | 828730200 | 307 | 10,260 | SH | DFND | 1 | 10,260 | 0 | 0 | |
| SL Green Realty Corp. (REIT) | COM | 78440X101 | 9,928 | 98,753 | SH | DFND | 1 | 69,026 | 0 | 29,727 | |
| Sleep Number Corp NPV | COM | 83125X103 | 1,045 | 36,025 | SH | DFND | 1 | 36,025 | 0 | 0 | |
| SLM Corp. (New) | COM | 78442P106 | 624 | 54,480 | SH | DFND | 1 | 54,480 | 0 | 0 | |
| SM Energy Company | COM | 78454L100 | 1,506 | 58,605 | SH | DFND | 1 | 58,605 | 0 | 0 | |
| SMART Global Holdings Inc. | SHS | G8232Y101 | 4,448 | 139,569 | SH | DFND | 1 | 71,184 | 0 | 68,385 | |
| Smartsheet Inc. | COM CL A | 83200N103 | 307 | 11,810 | SH | DFND | 1 | 11,810 | 0 | 0 | |
| Solaredge Technologies | COM | 83417M104 | 3,722 | 77,784 | SH | DFND | 1 | 39,409 | 0 | 38,375 | |
| South Jersey Inds Inc | COM | 838518108 | 431 | 12,885 | SH | DFND | 1 | 12,885 | 0 | 0 | |
| South State Corp. | COM | 840441109 | 223 | 2,580 | SH | DFND | 1 | 2,580 | 0 | 0 | |
| Southwestern Engergy Co | COM | 845467109 | 1,566 | 295,560 | SH | DFND | 1 | 295,560 | 0 | 0 | |
| SP Plus Corp. | COM | 78469C103 | 1,409 | 37,880 | SH | DFND | 1 | 37,880 | 0 | 0 | |
| Spectrum Brands Hldgs Inc | COM | 84763R101 | 17,668 | 216,461 | SH | DFND | 1 | 146,609 | 0 | 69,852 | |
| Spirit MTA (REIT) | COM SHS BEN IN | 84861U105 | 0 | 3 | SH | DFND | 1 | 3 | 0 | 0 | |
| Spirit Realty Capital Inc. | COM | 84860W102 | 1,438 | 179,040 | SH | DFND | 1 | 179,040 | 0 | 0 | |
| Spok Holdings Inc. | COM | 84863T106 | 1,046 | 69,520 | SH | DFND | 1 | 69,520 | 0 | 0 | |
| State Street Corp. | COM | 857477103 | 503 | 5,400 | SH | DFND | 1 | 5,400 | 0 | 0 | |
| Steelcase Inc. CL A | CL A | 858155203 | 1,338 | 99,145 | SH | DFND | 1 | 99,145 | 0 | 0 | |
| Stepan Co | COM | 858586100 | 1,501 | 19,240 | SH | DFND | 1 | 19,240 | 0 | 0 | |
| Sterling Bancorp New | COM | 85917A100 | 27,545 | 1,172,147 | SH | DFND | 1 | 742,132 | 0 | 430,015 | |
| Steven Madden Ltd. | COM | 556269108 | 14,321 | 269,704 | SH | DFND | 1 | 181,868 | 0 | 87,836 | |
| Stifel Financial Corp. | CL A | 860630102 | 28,330 | 542,205 | SH | DFND | 1 | 366,578 | 0 | 175,627 | |
| Stoneridge Inc. | COM | 86183P102 | 17,529 | 498,839 | SH | DFND | 1 | 343,375 | 0 | 155,464 | |
| Stratasys Ltd. | SHS | M85548101 | 1,322 | 69,095 | SH | DFND | 1 | 69,095 | 0 | 0 | |
| Summit Hotel Properties Inc. ( | COM | 866082100 | 21,081 | 1,473,142 | SH | DFND | 1 | 981,152 | 0 | 491,990 | |
| Suncoke Energy Inc | COM | 86722A103 | 1,393 | 103,960 | SH | DFND | 1 | 103,960 | 0 | 0 | |
| SunTrust Banks Inc. | COM | 867914103 | 391 | 5,915 | SH | DFND | 1 | 5,915 | 0 | 0 | |
| Sykes Enterprises Inc. | COM | 871237103 | 1,403 | 48,760 | SH | DFND | 1 | 48,760 | 0 | 0 | |
| Synaptics Inc. | COM | 87157D109 | 1,497 | 29,725 | SH | DFND | 1 | 29,725 | 0 | 0 | |
| Synopsys Inc. | COM | 871607107 | 17,006 | 198,741 | SH | DFND | 1 | 127,040 | 0 | 71,701 | |
| Syntel Inc | COM | 87162H103 | 1,431 | 44,605 | SH | DFND | 1 | 44,605 | 0 | 0 | |
| Systemax Inc | COM | 871851101 | 1,085 | 31,610 | SH | DFND | 1 | 31,610 | 0 | 0 | |
| Tailored Brands Inc. | COM | 87403A107 | 1,220 | 47,820 | SH | DFND | 1 | 47,820 | 0 | 0 | |
| Tapestry Inc. (new) | COM | 876030107 | 404 | 8,650 | SH | DFND | 1 | 6,700 | 0 | 1,950 | |
| Taro Pharma Inds A Ford Par IL | SHS | M8737E108 | 1,369 | 11,830 | SH | DFND | 1 | 11,830 | 0 | 0 | |
| TCF Financial Corporation | COM | 872275102 | 1,358 | 55,155 | SH | DFND | 1 | 55,155 | 0 | 0 | |
| Tech Data Corp. | COM | 878237106 | 1,410 | 17,174 | SH | DFND | 1 | 17,174 | 0 | 0 | |
| Telephone & Data Sys Inc | COM NEW | 879433829 | 1,385 | 50,500 | SH | DFND | 1 | 50,500 | 0 | 0 | |
| Tenet Healthcare Corp | COM NEW | 88033G407 | 1,259 | 37,495 | SH | DFND | 1 | 37,495 | 0 | 0 | |
| Teradata Corporation | COM | 88076W103 | 1,371 | 34,155 | SH | DFND | 1 | 34,155 | 0 | 0 | |
| Terex Corp. | COM | 880779103 | 22,018 | 521,869 | SH | DFND | 1 | 349,204 | 0 | 172,665 | |
| Tetra Tech Inc. | COM | 88162G103 | 14,686 | 251,046 | SH | DFND | 1 | 168,432 | 0 | 82,614 | |
| Teva Pharmaceutical Inds LTD A | SPONSORED ADR | 881624209 | 4,594 | 188,885 | SH | DFND | 1 | 121,458 | 0 | 67,427 | |
| The AES Corporation | COM | 00130H105 | 1,304 | 97,273 | SH | DFND | 1 | 33,963 | 0 | 63,310 | |
| The Bank of N.T. Butterfield & | SHS NEW | G0772R208 | 1,388 | 30,365 | SH | DFND | 1 | 30,365 | 0 | 0 | |
| The Bank of Princeton | COM | 064520109 | 7,131 | 214,469 | SH | DFND | 1 | 142,360 | 0 | 72,109 | |
| The Childrens Place Inc. | COM | 168905107 | 1,896 | 15,698 | SH | DFND | 1 | 15,698 | 0 | 0 | |
| Third Point Reinsurance Ltd. | COM | G8827U100 | 1,246 | 99,718 | SH | DFND | 1 | 99,718 | 0 | 0 | |
| Tillys Inc | CL A | 886885102 | 1,274 | 84,110 | SH | DFND | 1 | 84,110 | 0 | 0 | |
| Timken Co. | COM | 887389104 | 9,932 | 228,049 | SH | DFND | 1 | 177,815 | 0 | 50,234 | |
| TimkenSteel Corporation | COM | 887399103 | 5,916 | 361,830 | SH | DFND | 1 | 237,630 | 0 | 124,200 | |
| Titan Machinery Inc. | COM | 88830R101 | 5,464 | 351,382 | SH | DFND | 1 | 157,277 | 0 | 194,105 | |
| Tivity Health Inc. | COM | 88870R102 | 2,970 | 84,378 | SH | DFND | 1 | 84,378 | 0 | 0 | |
| TiVo Corp. (new) | COM | 88870P106 | 11,055 | 821,942 | SH | DFND | 1 | 539,379 | 0 | 282,563 | |
| Toll Bros Inc. | COM | 889478103 | 4,274 | 115,549 | SH | DFND | 1 | 90,201 | 0 | 25,348 | |
| Toyota Motor Corp. ADR | COM | 892331307 | 1,610 | 12,500 | SH | DFND | 1 | 12,500 | 0 | 0 | |
| TreeHouse Foods Inc. | COM | 89469A104 | 1,463 | 27,855 | SH | DFND | 1 | 27,855 | 0 | 0 | |
| TriCo Bancshares | COM | 896095106 | 1,349 | 36,020 | SH | DFND | 1 | 36,020 | 0 | 0 | |
| Trinity Inds Inc. | COM | 896522109 | 14,678 | 428,426 | SH | DFND | 1 | 301,548 | 0 | 126,878 | |
| Trinseo SA | SHS | L9340P101 | 17,488 | 246,481 | SH | DFND | 1 | 171,786 | 0 | 74,695 | |
| Triple-S Management Corporatio | COM | 896749108 | 1,652 | 42,289 | SH | DFND | 1 | 42,289 | 0 | 0 | |
| Triton International Limited C | CL A | G9078F107 | 18,488 | 603,002 | SH | DFND | 1 | 394,645 | 0 | 208,357 | |
| TrueBlue Inc. | COM | 89785X101 | 1,466 | 54,415 | SH | DFND | 1 | 54,415 | 0 | 0 | |
| Trustco Bank Corp NY | COM | 898349105 | 9,184 | 1,031,934 | SH | DFND | 1 | 762,937 | 0 | 268,997 | |
| TTM Technologies Inc. | COM | 87305R109 | 1,329 | 75,394 | SH | DFND | 1 | 75,394 | 0 | 0 | |
| Turtle Beach Corp. | COM | 900450206 | 331 | 16,275 | SH | DFND | 1 | 16,275 | 0 | 0 | |
| Tutor Perini Corp. | COM | 901109108 | 1,258 | 68,205 | SH | DFND | 1 | 68,205 | 0 | 0 | |
| Twitter Inc. | COM | 90184L102 | 5,274 | 120,777 | SH | DFND | 1 | 81,046 | 0 | 39,731 | |
| U.S. Concrete Inc. | COM NEW | 90333L201 | 13,636 | 259,729 | SH | DFND | 1 | 168,572 | 0 | 91,157 | |
| U.S. Physical Therapy Inc. | COM | 90337L108 | 1,463 | 15,235 | SH | DFND | 1 | 15,235 | 0 | 0 | |
| Ultra Clean Holdings Inc. | COM | 90385V107 | 324 | 19,545 | SH | DFND | 1 | 19,545 | 0 | 0 | |
| Umpqua Holdings Corp. | COM | 904214103 | 16,901 | 748,185 | SH | DFND | 1 | 498,388 | 0 | 249,797 | |
| Union Bankshares Corporation | COM | 90539J109 | 10,187 | 262,013 | SH | DFND | 1 | 171,900 | 0 | 90,113 | |
| Unit Corp. | COM | 909218109 | 1,605 | 62,781 | SH | DFND | 1 | 62,781 | 0 | 0 | |
| United Community Banks Inc. | COM | 90984P303 | 23,056 | 751,753 | SH | DFND | 1 | 469,003 | 0 | 282,750 | |
| United Financial Bancorp Inc. | COM | 910304104 | 24,907 | 1,421,647 | SH | DFND | 1 | 987,672 | 0 | 433,975 | |
| United Fire Group Inc | COM | 910340108 | 29,454 | 540,341 | SH | DFND | 1 | 368,370 | 0 | 171,971 | |
| United Natural Foods Inc. | COM | 911163103 | 1,464 | 34,310 | SH | DFND | 1 | 34,310 | 0 | 0 | |
| United States Cellular Corp. | COM | 911684108 | 1,463 | 39,505 | SH | DFND | 1 | 39,505 | 0 | 0 | |
| United States Steel Corp. | COM | 912909108 | 1,388 | 39,955 | SH | DFND | 1 | 39,955 | 0 | 0 | |
| United Technologies Corp. | COM | 913017109 | 750 | 6,000 | SH | DFND | 1 | 6,000 | 0 | 0 | |
| United Therapeutics Corp. | COM | 91307C102 | 1,416 | 12,510 | SH | DFND | 1 | 12,510 | 0 | 0 | |
| Universal Display Corp. (New) | COM | 91347P105 | 15,635 | 181,806 | SH | DFND | 1 | 117,779 | 0 | 64,027 | |
| Universal Insurance Holdings I | COM | 91359V107 | 1,451 | 41,325 | SH | DFND | 1 | 41,325 | 0 | 0 | |
| Urban Outfitters Inc. | COM | 917047102 | 14,281 | 320,566 | SH | DFND | 1 | 215,522 | 0 | 105,044 | |
| US Foods Holding Corp. | COM | 912008109 | 18,685 | 494,063 | SH | DFND | 1 | 328,865 | 0 | 165,198 | |
| USA Truck Inc. | COM | 902925106 | 1,035 | 44,110 | SH | DFND | 1 | 44,110 | 0 | 0 | |
| USANA Health Science Inc. | COM | 90328M107 | 1,445 | 12,530 | SH | DFND | 1 | 12,530 | 0 | 0 | |
| Valeant Pharmaceuticals Intern | COM | 91911K102 | 1,237 | 53,215 | SH | DFND | 1 | 53,215 | 0 | 0 | |
| Valero Energy Corp. | COM | 91913Y100 | 2,462 | 22,214 | SH | DFND | 1 | 7,804 | 0 | 14,410 | |
| VALIDUS HOLDINGS LTD COM | COM SHS | G9319H102 | 0 | 1 | SH | DFND | 1 | 1 | 0 | 0 | |
| Venator Materials PLC | SHS | G9329Z100 | 25,385 | 1,551,663 | SH | DFND | 1 | 1,033,026 | 0 | 518,637 | |
| Vera Bradley Inc. | COM | 92335C106 | 1,145 | 81,570 | SH | DFND | 1 | 81,570 | 0 | 0 | |
| Verint Systems Inc. | COM | 92343X100 | 19,488 | 439,419 | SH | DFND | 1 | 296,848 | 0 | 142,571 | |
| Verso Corporation | CL A | 92531L207 | 1,633 | 75,065 | SH | DFND | 1 | 75,065 | 0 | 0 | |
| Virtu Financial Inc. | CL A | 928254101 | 288 | 10,845 | SH | DFND | 1 | 10,845 | 0 | 0 | |
| Visa Inc. CL A | COM | 92826C839 | 1,364 | 10,300 | SH | DFND | 1 | 10,300 | 0 | 0 | |
| Vishay Intertechnology Inc. | COM | 928298108 | 18,163 | 782,895 | SH | DFND | 1 | 552,658 | 0 | 230,237 | |
| Visteon Corp. | COM NEW | 92839U206 | 13,405 | 103,724 | SH | DFND | 1 | 72,372 | 0 | 31,352 | |
| Vistra Energy Corp. | COM | 92840M102 | 26,937 | 1,138,494 | SH | DFND | 1 | 722,056 | 0 | 416,438 | |
| Vonage Holdings Corp. | COM | 92886T201 | 1,581 | 122,685 | SH | DFND | 1 | 122,685 | 0 | 0 | |
| W&T Offshore Inc. | COM | 92922P106 | 1,595 | 223,115 | SH | DFND | 1 | 223,115 | 0 | 0 | |
| Wabash National Corp | COM | 929566107 | 1,003 | 53,729 | SH | DFND | 1 | 53,729 | 0 | 0 | |
| Waddell & Reed Financial Inc. | CL A | 930059100 | 5,478 | 304,848 | SH | DFND | 1 | 231,529 | 0 | 73,319 | |
| Walgreens Boots Alliance Inc. | COM | 931427108 | 2,390 | 39,826 | SH | DFND | 1 | 14,001 | 0 | 25,825 | |
| Walker & Dunlop Inc | COM | 93148P102 | 1,372 | 24,650 | SH | DFND | 1 | 24,650 | 0 | 0 | |
| Washington Federal Inc. | COM | 938824109 | 24,502 | 749,310 | SH | DFND | 1 | 517,656 | 0 | 231,654 | |
| Washington Trust Bancorp Inc. | COM | 940610108 | 10,390 | 178,828 | SH | DFND | 1 | 117,708 | 0 | 61,120 | |
| Watts Water Technologies Inc. | COM | 942749102 | 14,418 | 183,897 | SH | DFND | 1 | 122,935 | 0 | 60,962 | |
| Webster Financial Corp. | COM | 947890109 | 8,575 | 134,618 | SH | DFND | 1 | 93,450 | 0 | 41,168 | |
| WellCare Health Plans Inc. | COM | 94946T106 | 11,640 | 47,269 | SH | DFND | 1 | 25,709 | 0 | 21,560 | |
| Wells Fargo & Company | COM | 949746101 | 513 | 9,245 | SH | DFND | 1 | 9,245 | 0 | 0 | |
| WESCO International Inc. | COM | 95082P105 | 1,312 | 22,975 | SH | DFND | 1 | 22,975 | 0 | 0 | |
| Western Digital Corp. | COM | 958102105 | 8,038 | 103,842 | SH | DFND | 1 | 65,667 | 0 | 38,175 | |
| WestRock Company | COM | 96145D105 | 19,824 | 347,663 | SH | DFND | 1 | 219,265 | 0 | 128,398 | |
| William Lyon Homes | CL A NEW | 552074700 | 2,936 | 126,545 | SH | DFND | 1 | 57,245 | 0 | 69,300 | |
| Williams-Sonoma Inc. | COM | 969904101 | 18,250 | 297,328 | SH | DFND | 1 | 210,414 | 0 | 86,914 | |
| World Fuel Services Corp. | COM | 981475106 | 1,288 | 63,090 | SH | DFND | 1 | 63,090 | 0 | 0 | |
| WPX Energy Inc. | COM | 98212B103 | 27,070 | 1,501,376 | SH | DFND | 1 | 1,015,708 | 0 | 485,668 | |
| Wyndham Destinations Inc. | COM | 98310W108 | 319 | 7,200 | SH | DFND | 1 | 7,200 | 0 | 0 | |
| Wyndham Hotels & Resorts Inc. | COM | 98311A105 | 424 | 7,200 | SH | DFND | 1 | 7,200 | 0 | 0 | |
| Xcerra Corporation | COM | 98400J108 | 9,032 | 646,555 | SH | DFND | 1 | 506,998 | 0 | 139,557 | |
| Xenia Hotels & Resorts Inc. (R | COM | 984017103 | 1,437 | 59,005 | SH | DFND | 1 | 59,005 | 0 | 0 | |
| Xilinx Inc. | COM | 983919101 | 281 | 4,300 | SH | DFND | 1 | 4,300 | 0 | 0 | |
| YRC Worldwide Inc. | COM PAR $.01 | 984249607 | 1,245 | 123,910 | SH | DFND | 1 | 123,910 | 0 | 0 | |
| Zagg Inc. | COM | 98884U108 | 1,867 | 107,935 | SH | DFND | 1 | 107,935 | 0 | 0 | |
| Zebra Technologies Corp. | CL A | 989207105 | 14,904 | 104,045 | SH | DFND | 1 | 63,873 | 0 | 40,172 | |
| Zions Bancorp. | COM | 989701107 | 543 | 10,300 | SH | DFND | 1 | 7,900 | 0 | 2,400 | |
| Zumiez Inc. | COM | 989817101 | 1,187 | 47,386 | SH | DFND | 1 | 47,386 | 0 | 0 | |