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 | 568 | 12,250 | SH | DFND | 1 | 12,250 | 0 | 0 | |
| AAR Corp. | COM | 000361105 | 1,039 | 28,245 | SH | DFND | 1 | 28,245 | 0 | 0 | |
| Abbott Laboratories | COM | 002824100 | 286 | 3,400 | SH | DFND | 1 | 3,400 | 0 | 0 | |
| AbbVie Inc. | COM | 00287Y109 | 1,909 | 26,247 | SH | DFND | 1 | 10,897 | 0 | 15,350 | |
| Abercrombie & Fitch Co. | COM | 002896207 | 11,438 | 713,097 | SH | DFND | 1 | 485,242 | 0 | 227,855 | |
| ABM Industries Inc. | COM | 000957100 | 919 | 22,985 | SH | DFND | 1 | 22,985 | 0 | 0 | |
| Acadia Healthcare Company I | COM | 00404A109 | 930 | 26,615 | SH | DFND | 1 | 26,615 | 0 | 0 | |
| ACCO Brands Corporation | COM | 00081T108 | 821 | 104,270 | SH | DFND | 1 | 104,270 | 0 | 0 | |
| Accuray Inc. | COM | 004397105 | 778 | 200,995 | SH | DFND | 1 | 200,995 | 0 | 0 | |
| Acuity Brands Inc. | CL A NEW | 00508Y102 | 6,586 | 47,755 | SH | DFND | 1 | 33,305 | 0 | 14,450 | |
| Advance Auto Parts Inc. | COM | 00751Y106 | 31 | 201 | SH | DFND | 1 | 201 | 0 | 0 | |
| Advanced Energy Industries Inc | COM | 007973100 | 96 | 1,710 | SH | DFND | 1 | 1,710 | 0 | 0 | |
| AECOM | COM | 00766T100 | 1,027 | 27,130 | SH | DFND | 1 | 27,130 | 0 | 0 | |
| Aegion Corp | COM | 00770F104 | 970 | 52,720 | SH | DFND | 1 | 52,720 | 0 | 0 | |
| AerCap Holdings N.V. | SHS | N00985106 | 3,072 | 59,075 | SH | DFND | 1 | 59,068 | 0 | 7 | |
| Aerojet Rocketdyne Holdings In | COM | 007800105 | 15,904 | 355,241 | SH | DFND | 1 | 245,801 | 0 | 109,440 | |
| AGCO Corp. | COM | 001084102 | 1,026 | 13,230 | SH | DFND | 1 | 13,230 | 0 | 0 | |
| Agilent Technologies Inc. | COM | 00846U101 | 1,318 | 17,652 | SH | DFND | 1 | 17,640 | 0 | 12 | |
| AK Steel Holding Corp. | COM | 001547108 | 923 | 389,450 | SH | DFND | 1 | 389,450 | 0 | 0 | |
| Akamai Technologies Inc. | COM | 00971T101 | 3,246 | 40,504 | SH | DFND | 1 | 13,738 | 0 | 26,766 | |
| Alaska Air Group Inc. | COM | 011659109 | 35 | 545 | SH | DFND | 1 | 545 | 0 | 0 | |
| Albemarle Corp. | COM | 012653101 | 583 | 8,274 | SH | DFND | 1 | 774 | 0 | 7,500 | |
| Alcoa Corp. | COM | 013872106 | 1,238 | 52,903 | SH | DFND | 1 | 20,038 | 0 | 32,865 | |
| Alexandria Real Estate Equitie | COM | 015271109 | 1,935 | 13,718 | SH | DFND | 1 | 11,288 | 0 | 2,430 | |
| Alexion Pharmaceuticals Inc. | COM | 015351109 | 3,806 | 29,058 | SH | DFND | 1 | 13,413 | 0 | 15,645 | |
| Alleghany Corp. | COM | 017175100 | 824 | 1,210 | SH | DFND | 1 | 560 | 0 | 650 | |
| Allegheny Technologies Inc. | COM | 01741R102 | 1,112 | 44,130 | SH | DFND | 1 | 44,130 | 0 | 0 | |
| Allegion PLC | ORD SHS | G0176J109 | 184 | 1,666 | SH | DFND | 1 | 1,666 | 0 | 0 | |
| Allete Inc | COM NEW | 018522300 | 895 | 10,760 | SH | DFND | 1 | 10,760 | 0 | 0 | |
| Allscripts Healthcare Solution | COM | 01988P108 | 1,011 | 86,960 | SH | DFND | 1 | 86,960 | 0 | 0 | |
| Allstate Corp. | COM | 020002101 | 2,338 | 22,989 | SH | DFND | 1 | 2,174 | 0 | 20,815 | |
| Altra Industrial Motion Corp. | COM | 02208R106 | 17,662 | 492,264 | SH | DFND | 1 | 320,978 | 0 | 171,286 | |
| AMAG Pharmaceuticals Inc. | COM | 00163U106 | 919 | 91,995 | SH | DFND | 1 | 91,995 | 0 | 0 | |
| AMC Networks Inc. | CL A | 00164V103 | 896 | 16,445 | SH | DFND | 1 | 16,445 | 0 | 0 | |
| Amedisys Inc. | COM | 023436108 | 1,162 | 9,570 | SH | DFND | 1 | 9,570 | 0 | 0 | |
| Amerco | COM | 023586100 | 16,053 | 42,406 | SH | DFND | 1 | 27,919 | 0 | 14,487 | |
| American Eagle Outfitters Inc. | COM | 02553E106 | 21,677 | 1,282,667 | SH | DFND | 1 | 865,103 | 0 | 417,564 | |
| American Equity Investment Lif | COM | 025676206 | 1,281 | 47,170 | SH | DFND | 1 | 47,170 | 0 | 0 | |
| American Express Company | COM | 025816109 | 2,467 | 19,982 | SH | DFND | 1 | 1,897 | 0 | 18,085 | |
| American Natl Ins Co | COM | 028591105 | 922 | 7,915 | SH | DFND | 1 | 7,915 | 0 | 0 | |
| American Public Education Inc. | COM | 02913V103 | 10,593 | 358,102 | SH | DFND | 1 | 244,133 | 0 | 113,969 | |
| American Woodmark Corp. | COM | 030506109 | 9,146 | 108,086 | SH | DFND | 1 | 72,158 | 0 | 35,928 | |
| AMETEK Inc. | COM | 031100100 | 2,770 | 30,497 | SH | DFND | 1 | 15,019 | 0 | 15,478 | |
| Amgen Inc. | COM | 031162100 | 1,825 | 9,903 | SH | DFND | 1 | 1,763 | 0 | 8,140 | |
| AMN Healthcare Services Inc. | COM | 001744101 | 15,963 | 294,253 | SH | DFND | 1 | 199,881 | 0 | 94,372 | |
| Anadarko Petroleum Corp. | COM | 032511107 | 445 | 6,300 | SH | DFND | 1 | 6,300 | 0 | 0 | |
| Angiodynamics Inc | COM | 03475V101 | 7,494 | 380,622 | SH | DFND | 1 | 264,767 | 0 | 115,855 | |
| ANI Pharmaceuticals Inc. | COM | 00182C103 | 1,060 | 12,895 | SH | DFND | 1 | 12,895 | 0 | 0 | |
| Anika Therapeutics Inc | COM | 035255108 | 941 | 23,160 | SH | DFND | 1 | 23,160 | 0 | 0 | |
| Anthem Inc. | COM | 036752103 | 1,908 | 6,760 | SH | DFND | 1 | 1,815 | 0 | 4,945 | |
| Apple Hospitality REIT Inc. | COM NEW | 03784Y200 | 18,632 | 1,174,771 | SH | DFND | 1 | 779,359 | 0 | 395,412 | |
| Apple Inc. | COM | 037833100 | 772 | 3,900 | SH | DFND | 1 | 3,900 | 0 | 0 | |
| Applied Materials Inc. | COM | 038222105 | 677 | 15,079 | SH | DFND | 1 | 15,073 | 0 | 6 | |
| Aptiv PLC | SHS | G6095L109 | 1,809 | 22,378 | SH | DFND | 1 | 12,653 | 0 | 9,725 | |
| ArcBest Corporation | COM | 03937C105 | 1,041 | 37,022 | SH | DFND | 1 | 37,022 | 0 | 0 | |
| Arch Capital Group Ltd. | ORD | G0450A105 | 234 | 6,300 | SH | DFND | 1 | 6,300 | 0 | 0 | |
| Arch Coal Inc. | CL A | 039380407 | 912 | 9,685 | SH | DFND | 1 | 9,685 | 0 | 0 | |
| Arena Pharmaceuticals Inc. | COM NEW | 040047607 | 917 | 15,635 | SH | DFND | 1 | 15,635 | 0 | 0 | |
| Ares Coml Real Estate Corp (RE | COM | 04013V108 | 652 | 43,885 | SH | DFND | 1 | 43,885 | 0 | 0 | |
| Armada Hoffler Properties Inc. | COM | 04208T108 | 324 | 19,595 | SH | DFND | 1 | 19,595 | 0 | 0 | |
| ASGN Incorporated | COM | 00191U102 | 18,243 | 301,046 | SH | DFND | 1 | 198,745 | 0 | 102,301 | |
| Assertio Therapeutics Inc. | COM | 04545L107 | 761 | 220,590 | SH | DFND | 1 | 220,590 | 0 | 0 | |
| Assured Guaranty Ltd. | COM | G0585R106 | 895 | 21,275 | SH | DFND | 1 | 21,275 | 0 | 0 | |
| AT&T Inc. | COM | 00206R102 | 3,522 | 105,103 | SH | DFND | 1 | 9,913 | 0 | 95,190 | |
| Athene Holding Ltd. | CL A | G0684D107 | 812 | 18,865 | SH | DFND | 1 | 18,857 | 0 | 8 | |
| Atlantic Union Bankshares Corp | COM | 04911A107 | 12,697 | 359,393 | SH | DFND | 1 | 238,425 | 0 | 120,968 | |
| AudioCodes Ltd. | ORD | M15342104 | 943 | 60,930 | SH | DFND | 1 | 60,930 | 0 | 0 | |
| Autozone Inc. | COM | 053332102 | 2,092 | 1,903 | SH | DFND | 1 | 1,203 | 0 | 700 | |
| Avista Corp. | COM | 05379B107 | 90 | 2,020 | SH | DFND | 1 | 2,020 | 0 | 0 | |
| Avnet Inc. | COM | 053807103 | 936 | 20,675 | SH | DFND | 1 | 20,675 | 0 | 0 | |
| AXA Equitable Holdings Inc. | COM | 054561105 | 1,065 | 50,943 | SH | DFND | 1 | 4,808 | 0 | 46,135 | |
| AXT Inc. | COM | 00246W103 | 5,428 | 1,370,733 | SH | DFND | 1 | 894,818 | 0 | 475,915 | |
| Badger Meter Inc. | COM | 056525108 | 1,010 | 16,925 | SH | DFND | 1 | 16,925 | 0 | 0 | |
| Bancorp Inc Del | COM | 05969A105 | 430 | 48,190 | SH | DFND | 1 | 48,190 | 0 | 0 | |
| Bank of America Corporation | COM | 060505104 | 6,090 | 209,984 | SH | DFND | 1 | 32,474 | 0 | 177,510 | |
| Bank OZK | COM | 06417N103 | 853 | 28,350 | SH | DFND | 1 | 28,350 | 0 | 0 | |
| Bausch Health Cos Inc. | COM | 071734107 | 913 | 36,185 | SH | DFND | 1 | 36,185 | 0 | 0 | |
| Belden Inc. | COM | 077454106 | 926 | 15,540 | SH | DFND | 1 | 15,540 | 0 | 0 | |
| Benchmark Electronics Inc. | COM | 08160H101 | 918 | 36,535 | SH | DFND | 1 | 36,535 | 0 | 0 | |
| Berkshire Hathaway CL B | CL B NEW | 084670702 | 5,051 | 23,696 | SH | DFND | 1 | 2,241 | 0 | 21,455 | |
| Berkshire Hills Bancorp Inc. | COM | 084680107 | 20,791 | 662,333 | SH | DFND | 1 | 438,050 | 0 | 224,283 | |
| Biogen Inc. | COM | 09062X103 | 1,050 | 4,491 | SH | DFND | 1 | 1,866 | 0 | 2,625 | |
| BioTelemetry Inc. | COM | 090672106 | 119 | 2,475 | SH | DFND | 1 | 2,475 | 0 | 0 | |
| BJ's Wholesale Club Holdings I | COM | 05550J101 | 2,360 | 89,393 | SH | DFND | 1 | 89,354 | 0 | 39 | |
| Bloomin Brands Inc. | COM | 094235108 | 7,772 | 410,996 | SH | DFND | 1 | 272,383 | 0 | 138,613 | |
| BMC Stock Holdings Inc. | COM | 05591B109 | 915 | 43,140 | SH | DFND | 1 | 43,140 | 0 | 0 | |
| Boise Cascade Co. | COM | 09739D100 | 968 | 34,445 | SH | DFND | 1 | 34,445 | 0 | 0 | |
| Bonanza Creek Energy Inc. | COM NEW | 097793400 | 881 | 42,195 | SH | DFND | 1 | 42,195 | 0 | 0 | |
| BP PLC ADR | SPONSORED ADR | 055622104 | 872 | 20,900 | SH | DFND | 1 | 20,900 | 0 | 0 | |
| Brandywine Realty Trust Inc. ( | SH BEN INT NEW | 105368203 | 15,150 | 1,057,957 | SH | DFND | 1 | 701,343 | 0 | 356,614 | |
| Brinker International Inc. | COM | 109641100 | 95 | 2,423 | SH | DFND | 1 | 2,423 | 0 | 0 | |
| Brixmor Property Group Inc. (R | COM | 11120U105 | 913 | 51,085 | SH | DFND | 1 | 51,085 | 0 | 0 | |
| Brookdale Senior Living Inc. | COM | 112463104 | 998 | 138,425 | SH | DFND | 1 | 138,425 | 0 | 0 | |
| Brooks Automation Inc. | COM | 114340102 | 14,566 | 375,907 | SH | DFND | 1 | 242,464 | 0 | 133,443 | |
| Bruker Corporation | COM | 116794108 | 988 | 19,775 | SH | DFND | 1 | 19,775 | 0 | 0 | |
| CACI International Inc. CL A | CL A | 127190304 | 1,033 | 5,050 | SH | DFND | 1 | 5,050 | 0 | 0 | |
| Cadence Bancorporation | CL A | 12739A100 | 1,656 | 79,592 | SH | DFND | 1 | 79,574 | 0 | 18 | |
| Cal-Maine Foods Inc. | COM NEW | 128030202 | 886 | 21,225 | SH | DFND | 1 | 21,225 | 0 | 0 | |
| Caleres Inc. | COM | 129500104 | 1,709 | 85,800 | SH | DFND | 1 | 55,000 | 0 | 30,800 | |
| Callon Petroleum Co. | COM | 13123X102 | 8,947 | 1,357,729 | SH | DFND | 1 | 877,816 | 0 | 479,913 | |
| Canadian Solar Inc. | COM | 136635109 | 946 | 43,330 | SH | DFND | 1 | 43,330 | 0 | 0 | |
| Capri Holdings Ltd. | SHS | G1890L107 | 22,860 | 659,160 | SH | DFND | 1 | 416,438 | 0 | 242,722 | |
| Cardtronics plc class A ords | SHS CL A | G1991C105 | 735 | 26,890 | SH | DFND | 1 | 26,890 | 0 | 0 | |
| Carolina Financial Corporation | COM | 143873107 | 377 | 10,755 | SH | DFND | 1 | 10,755 | 0 | 0 | |
| Caterpillar Inc. | COM | 149123101 | 2,943 | 21,593 | SH | DFND | 1 | 2,053 | 0 | 19,540 | |
| Cathay General Bancorp | COM | 149150104 | 1,225 | 34,120 | SH | DFND | 1 | 34,120 | 0 | 0 | |
| Cato Corporation CL A | CL A | 149205106 | 529 | 42,960 | SH | DFND | 1 | 42,960 | 0 | 0 | |
| CBRE Group Inc. | COM | 12504L109 | 1,582 | 30,836 | SH | DFND | 1 | 30,826 | 0 | 10 | |
| Central Garden & Pet Co. CL A | CL A NON-VTG | 153527205 | 402 | 16,326 | SH | DFND | 1 | 16,326 | 0 | 0 | |
| Central Pacific Financial Corp | COM NEW | 154760409 | 833 | 27,805 | SH | DFND | 1 | 27,805 | 0 | 0 | |
| Central Valley Community Banco | COM | 155685100 | 634 | 29,550 | SH | DFND | 1 | 14,150 | 0 | 15,400 | |
| Ceragon Networks Ltd. | ORD | M22013102 | 548 | 186,905 | SH | DFND | 1 | 186,905 | 0 | 0 | |
| Charles River Laboratories Int | COM | 159864107 | 951 | 6,699 | SH | DFND | 1 | 6,699 | 0 | 0 | |
| Chase Corp. | COM | 16150R104 | 4,639 | 43,100 | SH | DFND | 1 | 27,550 | 0 | 15,550 | |
| Chatham Lodging Trust (REIT) | COM | 16208T102 | 5,332 | 282,590 | SH | DFND | 1 | 210,409 | 0 | 72,181 | |
| Chemed Corp. | COM | 16359R103 | 944 | 2,615 | SH | DFND | 1 | 2,615 | 0 | 0 | |
| Cheniere Energy Inc. | COM NEW | 16411R208 | 1,478 | 21,594 | SH | DFND | 1 | 2,044 | 0 | 19,550 | |
| Chevron Corp. | COM | 166764100 | 6,484 | 52,102 | SH | DFND | 1 | 9,207 | 0 | 42,895 | |
| Chico's Fas Inc. | COM | 168615102 | 476 | 141,142 | SH | DFND | 1 | 141,142 | 0 | 0 | |
| Churchill Downs Inc. | COM | 171484108 | 22,669 | 197,000 | SH | DFND | 1 | 131,466 | 0 | 65,534 | |
| Ciena Corp. | COM NEW | 171779309 | 803 | 19,523 | SH | DFND | 1 | 19,515 | 0 | 8 | |
| Cigna Corp. | COM | 125523100 | 882 | 5,596 | SH | DFND | 1 | 536 | 0 | 5,060 | |
| Cirrus Logic Inc. | COM | 172755100 | 895 | 20,480 | SH | DFND | 1 | 20,480 | 0 | 0 | |
| CIT Group | COM NEW | 125581801 | 962 | 18,310 | SH | DFND | 1 | 18,310 | 0 | 0 | |
| Citi Trends Inc. | COM | 17306X102 | 528 | 36,135 | SH | DFND | 1 | 36,135 | 0 | 0 | |
| Citigroup Inc. | COM NEW | 172967424 | 5,147 | 73,494 | SH | DFND | 1 | 9,819 | 0 | 63,675 | |
| Citizens Financial Group Inc. | COM | 174610105 | 2,984 | 84,384 | SH | DFND | 1 | 74,356 | 0 | 10,028 | |
| CNA Financial Corp. | COM | 126117100 | 1,769 | 37,586 | SH | DFND | 1 | 37,569 | 0 | 17 | |
| CNH Industrial N.V. | SHS | N20944109 | 319 | 31,016 | SH | DFND | 1 | 31,001 | 0 | 15 | |
| CNO Financial Group Inc. | COM | 12621E103 | 949 | 56,895 | SH | DFND | 1 | 56,895 | 0 | 0 | |
| CNX Resources Corp. | COM | 12653C108 | 749 | 102,460 | SH | DFND | 1 | 102,460 | 0 | 0 | |
| Coherent Inc. | COM | 192479103 | 8,871 | 65,050 | SH | DFND | 1 | 42,619 | 0 | 22,431 | |
| Cohu Inc. | COM | 192576106 | 17,721 | 1,148,498 | SH | DFND | 1 | 759,625 | 0 | 388,873 | |
| Colfax Corporation | COM | 194014106 | 1,394 | 49,722 | SH | DFND | 1 | 49,695 | 0 | 27 | |
| Columbus Mckinnon Corp. | COM | 199333105 | 18,588 | 442,877 | SH | DFND | 1 | 291,553 | 0 | 151,324 | |
| Comcast Corporation CL A | CL A | 20030N101 | 3,472 | 82,121 | SH | DFND | 1 | 31,241 | 0 | 50,880 | |
| Comerica Inc. | COM | 200340107 | 2,579 | 35,497 | SH | DFND | 1 | 18,420 | 0 | 17,077 | |
| Comfort Systems USA Inc. | COM | 199908104 | 21,592 | 423,460 | SH | DFND | 1 | 275,652 | 0 | 147,808 | |
| Commercial Metals Company | COM | 201723103 | 17,639 | 988,207 | SH | DFND | 1 | 661,856 | 0 | 326,351 | |
| Commercial Vehicle Group Inc. | COM | 202608105 | 730 | 90,979 | SH | DFND | 1 | 90,979 | 0 | 0 | |
| Community Health Systems Inc. | COM | 203668108 | 789 | 295,610 | SH | DFND | 1 | 295,610 | 0 | 0 | |
| Community Healthcare Trust Inc | COM | 20369C106 | 22,389 | 568,098 | SH | DFND | 1 | 374,751 | 0 | 193,347 | |
| Community Trust Bancorp | COM | 204149108 | 398 | 9,400 | SH | DFND | 1 | 9,400 | 0 | 0 | |
| Commvault Systems Inc | COM | 204166102 | 936 | 18,860 | SH | DFND | 1 | 18,860 | 0 | 0 | |
| Computers Programs and Systems | COM | 205306103 | 850 | 30,600 | SH | DFND | 1 | 30,600 | 0 | 0 | |
| Comtech Telecommunications Cor | COM NEW | 205826209 | 837 | 29,775 | SH | DFND | 1 | 29,775 | 0 | 0 | |
| Concho Resources Inc. | COM | 20605P101 | 984 | 9,534 | SH | DFND | 1 | 869 | 0 | 8,665 | |
| ConnectOne Bancorp Inc. (New) | COM | 20786W107 | 718 | 31,690 | SH | DFND | 1 | 31,690 | 0 | 0 | |
| Continental Building Products | COM | 211171103 | 28,520 | 1,073,386 | SH | DFND | 1 | 706,411 | 0 | 366,975 | |
| Control4 Corporation | COM | 21240D107 | 24,300 | 1,023,172 | SH | DFND | 1 | 673,641 | 0 | 349,531 | |
| Core-Mark Holding Company Inc. | COM | 218681104 | 919 | 23,145 | SH | DFND | 1 | 23,145 | 0 | 0 | |
| CoreCivic Inc. | COM | 21871N101 | 802 | 38,650 | SH | DFND | 1 | 38,650 | 0 | 0 | |
| CoreSite Realty Corporation (R | COM | 21870Q105 | 412 | 3,575 | SH | DFND | 1 | 3,575 | 0 | 0 | |
| Corning Inc. | COM | 219350105 | 2,233 | 67,205 | SH | DFND | 1 | 41,829 | 0 | 25,376 | |
| Cosan Ltd. | SHS A | G25343107 | 924 | 69,135 | SH | DFND | 1 | 69,135 | 0 | 0 | |
| Cousins Properties Inc. (REIT) | COM | 222795502 | 46 | 1,265 | SH | DFND | 1 | 1,265 | 0 | 0 | |
| Covenant Transportation Group | CL A | 22284P105 | 628 | 42,665 | SH | DFND | 1 | 42,665 | 0 | 0 | |
| Cowen Inc. | CL A NEW | 223622606 | 939 | 54,600 | SH | DFND | 1 | 54,600 | 0 | 0 | |
| Criteo S.A. ADR | SPONS ADS | 226718104 | 54 | 3,125 | SH | DFND | 1 | 3,125 | 0 | 0 | |
| Cross Country Healthcare Inc. | COM | 227483104 | 15,951 | 1,700,551 | SH | DFND | 1 | 1,120,130 | 0 | 580,421 | |
| CSX Corp. | COM | 126408103 | 1,563 | 20,205 | SH | DFND | 1 | 11,135 | 0 | 9,070 | |
| Cubic Corp. | COM | 229669106 | 16,703 | 259,044 | SH | DFND | 1 | 175,407 | 0 | 83,637 | |
| Curtiss-Wright Corp. | COM | 231561101 | 13,125 | 103,244 | SH | DFND | 1 | 70,080 | 0 | 33,164 | |
| Cushman & Wakefield plc | SHS | G2717B108 | 730 | 40,841 | SH | DFND | 1 | 40,826 | 0 | 15 | |
| Customers Bancorp Inc. | COM | 23204G100 | 797 | 37,955 | SH | DFND | 1 | 37,955 | 0 | 0 | |
| CVS Health Corporation | COM | 126650100 | 2,835 | 52,028 | SH | DFND | 1 | 6,438 | 0 | 45,590 | |
| Daktronics Inc. | CL A | 234264109 | 921 | 149,250 | SH | DFND | 1 | 95,850 | 0 | 53,400 | |
| Dana Incorporated | COM | 235825205 | 10,677 | 535,438 | SH | DFND | 1 | 361,145 | 0 | 174,293 | |
| Darden Restaurants Inc. | COM | 237194105 | 925 | 7,602 | SH | DFND | 1 | 7,598 | 0 | 4 | |
| Deckers Outdoor Corp | COM | 243537107 | 17,280 | 98,199 | SH | DFND | 1 | 66,612 | 0 | 31,587 | |
| Delek US Holdings Inc. | COM | 24665A103 | 15,787 | 389,606 | SH | DFND | 1 | 265,967 | 0 | 123,639 | |
| Dell Technologies Inc. Class C | CL C | 24703L202 | 2,148 | 42,283 | SH | DFND | 1 | 3,973 | 0 | 38,310 | |
| Delta Air Lines Inc. | COM NEW | 247361702 | 278 | 4,900 | SH | DFND | 1 | 4,900 | 0 | 0 | |
| Deluxe Corp. | COM | 248019101 | 858 | 21,095 | SH | DFND | 1 | 21,095 | 0 | 0 | |
| Designer Brands Inc. | CL A | 250565108 | 548 | 28,570 | SH | DFND | 1 | 28,570 | 0 | 0 | |
| Diamondback Energy Inc. | COM | 25278X109 | 17,346 | 159,178 | SH | DFND | 1 | 106,700 | 0 | 52,478 | |
| Diamondrock Hospitality Co. (R | COM | 252784301 | 20,150 | 1,948,713 | SH | DFND | 1 | 1,319,539 | 0 | 629,174 | |
| Dicks Sporting Goods Inc. | COM | 253393102 | 1,945 | 56,156 | SH | DFND | 1 | 56,144 | 0 | 12 | |
| Digital Realty Trust Inc. (REI | COM | 253868103 | 4,122 | 34,993 | SH | DFND | 1 | 14,343 | 0 | 20,650 | |
| Dime Community Bancshares Inc. | COM | 253922108 | 13,251 | 697,777 | SH | DFND | 1 | 460,386 | 0 | 237,391 | |
| Diodes Inc | COM | 254543101 | 929 | 25,555 | SH | DFND | 1 | 25,555 | 0 | 0 | |
| Domtar Corporation | COM NEW | 257559203 | 17,277 | 387,987 | SH | DFND | 1 | 260,969 | 0 | 127,018 | |
| Douglas Dynamics Inc. | COM | 25960R105 | 13,823 | 347,399 | SH | DFND | 1 | 230,340 | 0 | 117,059 | |
| Eagle Bancorp Inc Md | COM | 268948106 | 897 | 16,580 | SH | DFND | 1 | 16,580 | 0 | 0 | |
| Eagle Pharmaceuticals Inc. | COM | 269796108 | 931 | 16,725 | SH | DFND | 1 | 16,725 | 0 | 0 | |
| Eastman Chemical Co. | COM | 277432100 | 296 | 3,800 | SH | DFND | 1 | 3,800 | 0 | 0 | |
| eBay Inc. | COM | 278642103 | 1,908 | 48,299 | SH | DFND | 1 | 4,554 | 0 | 43,745 | |
| Echo Global Logistics Inc. | COM | 27875T101 | 817 | 39,160 | SH | DFND | 1 | 39,160 | 0 | 0 | |
| Edgewell Personal Care Company | COM | 28035Q102 | 800 | 29,670 | SH | DFND | 1 | 29,670 | 0 | 0 | |
| Edison International | COM | 281020107 | 1,014 | 15,042 | SH | DFND | 1 | 15,033 | 0 | 9 | |
| Elbit Systems Ltd. | ORD | M3760D101 | 14,344 | 95,939 | SH | DFND | 1 | 66,937 | 0 | 29,002 | |
| Eli Lilly & Co. | COM | 532457108 | 1,030 | 9,295 | SH | DFND | 1 | 865 | 0 | 8,430 | |
| EMCOR Group Inc. | COM | 29084Q100 | 33,436 | 379,528 | SH | DFND | 1 | 253,889 | 0 | 125,639 | |
| Employers Holdings Inc. | COM | 292218104 | 89 | 2,115 | SH | DFND | 1 | 2,115 | 0 | 0 | |
| Enanta Pharmaceuticals Inc. | COM | 29251M106 | 810 | 9,605 | SH | DFND | 1 | 9,605 | 0 | 0 | |
| Encompass Health Corp. | COM | 29261A100 | 23,946 | 377,935 | SH | DFND | 1 | 248,292 | 0 | 129,643 | |
| Encore Wire Corp. | COM | 292562105 | 1,003 | 17,115 | SH | DFND | 1 | 17,115 | 0 | 0 | |
| Endo International PLC | SHS | G30401106 | 797 | 193,380 | SH | DFND | 1 | 193,380 | 0 | 0 | |
| Energizer Holdings Inc. | COM | 29272W109 | 84 | 2,165 | SH | DFND | 1 | 2,165 | 0 | 0 | |
| Enerplus Corp | COM | 292766102 | 993 | 131,880 | SH | DFND | 1 | 131,880 | 0 | 0 | |
| Ennis Inc. | COM | 293389102 | 742 | 36,155 | SH | DFND | 1 | 36,155 | 0 | 0 | |
| Enova International Inc. | COM | 29357K103 | 877 | 38,050 | SH | DFND | 1 | 38,050 | 0 | 0 | |
| EnPro Industries Inc. | COM | 29355X107 | 885 | 13,865 | SH | DFND | 1 | 13,865 | 0 | 0 | |
| Ensign Group Inc. | COM | 29358P101 | 1,301 | 22,855 | SH | DFND | 1 | 22,855 | 0 | 0 | |
| Entegris Inc. | COM | 29362U104 | 17,243 | 462,043 | SH | DFND | 1 | 307,389 | 0 | 154,654 | |
| Entercom Communications Corp C | CL A | 293639100 | 860 | 148,315 | SH | DFND | 1 | 148,315 | 0 | 0 | |
| Entergy Corp. | COM | 29364G103 | 2,984 | 28,988 | SH | DFND | 1 | 28,973 | 0 | 15 | |
| Ericsson | ADR B SEK 10 | 294821608 | 1,050 | 110,565 | SH | DFND | 1 | 10,430 | 0 | 100,135 | |
| Ethan Allen Interiors Inc. | COM | 297602104 | 2,678 | 127,175 | SH | DFND | 1 | 97,475 | 0 | 29,700 | |
| Evans Bancorp Inc. | COM NEW | 29911Q208 | 956 | 25,330 | SH | DFND | 1 | 17,330 | 0 | 8,000 | |
| EVERTEC Inc. | COM | 30040P103 | 1,019 | 31,170 | SH | DFND | 1 | 31,170 | 0 | 0 | |
| Exelon Corp. | COM | 30161N101 | 1,123 | 23,417 | SH | DFND | 1 | 23,410 | 0 | 7 | |
| Express Inc | COM | 30219E103 | 519 | 190,225 | SH | DFND | 1 | 190,225 | 0 | 0 | |
| EZCORP Inc. CL A | CL A NON VTG | 302301106 | 818 | 86,375 | SH | DFND | 1 | 86,375 | 0 | 0 | |
| Fabrinet | SHS | G3323L100 | 869 | 17,505 | SH | DFND | 1 | 17,505 | 0 | 0 | |
| Facebook Inc. | CL A | 30303M102 | 3,197 | 16,567 | SH | DFND | 1 | 3,372 | 0 | 13,195 | |
| Federated Holdings Co. | COM | 31431B109 | 130 | 9,080 | SH | DFND | 1 | 9,080 | 0 | 0 | |
| Fedex Corp. | COM | 31428X106 | 214 | 1,305 | SH | DFND | 1 | 1,305 | 0 | 0 | |
| Financial Institutions Inc. | COM | 317585404 | 403 | 13,835 | SH | DFND | 1 | 13,835 | 0 | 0 | |
| First Citizens Bancshares Inc. | COM | 31946M103 | 50,875 | 112,988 | SH | DFND | 1 | 73,674 | 0 | 39,314 | |
| First Community Bancshares Inc | COM | 31983A103 | 20,905 | 619,220 | SH | DFND | 1 | 407,132 | 0 | 212,088 | |
| First Financial Corp. | COM | 320218100 | 419 | 10,430 | SH | DFND | 1 | 10,430 | 0 | 0 | |
| First Internet Bancorp | COM | 320557101 | 272 | 12,605 | SH | DFND | 1 | 12,605 | 0 | 0 | |
| First Merchants Corporation | COM | 320817109 | 1,645 | 43,405 | SH | DFND | 1 | 43,405 | 0 | 0 | |
| First Republic Bank | COM | 33616C100 | 4,554 | 46,636 | SH | DFND | 1 | 34,866 | 0 | 11,770 | |
| Flagstar Bancorp Inc. | COM PAR .001 | 337930705 | 938 | 28,300 | SH | DFND | 1 | 28,300 | 0 | 0 | |
| Fluent Inc. | COM | 34380C102 | 202 | 37,585 | SH | DFND | 1 | 37,585 | 0 | 0 | |
| FMC Corp. | COM NEW | 302491303 | 2,653 | 31,986 | SH | DFND | 1 | 23,488 | 0 | 8,498 | |
| Foot Locker Inc. | COM | 344849104 | 9,543 | 227,651 | SH | DFND | 1 | 153,135 | 0 | 74,516 | |
| Fossil Group Inc. | COM | 34988V106 | 891 | 77,440 | SH | DFND | 1 | 77,440 | 0 | 0 | |
| FTI Consulting Inc. | COM | 302941109 | 9,470 | 112,950 | SH | DFND | 1 | 72,000 | 0 | 40,950 | |
| GameStop Corp Class A | CL A | 36467W109 | 398 | 72,765 | SH | DFND | 1 | 72,765 | 0 | 0 | |
| Gaming and Leisure Properties | COM | 36467J108 | 1,842 | 47,267 | SH | DFND | 1 | 47,244 | 0 | 23 | |
| Gencor Industries Inc. | COM | 368678108 | 12,161 | 935,426 | SH | DFND | 1 | 609,985 | 0 | 325,441 | |
| General Motors Co. | COM | 37045V100 | 1,283 | 33,309 | SH | DFND | 1 | 3,189 | 0 | 30,120 | |
| Genesco Inc. | COM | 371532102 | 502 | 11,865 | SH | DFND | 1 | 11,865 | 0 | 0 | |
| Gentex Corp. | COM | 371901109 | 5,702 | 231,679 | SH | DFND | 1 | 155,698 | 0 | 75,981 | |
| Genworth Financial Inc. | COM | 37247D106 | 952 | 256,610 | SH | DFND | 1 | 256,610 | 0 | 0 | |
| Gibraltar Industries Inc. | COM | 374689107 | 3,947 | 97,800 | SH | DFND | 1 | 60,400 | 0 | 37,400 | |
| Glaxosmithkline PLC ADR | SPONSORED ADR | 37733W105 | 768 | 19,200 | SH | DFND | 1 | 19,200 | 0 | 0 | |
| Granite Construction Inc. | COM | 387328107 | 16,174 | 335,708 | SH | DFND | 1 | 216,520 | 0 | 119,188 | |
| Great Southern Bancorp Inc. | COM | 390905107 | 546 | 9,125 | SH | DFND | 1 | 9,125 | 0 | 0 | |
| Great Western Bancorp Inc. | COM | 391416104 | 141 | 3,950 | SH | DFND | 1 | 3,950 | 0 | 0 | |
| Green Plains Inc. | COM | 393222104 | 558 | 51,765 | SH | DFND | 1 | 51,765 | 0 | 0 | |
| Greenhill & Co. Inc. | COM | 395259104 | 731 | 53,805 | SH | DFND | 1 | 53,805 | 0 | 0 | |
| Gulfport Energy Corp. | COM NEW | 402635304 | 4,382 | 892,513 | SH | DFND | 1 | 626,613 | 0 | 265,900 | |
| Haemonetics Corporation | COM | 405024100 | 1,006 | 8,360 | SH | DFND | 1 | 8,360 | 0 | 0 | |
| Hancock Whitney Corp. | COM | 410120109 | 1,038 | 25,915 | SH | DFND | 1 | 25,915 | 0 | 0 | |
| Hanmi Financial Corporation | COM NEW | 410495204 | 12,394 | 556,547 | SH | DFND | 1 | 383,386 | 0 | 173,161 | |
| Hartford Financial Services Gr | COM | 416515104 | 2,125 | 38,144 | SH | DFND | 1 | 17,802 | 0 | 20,342 | |
| Haverty Furniture Companies In | COM | 419596101 | 554 | 32,510 | SH | DFND | 1 | 32,510 | 0 | 0 | |
| Hawaiian Electric Industries I | COM | 419870100 | 933 | 21,420 | SH | DFND | 1 | 21,420 | 0 | 0 | |
| HealthStream Inc. | COM | 42222N103 | 810 | 31,310 | SH | DFND | 1 | 31,310 | 0 | 0 | |
| Heidrick & Struggles Intl Inc. | COM | 422819102 | 14,405 | 480,646 | SH | DFND | 1 | 328,296 | 0 | 152,350 | |
| Helen of Troy Corp. Ltd. | COM | G4388N106 | 15,862 | 121,463 | SH | DFND | 1 | 80,024 | 0 | 41,439 | |
| Helix Energy Solutions Group I | COM | 42330P107 | 197 | 22,885 | SH | DFND | 1 | 22,885 | 0 | 0 | |
| Helmerich & Payne Inc. | COM | 423452101 | 12,560 | 248,128 | SH | DFND | 1 | 158,816 | 0 | 89,312 | |
| Herman Miller Inc. | COM | 600544100 | 1,633 | 36,534 | SH | DFND | 1 | 36,534 | 0 | 0 | |
| Hersha Hospitality Trust (REIT | PR SHS BEN INT | 427825500 | 877 | 53,030 | SH | DFND | 1 | 53,030 | 0 | 0 | |
| Hibbett Sports Inc. | COM | 428567101 | 557 | 30,580 | SH | DFND | 1 | 30,580 | 0 | 0 | |
| Hill-Rom Holdings Inc. | COM | 431475102 | 936 | 8,950 | SH | DFND | 1 | 8,950 | 0 | 0 | |
| HMS Holdings Corp. | COM | 40425J101 | 960 | 29,640 | SH | DFND | 1 | 29,640 | 0 | 0 | |
| HNI Corp. | COM | 404251100 | 1,115 | 31,525 | SH | DFND | 1 | 28,575 | 0 | 2,950 | |
| HollySys Automation Technologi | SHS | G45667105 | 931 | 49,010 | SH | DFND | 1 | 49,010 | 0 | 0 | |
| Home Bancshares Inc. | COM | 436893200 | 961 | 49,890 | SH | DFND | 1 | 49,890 | 0 | 0 | |
| Hope Bancorp Inc. | COM | 43940T109 | 10,527 | 763,909 | SH | DFND | 1 | 537,505 | 0 | 226,404 | |
| Horizon Therapeutics plc | SHS | G46188101 | 851 | 35,355 | SH | DFND | 1 | 35,355 | 0 | 0 | |
| Hospitality Properties Trust ( | COM SH BEN INT | 44106M102 | 871 | 34,830 | SH | DFND | 1 | 34,830 | 0 | 0 | |
| Host Hotels & Resorts Inc. (RE | COM | 44107P104 | 2,747 | 150,765 | SH | DFND | 1 | 81,719 | 0 | 69,046 | |
| Hub Group Inc. | CL A | 443320106 | 944 | 22,490 | SH | DFND | 1 | 22,490 | 0 | 0 | |
| HudBay Minerals Inc. | COM | 443628102 | 129 | 23,785 | SH | DFND | 1 | 23,785 | 0 | 0 | |
| Humana Inc. | COM | 444859102 | 750 | 2,826 | SH | DFND | 1 | 266 | 0 | 2,560 | |
| Huntsman Corp. | COM | 447011107 | 13,215 | 646,545 | SH | DFND | 1 | 416,196 | 0 | 230,349 | |
| IAC InterActiveCorp. | SH BEN INT | 44919P508 | 15,054 | 69,205 | SH | DFND | 1 | 41,588 | 0 | 27,617 | |
| Iberiabank Corp. | COM | 450828108 | 1,260 | 16,610 | SH | DFND | 1 | 16,610 | 0 | 0 | |
| ICF International Inc. | COM | 44925C103 | 24,039 | 330,208 | SH | DFND | 1 | 215,952 | 0 | 114,256 | |
| Ichor Holdings Ltd. | SHS | G4740B105 | 20 | 830 | SH | DFND | 1 | 830 | 0 | 0 | |
| ICON PLC | SHS | G4705A100 | 1,000 | 6,492 | SH | DFND | 1 | 6,492 | 0 | 0 | |
| IdaCorp Inc. | COM | 451107106 | 886 | 8,825 | SH | DFND | 1 | 8,825 | 0 | 0 | |
| II-VI Inc. | COM | 902104108 | 1,503 | 41,113 | SH | DFND | 1 | 41,100 | 0 | 13 | |
| Independence Contract Drilling | COM | 453415309 | 22 | 14,125 | SH | DFND | 1 | 14,125 | 0 | 0 | |
| Independent Bank Corporation | COM NEW | 453838609 | 675 | 30,975 | SH | DFND | 1 | 30,975 | 0 | 0 | |
| Industrial Logistics Propertie | COM SHS BEN INT | 456237106 | 961 | 46,145 | SH | DFND | 1 | 46,145 | 0 | 0 | |
| Ingersoll-Rand Co. Ltd. PLC SH | SHS | G47791101 | 999 | 7,890 | SH | DFND | 1 | 7,888 | 0 | 2 | |
| Innoviva Inc. | COM | 45781M101 | 908 | 62,375 | SH | DFND | 1 | 62,375 | 0 | 0 | |
| Insight Enterprises Inc. | COM | 45765U103 | 1,003 | 17,235 | SH | DFND | 1 | 17,235 | 0 | 0 | |
| Insteel Industries Inc. | COM | 45774W108 | 3,736 | 179,450 | SH | DFND | 1 | 121,017 | 0 | 58,433 | |
| Integer Holdngs Corp. | COM | 45826H109 | 983 | 11,715 | SH | DFND | 1 | 11,715 | 0 | 0 | |
| Intel Corp. | COM | 458140100 | 378 | 7,900 | SH | DFND | 1 | 7,900 | 0 | 0 | |
| International Paper Co. | CL A | 460146103 | 308 | 7,100 | SH | DFND | 1 | 7,100 | 0 | 0 | |
| Intrepid Potash Inc. | COM | 46121Y102 | 94 | 27,890 | SH | DFND | 1 | 27,890 | 0 | 0 | |
| Investors Bancorp Inc. | COM | 46146L101 | 134 | 12,025 | SH | DFND | 1 | 12,025 | 0 | 0 | |
| IQVIA Holdings Inc. | COM | 46266C105 | 1,185 | 7,365 | SH | DFND | 1 | 7,361 | 0 | 4 | |
| ISHARES RUSSELL 2000 VALUE ETF | RUS 2000 VAL ETF | 464287630 | 729 | 6,053 | SH | DFND | 1 | 5,968 | 0 | 85 | |
| ISHARES RUSSELL MIDCAP V ETF | RUS MDCP VAL ETF | 464287473 | 4 | 45 | SH | DFND | 1 | 45 | 0 | 0 | |
| Janus Henderson Group PLC | ORD SHS | G4474Y214 | 933 | 43,600 | SH | DFND | 1 | 43,600 | 0 | 0 | |
| Jazz Pharmaceuticals PLC | SHS USD | G50871105 | 15,038 | 105,484 | SH | DFND | 1 | 66,430 | 0 | 39,054 | |
| John Wiley & Sons CL A | CL A | 968223206 | 933 | 20,335 | SH | DFND | 1 | 20,335 | 0 | 0 | |
| Johnson & Johnson | COM | 478160104 | 710 | 5,100 | SH | DFND | 1 | 5,100 | 0 | 0 | |
| Johnson Outdoors Inc. | CL A | 479167108 | 75 | 1,005 | SH | DFND | 1 | 1,005 | 0 | 0 | |
| JPMorgan Chase & Co. | COM | 46625H100 | 3,362 | 30,074 | SH | DFND | 1 | 12,270 | 0 | 17,804 | |
| K12 Inc. | COM | 48273U102 | 6,542 | 215,128 | SH | DFND | 1 | 152,728 | 0 | 62,400 | |
| Kaiser Aluminum Corporation | COM PAR $0.01 | 483007704 | 14,164 | 145,111 | SH | DFND | 1 | 95,448 | 0 | 49,663 | |
| KBR Inc. | COM | 48242W106 | 24,234 | 971,678 | SH | DFND | 1 | 657,073 | 0 | 314,605 | |
| Kemet Corp. | COM NEW | 488360207 | 899 | 47,813 | SH | DFND | 1 | 47,802 | 0 | 11 | |
| Kennametal Inc. | COM | 489170100 | 405 | 10,948 | SH | DFND | 1 | 10,948 | 0 | 0 | |
| KeyCorp | COM | 493267108 | 1,910 | 107,582 | SH | DFND | 1 | 71,805 | 0 | 35,777 | |
| Keysight Technologies Inc. | COM | 49338L103 | 903 | 10,054 | SH | DFND | 1 | 924 | 0 | 9,130 | |
| Kinder Morgan Inc Del | COM | 49456B101 | 1,422 | 68,126 | SH | DFND | 1 | 68,090 | 0 | 36 | |
| Kite Realty Group Trust (REIT) | COM NEW | 49803T300 | 863 | 57,045 | SH | DFND | 1 | 57,045 | 0 | 0 | |
| KLA-Tencor Corp. | COM | 482480100 | 14,560 | 123,177 | SH | DFND | 1 | 82,202 | 0 | 40,975 | |
| Knight-Swift Transportation Ho | CL A | 499049104 | 825 | 25,121 | SH | DFND | 1 | 25,107 | 0 | 14 | |
| Knoll Inc. | COM NEW | 498904200 | 11,266 | 490,242 | SH | DFND | 1 | 319,349 | 0 | 170,893 | |
| Kohl's Corp. | COM | 500255104 | 2,168 | 45,585 | SH | DFND | 1 | 6,740 | 0 | 38,845 | |
| Kraton Corporation | COM | 50077C106 | 996 | 32,065 | SH | DFND | 1 | 32,065 | 0 | 0 | |
| Kulicke & Soffa Industries | COM | 501242101 | 1,162 | 51,520 | SH | DFND | 1 | 51,520 | 0 | 0 | |
| KVH Industries Inc. | COM | 482738101 | 19,163 | 1,762,943 | SH | DFND | 1 | 1,193,422 | 0 | 569,521 | |
| L.B. Foster Co. | COM | 350060109 | 211 | 7,725 | SH | DFND | 1 | 7,725 | 0 | 0 | |
| L3 Technologies Inc. | COM | 502413107 | 4,711 | 19,216 | SH | DFND | 1 | 11,607 | 0 | 7,609 | |
| La-Z-Boy Inc. | COM | 505336107 | 13,764 | 448,938 | SH | DFND | 1 | 292,426 | 0 | 156,512 | |
| Laboratory Corporation of Amer | COM NEW | 50540R409 | 916 | 5,300 | SH | DFND | 1 | 2,500 | 0 | 2,800 | |
| Lakeland Bancorp Inc. | COM | 511637100 | 19,360 | 1,198,781 | SH | DFND | 1 | 798,317 | 0 | 400,464 | |
| Lakeland Financial Corp. | COM | 511656100 | 831 | 17,755 | SH | DFND | 1 | 17,755 | 0 | 0 | |
| LAM Research Corp. | COM | 512807108 | 2,377 | 12,655 | SH | DFND | 1 | 3,360 | 0 | 9,295 | |
| Landstar System | COM | 515098101 | 917 | 8,495 | SH | DFND | 1 | 8,495 | 0 | 0 | |
| Laredo Petroleum Inc. | COM | 516806106 | 773 | 266,610 | SH | DFND | 1 | 266,610 | 0 | 0 | |
| Lattice Semiconductor Corporat | COM | 518415104 | 178 | 12,205 | SH | DFND | 1 | 12,205 | 0 | 0 | |
| Lear Corp. | COM NEW | 521865204 | 494 | 3,550 | SH | DFND | 1 | 1,700 | 0 | 1,850 | |
| Legg Mason Inc. | COM | 524901105 | 18,083 | 472,375 | SH | DFND | 1 | 315,307 | 0 | 157,068 | |
| Leidos Holdings Inc. | COM | 525327102 | 18,756 | 234,893 | SH | DFND | 1 | 152,264 | 0 | 82,629 | |
| Lexington Realty Trust (REIT) | COM | 529043101 | 19,782 | 2,102,205 | SH | DFND | 1 | 1,416,631 | 0 | 685,574 | |
| Liberty Formula One Series C | COM SER C FRMLA | 531229854 | 686 | 18,337 | SH | DFND | 1 | 18,328 | 0 | 9 | |
| Liberty Property Trust (REIT) | COM | 531172104 | 2,306 | 46,083 | SH | DFND | 1 | 38,916 | 0 | 7,167 | |
| Ligand Pharmaceuticals Inc. | COM NEW | 53220K504 | 959 | 8,400 | SH | DFND | 1 | 8,400 | 0 | 0 | |
| Lincoln National Corp. | COM | 534187109 | 5,051 | 78,364 | SH | DFND | 1 | 41,604 | 0 | 36,760 | |
| Lions Gate Entertainment CL B | CL B NON VTG | 535919500 | 9,069 | 781,101 | SH | DFND | 1 | 504,299 | 0 | 276,802 | |
| Logmein Inc. | COM | 54142L109 | 9,441 | 128,129 | SH | DFND | 1 | 84,564 | 0 | 43,565 | |
| Louisiana-Pacific Corp. | COM | 546347105 | 182 | 6,950 | SH | DFND | 1 | 6,950 | 0 | 0 | |
| Lowe's Companies Inc. | COM | 548661107 | 999 | 9,900 | SH | DFND | 1 | 9,900 | 0 | 0 | |
| LSI Industries Inc. | COM | 50216C108 | 2,898 | 794,020 | SH | DFND | 1 | 536,392 | 0 | 257,628 | |
| Lumentum Holdings Inc. | COM | 55024U109 | 158 | 2,955 | SH | DFND | 1 | 2,955 | 0 | 0 | |
| Magellan Health Inc. | COM | 559079207 | 1,052 | 14,170 | SH | DFND | 1 | 14,170 | 0 | 0 | |
| Magnolia Oil & Gas Corporation | CL A | 559663109 | 12,555 | 1,084,172 | SH | DFND | 1 | 706,416 | 0 | 377,756 | |
| Mallinckrodt PLC | SHS | G5785G107 | 873 | 95,110 | SH | DFND | 1 | 95,110 | 0 | 0 | |
| Mammoth Energy Services Inc. | COM | 56155L108 | 727 | 105,655 | SH | DFND | 1 | 105,655 | 0 | 0 | |
| ManpowerGroup Inc. | COM | 56418H100 | 941 | 9,745 | SH | DFND | 1 | 9,745 | 0 | 0 | |
| Marathon Oil Corp. | COM | 565849106 | 2,505 | 176,250 | SH | DFND | 1 | 90,135 | 0 | 86,115 | |
| Marten Transport Ltd. | COM | 573075108 | 801 | 44,105 | SH | DFND | 1 | 44,105 | 0 | 0 | |
| Masimo Corporation | COM | 574795100 | 956 | 6,425 | SH | DFND | 1 | 6,425 | 0 | 0 | |
| Masonite International Corpora | COM | 575385109 | 6,239 | 118,425 | SH | DFND | 1 | 75,425 | 0 | 43,000 | |
| MasterCraft Boat Holdings Inc. | COM | 57637H103 | 11,247 | 574,145 | SH | DFND | 1 | 378,619 | 0 | 195,526 | |
| Matrix Service Co. | COM | 576853105 | 684 | 33,740 | SH | DFND | 1 | 33,740 | 0 | 0 | |
| Matthews International CP | CL A | 577128101 | 862 | 24,730 | SH | DFND | 1 | 24,730 | 0 | 0 | |
| Maximus Inc. | COM | 577933104 | 910 | 12,550 | SH | DFND | 1 | 12,550 | 0 | 0 | |
| MDU Resources Group Inc. | COM | 552690109 | 896 | 34,711 | SH | DFND | 1 | 34,711 | 0 | 0 | |
| Medical Properties Trust Inc. | COM | 58463J304 | 1,221 | 70,010 | SH | DFND | 1 | 70,010 | 0 | 0 | |
| Medifast Inc | COM | 58470H101 | 94 | 735 | SH | DFND | 1 | 735 | 0 | 0 | |
| MEDNAX Inc. | COM | 58502B106 | 750 | 29,715 | SH | DFND | 1 | 29,715 | 0 | 0 | |
| Medpace Holdings Inc. | COM | 58506Q109 | 1,033 | 15,790 | SH | DFND | 1 | 15,790 | 0 | 0 | |
| Mercer International Inc. | COM | 588056101 | 5,274 | 340,900 | SH | DFND | 1 | 219,700 | 0 | 121,200 | |
| Merck & Co. Inc. | COM | 58933Y105 | 3,192 | 38,070 | SH | DFND | 1 | 10,215 | 0 | 27,855 | |
| Mercury General Corp. | COM | 589400100 | 948 | 15,165 | SH | DFND | 1 | 15,165 | 0 | 0 | |
| Meredith Corp. | COM | 589433101 | 975 | 17,700 | SH | DFND | 1 | 17,700 | 0 | 0 | |
| Meridian Bioscience Inc. | COM | 589584101 | 14,175 | 1,193,188 | SH | DFND | 1 | 800,561 | 0 | 392,627 | |
| Meritor Inc. | COM | 59001K100 | 1,751 | 72,186 | SH | DFND | 1 | 72,186 | 0 | 0 | |
| Methanex Corp. | COM | 59151K108 | 9,912 | 218,039 | SH | DFND | 1 | 143,033 | 0 | 75,006 | |
| Methode Electronics Inc. | COM | 591520200 | 15,868 | 555,404 | SH | DFND | 1 | 367,426 | 0 | 187,978 | |
| MetLife Inc. | COM | 59156R108 | 3,010 | 60,607 | SH | DFND | 1 | 5,772 | 0 | 54,835 | |
| MGIC Investment Corp. | COM | 552848103 | 859 | 65,400 | SH | DFND | 1 | 65,400 | 0 | 0 | |
| Microsoft Corporation | COM | 594918104 | 3,939 | 29,404 | SH | DFND | 1 | 6,319 | 0 | 23,085 | |
| Miller Industries Inc. | COM NEW | 600551204 | 995 | 32,370 | SH | DFND | 1 | 18,070 | 0 | 14,300 | |
| MKS Instruments Inc. | COM | 55306N104 | 17,374 | 223,055 | SH | DFND | 1 | 147,519 | 0 | 75,536 | |
| Mohawk Industries Inc. | COM | 608190104 | 310 | 2,100 | SH | DFND | 1 | 2,100 | 0 | 0 | |
| Molina Healthcare Inc. | COM | 60855R100 | 850 | 5,938 | SH | DFND | 1 | 5,938 | 0 | 0 | |
| Moog Inc. | CL A | 615394202 | 153 | 1,630 | SH | DFND | 1 | 1,630 | 0 | 0 | |
| Morgan Stanley | COM NEW | 617446448 | 2,954 | 67,436 | SH | DFND | 1 | 18,531 | 0 | 48,905 | |
| Motorola Solutions Inc. | COM NEW | 620076307 | 1,322 | 7,927 | SH | DFND | 1 | 7,922 | 0 | 5 | |
| Movado Group Inc. | COM | 624580106 | 126 | 4,680 | SH | DFND | 1 | 4,680 | 0 | 0 | |
| MSG Networks Inc. class A | CL A | 553573106 | 25,179 | 1,214,030 | SH | DFND | 1 | 806,507 | 0 | 407,523 | |
| Mueller Industries Inc. | COM | 624756102 | 9,498 | 324,494 | SH | DFND | 1 | 219,075 | 0 | 105,419 | |
| Myers Industries Inc. | COM | 628464109 | 628 | 32,570 | SH | DFND | 1 | 32,570 | 0 | 0 | |
| Myriad Genetics Inc. | COM | 62855J104 | 1,066 | 38,385 | SH | DFND | 1 | 38,385 | 0 | 0 | |
| Nabors Industries Ltd. | SHS | G6359F103 | 716 | 246,805 | SH | DFND | 1 | 246,805 | 0 | 0 | |
| National Cinemedia Inc | COM | 635309107 | 821 | 125,080 | SH | DFND | 1 | 125,080 | 0 | 0 | |
| National Fuel Gas Co. | COM | 636180101 | 902 | 17,105 | SH | DFND | 1 | 17,105 | 0 | 0 | |
| National Healthcare Corp. | COM | 635906100 | 807 | 9,940 | SH | DFND | 1 | 9,940 | 0 | 0 | |
| National Retail Properties Inc | COM | 637417106 | 392 | 7,400 | SH | DFND | 1 | 3,550 | 0 | 3,850 | |
| Natural Grocers by Vitamin Cot | COM | 63888U108 | 451 | 44,890 | SH | DFND | 1 | 44,890 | 0 | 0 | |
| Natus Medical Inc. | COM | 639050103 | 932 | 36,284 | SH | DFND | 1 | 36,284 | 0 | 0 | |
| Navient Corporation | COM | 63938C108 | 965 | 70,680 | SH | DFND | 1 | 70,680 | 0 | 0 | |
| NCR Corporation | COM | 62886E108 | 857 | 27,560 | SH | DFND | 1 | 27,560 | 0 | 0 | |
| Netgear Inc. | COM | 64111Q104 | 5,379 | 212,694 | SH | DFND | 1 | 141,113 | 0 | 71,581 | |
| NetScout Systems Inc. | COM | 64115T104 | 872 | 34,330 | SH | DFND | 1 | 34,330 | 0 | 0 | |
| Newmark Group Inc. Class A | CL A | 65158N102 | 14,077 | 1,567,624 | SH | DFND | 1 | 1,014,836 | 0 | 552,788 | |
| News Corp CL A (Limited Votin | CL A | 65249B109 | 1,036 | 76,805 | SH | DFND | 1 | 76,805 | 0 | 0 | |
| NextGen Healthcare Inc. | COM | 65343C102 | 950 | 47,755 | SH | DFND | 1 | 47,755 | 0 | 0 | |
| NIC Inc. | COM | 62914B100 | 917 | 57,170 | SH | DFND | 1 | 57,170 | 0 | 0 | |
| Nicolet Bankshares Inc. | COM | 65406E102 | 217 | 3,490 | SH | DFND | 1 | 3,490 | 0 | 0 | |
| NMI Holdings Inc. | CL A | 629209305 | 566 | 19,925 | SH | DFND | 1 | 19,925 | 0 | 0 | |
| Noble Energy Inc. | COM | 655044105 | 1,348 | 60,189 | SH | DFND | 1 | 5,704 | 0 | 54,485 | |
| Nomad Foods Limited | USD ORD SHS | G6564A105 | 2,428 | 113,653 | SH | DFND | 1 | 113,617 | 0 | 36 | |
| Norfolk Southern Corp. | COM | 655844108 | 1,411 | 7,077 | SH | DFND | 1 | 667 | 0 | 6,410 | |
| NorthWestern Corp. | COM NEW | 668074305 | 31,791 | 440,626 | SH | DFND | 1 | 290,900 | 0 | 149,726 | |
| NRG Energy Inc. | COM | 629377508 | 1,844 | 52,504 | SH | DFND | 1 | 37,076 | 0 | 15,428 | |
| Nu Skin Enterprises Inc. CL A | CL A | 67018T105 | 841 | 17,050 | SH | DFND | 1 | 17,050 | 0 | 0 | |
| Nuance Communications Inc. | COM | 67020Y100 | 868 | 54,380 | SH | DFND | 1 | 54,380 | 0 | 0 | |
| NXP Semiconductors N.V. | COM | N6596X109 | 1,864 | 19,098 | SH | DFND | 1 | 1,803 | 0 | 17,295 | |
| Oaktree Specialty Lending Corp | COM | 67401P108 | 594 | 109,650 | SH | DFND | 1 | 109,650 | 0 | 0 | |
| Ocwen Financial Corp. | COM NEW | 675746309 | 438 | 211,540 | SH | DFND | 1 | 211,540 | 0 | 0 | |
| Office Depot Inc. | COM | 676220106 | 547 | 265,485 | SH | DFND | 1 | 265,485 | 0 | 0 | |
| Office Properties Income Trust | COM SHS BEN INT | 67623C109 | 962 | 36,607 | SH | DFND | 1 | 36,607 | 0 | 0 | |
| Old Republic Intl Corp. | COM | 680223104 | 1,380 | 61,681 | SH | DFND | 1 | 61,658 | 0 | 23 | |
| Olin Corp. | COM PAR $1 | 680665205 | 858 | 39,140 | SH | DFND | 1 | 39,140 | 0 | 0 | |
| Omnicell Inc. | COM | 68213N109 | 8,635 | 100,370 | SH | DFND | 1 | 66,613 | 0 | 33,757 | |
| OneMain Holdings Inc. | COM | 68268W103 | 1,138 | 33,670 | SH | DFND | 1 | 33,670 | 0 | 0 | |
| OraSure Technologies Inc. | COM | 68554V108 | 12,536 | 1,350,836 | SH | DFND | 1 | 904,183 | 0 | 446,653 | |
| Oritani Financial Corp. | COM | 68633D103 | 3,830 | 215,902 | SH | DFND | 1 | 152,288 | 0 | 63,614 | |
| Orthofix Medical Inc. | COM | 68752M108 | 854 | 16,150 | SH | DFND | 1 | 16,150 | 0 | 0 | |
| Oshkosh Corp. | COM | 688239201 | 15,608 | 186,940 | SH | DFND | 1 | 111,068 | 0 | 75,872 | |
| OSI Systems Inc. | COM | 671044105 | 904 | 8,030 | SH | DFND | 1 | 8,030 | 0 | 0 | |
| OUTFRONT Media Inc. (REIT) | COM | 69007J106 | 13,222 | 512,685 | SH | DFND | 1 | 322,210 | 0 | 190,475 | |
| Owens & Minor Inc. | COM | 690732102 | 925 | 289,205 | SH | DFND | 1 | 289,205 | 0 | 0 | |
| Pacific City Financial Corpora | COM NEW | 69406T408 | 271 | 15,905 | SH | DFND | 1 | 15,905 | 0 | 0 | |
| Patterson Companies Inc. | COM | 703395103 | 954 | 41,640 | SH | DFND | 1 | 41,640 | 0 | 0 | |
| PC Connection Inc. | COM | 69318J100 | 714 | 20,420 | SH | DFND | 1 | 20,420 | 0 | 0 | |
| PDL BioPharma Inc. | COM | 69329Y104 | 859 | 273,425 | SH | DFND | 1 | 273,425 | 0 | 0 | |
| Peabody Energy Corporation | COM | 704551100 | 769 | 31,925 | SH | DFND | 1 | 31,925 | 0 | 0 | |
| Peapack-Gladstone Financial Co | COM | 704699107 | 701 | 24,915 | SH | DFND | 1 | 24,915 | 0 | 0 | |
| Penn National Gaming Inc | COM | 707569109 | 159 | 8,235 | SH | DFND | 1 | 8,235 | 0 | 0 | |
| Perficient Inc. | COM | 71375U101 | 1,476 | 43,001 | SH | DFND | 1 | 43,001 | 0 | 0 | |
| PerkinElmer Inc. | COM | 714046109 | 16 | 165 | SH | DFND | 1 | 165 | 0 | 0 | |
| Perrigo Co. PLC | SHS | G97822103 | 552 | 11,600 | SH | DFND | 1 | 6,150 | 0 | 5,450 | |
| Perspecta Inc. | COM | 715347100 | 1,009 | 43,094 | SH | DFND | 1 | 43,075 | 0 | 19 | |
| PGT Innovations Inc. | COM | 69336V101 | 11,900 | 711,732 | SH | DFND | 1 | 468,552 | 0 | 243,180 | |
| PH Glatfelter Co. | COM | 377316104 | 9,343 | 553,495 | SH | DFND | 1 | 346,999 | 0 | 206,496 | |
| Physicians Realty Trust (REIT) | COM | 71943U104 | 18,379 | 1,053,848 | SH | DFND | 1 | 694,831 | 0 | 359,017 | |
| Piedmont Office Realty Trust I | COM CL A | 720190206 | 9,089 | 456,024 | SH | DFND | 1 | 337,222 | 0 | 118,802 | |
| Piper Jaffray Co. | COM | 724078100 | 15,708 | 211,502 | SH | DFND | 1 | 137,853 | 0 | 73,649 | |
| Pitney Bowes Inc. | COM | 724479100 | 784 | 183,245 | SH | DFND | 1 | 183,245 | 0 | 0 | |
| PNC Financial Services Group I | COM | 693475105 | 631 | 4,600 | SH | DFND | 1 | 4,600 | 0 | 0 | |
| Points International Ltd. | COM NEW | 730843208 | 284 | 23,030 | SH | DFND | 1 | 23,030 | 0 | 0 | |
| Portland General Electric | COM NEW | 736508847 | 922 | 17,020 | SH | DFND | 1 | 17,020 | 0 | 0 | |
| Post Holdings Inc. | COM | 737446104 | 12 | 118 | SH | DFND | 1 | 118 | 0 | 0 | |
| Precision Drilling Corporation | COM | 74022D308 | 892 | 471,782 | SH | DFND | 1 | 471,782 | 0 | 0 | |
| Preferred Bank | COM NEW | 740367404 | 804 | 17,025 | SH | DFND | 1 | 17,025 | 0 | 0 | |
| Premier Inc. | CL A | 74051N102 | 948 | 24,230 | SH | DFND | 1 | 24,230 | 0 | 0 | |
| Prestige Consumer Healthcare I | COM | 74112D101 | 939 | 29,645 | SH | DFND | 1 | 29,645 | 0 | 0 | |
| Procter & Gamble Co. | COM | 742718109 | 3,855 | 35,157 | SH | DFND | 1 | 7,692 | 0 | 27,465 | |
| Providence Service Corp. | COM | 743815102 | 709 | 12,360 | SH | DFND | 1 | 12,360 | 0 | 0 | |
| Provident Financial Services I | COM | 74386T105 | 14,224 | 586,550 | SH | DFND | 1 | 385,340 | 0 | 201,210 | |
| Prudential Financial Inc. | COM | 744320102 | 333 | 3,300 | SH | DFND | 1 | 3,300 | 0 | 0 | |
| Public Service Enterprise Grou | COM | 744573106 | 1,222 | 20,768 | SH | DFND | 1 | 20,757 | 0 | 11 | |
| PVH Corporation | COM | 693656100 | 815 | 8,609 | SH | DFND | 1 | 1,854 | 0 | 6,755 | |
| Qiagen N.V. | SHS NEW | N72482123 | 1,432 | 35,315 | SH | DFND | 1 | 35,298 | 0 | 17 | |
| Qorvo Inc. | COM | 74736K101 | 13,726 | 206,071 | SH | DFND | 1 | 136,195 | 0 | 69,876 | |
| Quad/Graphics Inc. | COM NEW | 747301109 | 701 | 88,582 | SH | DFND | 1 | 88,582 | 0 | 0 | |
| Qualcomm Inc. | COM | 747525103 | 1,173 | 15,422 | SH | DFND | 1 | 1,457 | 0 | 13,965 | |
| Quanex Building Products Corpo | COM | 747619104 | 746 | 39,485 | SH | DFND | 1 | 39,485 | 0 | 0 | |
| R.R. Donnelley & Sons Company | COM | 257867200 | 764 | 387,986 | SH | DFND | 1 | 387,986 | 0 | 0 | |
| Radian Group Inc. | COM | 750236101 | 891 | 39,015 | SH | DFND | 1 | 39,015 | 0 | 0 | |
| Radiant Logistics Inc. | COM | 75025X100 | 616 | 100,335 | SH | DFND | 1 | 100,335 | 0 | 0 | |
| Ralph Lauren Corp. | CL A | 751212101 | 5,346 | 47,066 | SH | DFND | 1 | 25,981 | 0 | 21,085 | |
| Range Resources Corp | COM | 75281A109 | 921 | 131,880 | SH | DFND | 1 | 131,880 | 0 | 0 | |
| Raymond James Financial Inc. | COM | 754730109 | 507 | 6,000 | SH | DFND | 1 | 2,850 | 0 | 3,150 | |
| RBB Bancorp | COM | 74930B105 | 350 | 18,115 | SH | DFND | 1 | 18,115 | 0 | 0 | |
| Realogy Holdings Corp. | COM | 75605Y106 | 835 | 115,325 | SH | DFND | 1 | 115,325 | 0 | 0 | |
| Red Robin Gourmet Burgers Inc. | COM | 75689M101 | 928 | 30,345 | SH | DFND | 1 | 30,345 | 0 | 0 | |
| Regal Beloit Corp. | COM | 758750103 | 22,334 | 273,335 | SH | DFND | 1 | 183,396 | 0 | 89,939 | |
| Regions Financial Corp. | COM | 7591EP100 | 1,269 | 84,933 | SH | DFND | 1 | 8,058 | 0 | 76,875 | |
| Renewable Energy Group Inc. | COM NEW | 75972A301 | 844 | 53,215 | SH | DFND | 1 | 53,215 | 0 | 0 | |
| Rent-A-Center Inc. | COM | 76009N100 | 575 | 21,600 | SH | DFND | 1 | 21,600 | 0 | 0 | |
| Resolute Forest Products Inc. | COM | 76117W109 | 951 | 132,150 | SH | DFND | 1 | 132,150 | 0 | 0 | |
| Resources Connection Inc. | COM | 76122Q105 | 531 | 33,145 | SH | DFND | 1 | 33,145 | 0 | 0 | |
| Retail Properties of America I | CL A | 76131V202 | 892 | 75,810 | SH | DFND | 1 | 75,810 | 0 | 0 | |
| REX American Resources Corp. | COM | 761624105 | 13,533 | 185,644 | SH | DFND | 1 | 120,633 | 0 | 65,011 | |
| Rexnord Corp. | COM | 76169B102 | 963 | 31,865 | SH | DFND | 1 | 31,865 | 0 | 0 | |
| RH | COM | 74967X103 | 258 | 2,235 | SH | DFND | 1 | 2,235 | 0 | 0 | |
| RLJ Lodging Trust (REIT) | COM | 74965L101 | 900 | 50,705 | SH | DFND | 1 | 50,705 | 0 | 0 | |
| Royal Caribbean Cruises Ltd. | COM | V7780T103 | 1,471 | 12,138 | SH | DFND | 1 | 12,131 | 0 | 7 | |
| Royal Dutch Shell PLC ADS CL B | SPON ADR B | 780259107 | 2,577 | 39,200 | SH | DFND | 1 | 39,200 | 0 | 0 | |
| Rudolph Techonologies Inc. | COM | 781270103 | 320 | 11,577 | SH | DFND | 1 | 11,577 | 0 | 0 | |
| Rush Enterprises Inc Cl A | CL A | 781846209 | 306 | 8,366 | SH | DFND | 1 | 8,366 | 0 | 0 | |
| Ryman Hospitality Pptys Inc (R | COM | 78377T107 | 32 | 395 | SH | DFND | 1 | 395 | 0 | 0 | |
| Sabra Health Care REIT Inc. | COM | 78573L106 | 13,940 | 707,979 | SH | DFND | 1 | 471,922 | 0 | 236,057 | |
| Sally Beauty Holdings Inc. | COM | 79546E104 | 499 | 37,400 | SH | DFND | 1 | 37,400 | 0 | 0 | |
| SandRidge Energy Inc. | COM NEW | 80007P869 | 44 | 6,310 | SH | DFND | 1 | 6,310 | 0 | 0 | |
| Sandy Spring Bancorp Inc. | COM | 800363103 | 23,139 | 663,380 | SH | DFND | 1 | 448,981 | 0 | 214,399 | |
| Sanmina Corporation | COM | 801056102 | 909 | 30,010 | SH | DFND | 1 | 30,010 | 0 | 0 | |
| ScanSource Inc. | COM | 806037107 | 920 | 28,265 | SH | DFND | 1 | 28,265 | 0 | 0 | |
| Schlumberger Limited | COM | 806857108 | 330 | 8,300 | SH | DFND | 1 | 8,300 | 0 | 0 | |
| Schnitzer Steel Industries Inc | COM | 806882106 | 6,761 | 258,366 | SH | DFND | 1 | 187,215 | 0 | 71,151 | |
| Schweitzer-Mauduit Internation | COM | 808541106 | 883 | 26,620 | SH | DFND | 1 | 26,620 | 0 | 0 | |
| Select Medical Holdings Corp. | COM | 81619Q105 | 954 | 60,095 | SH | DFND | 1 | 60,095 | 0 | 0 | |
| Selective Insurance Group Inc. | COM | 816300107 | 31,198 | 416,584 | SH | DFND | 1 | 273,564 | 0 | 143,020 | |
| Senior Housing Properties Trus | SH BEN INT | 81721M109 | 936 | 113,125 | SH | DFND | 1 | 113,125 | 0 | 0 | |
| Shoe Carnival Inc. | COM | 824889109 | 579 | 20,983 | SH | DFND | 1 | 20,983 | 0 | 0 | |
| Signet Jewelers Limited | SHS | G81276100 | 487 | 27,250 | SH | DFND | 1 | 27,250 | 0 | 0 | |
| Silicon Motion Technology Corp | SPONSORED ADR | 82706C108 | 15,987 | 360,230 | SH | DFND | 1 | 238,155 | 0 | 122,075 | |
| SITE Centers Corp. | COM | 82981J109 | 952 | 71,935 | SH | DFND | 1 | 71,935 | 0 | 0 | |
| SLM Corp. | COM | 78442P106 | 189 | 19,465 | SH | DFND | 1 | 19,465 | 0 | 0 | |
| SM Energy Company | COM | 78454L100 | 785 | 62,660 | SH | DFND | 1 | 62,660 | 0 | 0 | |
| Smartsheet Inc. | COM CL A | 83200N103 | 118 | 2,445 | SH | DFND | 1 | 2,445 | 0 | 0 | |
| Sonoco Products Co. | COM | 835495102 | 562 | 8,608 | SH | DFND | 1 | 8,603 | 0 | 5 | |
| SONY Corp. ADR | SPONSORED ADR | 835699307 | 1,100 | 21,000 | SH | DFND | 1 | 21,000 | 0 | 0 | |
| South Jersey Industries Inc. | COM | 838518108 | 232 | 6,890 | SH | DFND | 1 | 6,890 | 0 | 0 | |
| South State Corp. | COM | 840441109 | 68 | 925 | SH | DFND | 1 | 925 | 0 | 0 | |
| Southwestern Engergy Co. | COM | 845467109 | 668 | 211,525 | SH | DFND | 1 | 211,525 | 0 | 0 | |
| SpartanNash Company | COM | 847215100 | 911 | 78,070 | SH | DFND | 1 | 78,070 | 0 | 0 | |
| Spectrum Brands Holdings Inc. | COM | 84790A105 | 12,720 | 236,558 | SH | DFND | 1 | 161,475 | 0 | 75,083 | |
| Sprouts Farmers Market Inc. | COM | 85208M102 | 783 | 41,445 | SH | DFND | 1 | 41,445 | 0 | 0 | |
| State Street Corp. | COM | 857477103 | 303 | 5,400 | SH | DFND | 1 | 5,400 | 0 | 0 | |
| Steelcase Inc. CL A | CL A | 858155203 | 917 | 53,630 | SH | DFND | 1 | 53,630 | 0 | 0 | |
| Sterling Bancorp | COM | 85917A100 | 20,935 | 983,792 | SH | DFND | 1 | 669,796 | 0 | 313,996 | |
| Sterling Construction Co. Inc. | COM | 859241101 | 837 | 62,370 | SH | DFND | 1 | 62,370 | 0 | 0 | |
| Steven Madden Ltd. | COM | 556269108 | 15,436 | 454,681 | SH | DFND | 1 | 304,436 | 0 | 150,245 | |
| Stifel Financial Corp. | CL A | 860630102 | 19,142 | 324,111 | SH | DFND | 1 | 223,888 | 0 | 100,223 | |
| Stoneridge Inc. | COM | 86183P102 | 14,699 | 465,907 | SH | DFND | 1 | 305,003 | 0 | 160,904 | |
| Stratasys Ltd. | SHS | M85548101 | 1,066 | 36,295 | SH | DFND | 1 | 36,295 | 0 | 0 | |
| Summit Hotel Properties Inc. ( | COM | 866082100 | 21,348 | 1,861,241 | SH | DFND | 1 | 1,249,928 | 0 | 611,313 | |
| Suncoke Energy Inc. | COM | 86722A103 | 991 | 111,645 | SH | DFND | 1 | 111,645 | 0 | 0 | |
| Sunstone Hotel Investors Inc. | COM | 867892101 | 900 | 65,630 | SH | DFND | 1 | 65,630 | 0 | 0 | |
| SunTrust Banks Inc. | COM | 867914103 | 372 | 5,915 | SH | DFND | 1 | 5,915 | 0 | 0 | |
| Supernus Pharmaceuticals In | COM | 868459108 | 969 | 29,285 | SH | DFND | 1 | 29,285 | 0 | 0 | |
| SVB Financial Group | COM | 78486Q101 | 2,169 | 9,659 | SH | DFND | 1 | 879 | 0 | 8,780 | |
| Sykes Enterprises Inc. | COM | 871237103 | 896 | 32,629 | SH | DFND | 1 | 32,629 | 0 | 0 | |
| Synaptics Inc. | COM | 87157D109 | 849 | 29,135 | SH | DFND | 1 | 29,135 | 0 | 0 | |
| Synopsys Inc. | COM | 871607107 | 2,717 | 21,113 | SH | DFND | 1 | 12,093 | 0 | 9,020 | |
| Synovus Financial Corporation | COM NEW | 87161C501 | 981 | 28,016 | SH | DFND | 1 | 28,016 | 0 | 0 | |
| Tailored Brands Inc. | COM | 87403A107 | 542 | 94,015 | SH | DFND | 1 | 94,015 | 0 | 0 | |
| Tapestry Inc. | COM | 876030107 | 432 | 13,600 | SH | DFND | 1 | 6,500 | 0 | 7,100 | |
| Taro Pharmaceutical Industries | SHS | M8737E108 | 738 | 8,635 | SH | DFND | 1 | 8,635 | 0 | 0 | |
| Tech Data Corp. | COM | 878237106 | 922 | 8,819 | SH | DFND | 1 | 8,819 | 0 | 0 | |
| TEGNA Inc. | COM | 87901J105 | 921 | 60,825 | SH | DFND | 1 | 60,825 | 0 | 0 | |
| Telephone and Data Systems Inc | COM NEW | 879433829 | 1,722 | 56,652 | SH | DFND | 1 | 56,643 | 0 | 9 | |
| Tenet Healthcare Corp. | COM NEW | 88033G407 | 884 | 42,780 | SH | DFND | 1 | 42,780 | 0 | 0 | |
| Tetra Tech Inc. | COM | 88162G103 | 21,818 | 277,762 | SH | DFND | 1 | 181,207 | 0 | 96,555 | |
| Texas Capital BancShares Inc. | COM | 88224Q107 | 926 | 15,095 | SH | DFND | 1 | 15,095 | 0 | 0 | |
| The AES Corporation | COM | 00130H105 | 2,134 | 127,303 | SH | DFND | 1 | 12,108 | 0 | 115,195 | |
| The Bank of Princeton | COM | 064520109 | 8,113 | 270,422 | SH | DFND | 1 | 183,223 | 0 | 87,199 | |
| The Hanover Insurance Group In | COM | 410867105 | 939 | 7,315 | SH | DFND | 1 | 7,315 | 0 | 0 | |
| The J. M. Smucker Company | COM NEW | 832696405 | 2,851 | 24,753 | SH | DFND | 1 | 13,002 | 0 | 11,751 | |
| The Meet Group Inc. | COM | 58513U101 | 899 | 258,300 | SH | DFND | 1 | 258,300 | 0 | 0 | |
| The Mosaic Company | COM | 61945C103 | 713 | 28,469 | SH | DFND | 1 | 28,457 | 0 | 12 | |
| Third Point Reinsurance Ltd. | COM | G8827U100 | 872 | 84,505 | SH | DFND | 1 | 84,505 | 0 | 0 | |
| Tillys Inc. | CL A | 886885102 | 463 | 60,705 | SH | DFND | 1 | 60,705 | 0 | 0 | |
| Timken Co. | COM | 887389104 | 1,510 | 29,413 | SH | DFND | 1 | 29,398 | 0 | 15 | |
| TimkenSteel Corporation | COM | 887399103 | 2,635 | 324,055 | SH | DFND | 1 | 208,805 | 0 | 115,250 | |
| Titan Machinery Inc. | COM | 88830R101 | 846 | 41,105 | SH | DFND | 1 | 41,105 | 0 | 0 | |
| Tivity Health Inc. | COM | 88870R102 | 715 | 43,485 | SH | DFND | 1 | 43,485 | 0 | 0 | |
| TiVo Corp. | COM | 88870P106 | 966 | 131,015 | SH | DFND | 1 | 131,015 | 0 | 0 | |
| Toyota Motor Corp. ADR | COM | 892331307 | 1,302 | 10,500 | SH | DFND | 1 | 10,500 | 0 | 0 | |
| TreeHouse Foods Inc. | COM | 89469A104 | 877 | 16,210 | SH | DFND | 1 | 16,210 | 0 | 0 | |
| Trimas Corporation | COM NEW | 896215209 | 943 | 30,450 | SH | DFND | 1 | 30,450 | 0 | 0 | |
| Trinseo SA | SHS | L9340P101 | 12,803 | 302,391 | SH | DFND | 1 | 204,170 | 0 | 98,221 | |
| Triton International Limited C | CL A | G9078F107 | 94 | 2,880 | SH | DFND | 1 | 2,880 | 0 | 0 | |
| TrueBlue Inc. | COM | 89785X101 | 873 | 39,570 | SH | DFND | 1 | 39,570 | 0 | 0 | |
| Trustco Bank Corp NY | COM | 898349105 | 8,270 | 1,044,177 | SH | DFND | 1 | 709,078 | 0 | 335,099 | |
| Turtle Beach Corp. | COM NEW | 900450206 | 4,830 | 417,800 | SH | DFND | 1 | 269,100 | 0 | 148,700 | |
| U.S. Concrete Inc. | COM NEW | 90333L201 | 14,456 | 290,915 | SH | DFND | 1 | 190,349 | 0 | 100,566 | |
| U.S. Physical Therapy Inc. | COM | 90337L108 | 966 | 7,880 | SH | DFND | 1 | 7,880 | 0 | 0 | |
| Umpqua Holdings Corp. | COM | 904214103 | 15,545 | 937,025 | SH | DFND | 1 | 612,255 | 0 | 324,770 | |
| Unit Corp. | COM | 909218109 | 692 | 77,871 | SH | DFND | 1 | 77,871 | 0 | 0 | |
| United Community Banks Inc. | COM | 90984P303 | 16,824 | 589,070 | SH | DFND | 1 | 405,232 | 0 | 183,838 | |
| United Community Financial Cor | COM | 909839102 | 465 | 48,620 | SH | DFND | 1 | 48,620 | 0 | 0 | |
| United Continental Holdings In | COM | 910047109 | 4,272 | 48,795 | SH | DFND | 1 | 23,725 | 0 | 25,070 | |
| United Financial Bancorp Inc. | COM | 910304104 | 19,371 | 1,366,080 | SH | DFND | 1 | 895,539 | 0 | 470,541 | |
| United Fire Group Inc. | COM | 910340108 | 23,848 | 492,118 | SH | DFND | 1 | 320,817 | 0 | 171,301 | |
| United States Steel Corp. | COM | 912909108 | 918 | 59,990 | SH | DFND | 1 | 59,990 | 0 | 0 | |
| United Technologies Corp. | COM | 913017109 | 1,952 | 14,991 | SH | DFND | 1 | 6,851 | 0 | 8,140 | |
| United Therapeutics Corp. | COM | 91307C102 | 767 | 9,830 | SH | DFND | 1 | 9,830 | 0 | 0 | |
| Universal Display Corp. | COM | 91347P105 | 19,064 | 101,371 | SH | DFND | 1 | 66,970 | 0 | 34,401 | |
| Urban Outfitters Inc. | COM | 917047102 | 14,808 | 650,906 | SH | DFND | 1 | 432,987 | 0 | 217,919 | |
| USA Truck Inc. | COM | 902925106 | 400 | 39,520 | SH | DFND | 1 | 39,520 | 0 | 0 | |
| USANA Health Science Inc. | COM | 90328M107 | 839 | 10,565 | SH | DFND | 1 | 10,565 | 0 | 0 | |
| Valero Energy Corp. | COM | 91913Y100 | 1,123 | 13,115 | SH | DFND | 1 | 1,255 | 0 | 11,860 | |
| Vanda Pharmaceuticals Inc | COM | 921659108 | 941 | 66,815 | SH | DFND | 1 | 66,815 | 0 | 0 | |
| Venator Materials PLC | SHS | G9329Z100 | 131 | 24,815 | SH | DFND | 1 | 24,815 | 0 | 0 | |
| Vera Bradley Inc. | COM | 92335C106 | 921 | 76,780 | SH | DFND | 1 | 76,780 | 0 | 0 | |
| Verint Systems Inc. | COM | 92343X100 | 1,378 | 25,623 | SH | DFND | 1 | 25,611 | 0 | 12 | |
| Verso Corporation | CL A | 92531L207 | 1,006 | 52,825 | SH | DFND | 1 | 52,825 | 0 | 0 | |
| Village Super Mkt Inc | CL A NEW | 927107409 | 435 | 16,400 | SH | DFND | 1 | 7,750 | 0 | 8,650 | |
| Virtu Financial Inc. | CL A | 928254101 | 207 | 9,505 | SH | DFND | 1 | 9,505 | 0 | 0 | |
| Visa Inc. CL A | COM | 92826C839 | 1,788 | 10,300 | SH | DFND | 1 | 10,300 | 0 | 0 | |
| Vishay Intertechnology Inc. | COM | 928298108 | 13,662 | 826,975 | SH | DFND | 1 | 565,363 | 0 | 261,612 | |
| Vishay Precision Group | COM | 92835K103 | 736 | 18,105 | SH | DFND | 1 | 18,105 | 0 | 0 | |
| Visteon Corp. | COM NEW | 92839U206 | 13,686 | 233,634 | SH | DFND | 1 | 151,346 | 0 | 82,288 | |
| Vitamin Shoppe Inc. | COM | 92849E101 | 452 | 114,760 | SH | DFND | 1 | 114,760 | 0 | 0 | |
| Voya Financial Inc. | COM | 929089100 | 1,910 | 34,542 | SH | DFND | 1 | 21,787 | 0 | 12,755 | |
| W&T Offshore Inc. | COM | 92922P106 | 889 | 179,180 | SH | DFND | 1 | 179,180 | 0 | 0 | |
| Wabash National Corp. | COM | 929566107 | 997 | 61,250 | SH | DFND | 1 | 61,250 | 0 | 0 | |
| Waddell & Reed Financial Inc. | CL A | 930059100 | 1,762 | 105,697 | SH | DFND | 1 | 92,361 | 0 | 13,336 | |
| WARRIOR MET COAL INC | COM | 93627C101 | 868 | 33,220 | SH | DFND | 1 | 33,220 | 0 | 0 | |
| Washington Federal Inc. | COM | 938824109 | 29,391 | 841,426 | SH | DFND | 1 | 562,827 | 0 | 278,599 | |
| Washington Prime Group Inc. | COM | 93964W108 | 811 | 212,190 | SH | DFND | 1 | 212,190 | 0 | 0 | |
| Washington Trust Bancorp Inc. | COM | 940610108 | 11,524 | 220,850 | SH | DFND | 1 | 144,528 | 0 | 76,322 | |
| Watts Water Technologies Inc. | COM | 942749102 | 13,230 | 141,984 | SH | DFND | 1 | 92,700 | 0 | 49,284 | |
| Webster Financial Corp. | COM | 947890109 | 6,998 | 146,502 | SH | DFND | 1 | 99,302 | 0 | 47,200 | |
| WellCare Health Plans Inc. | COM | 94946T106 | 1,687 | 5,917 | SH | DFND | 1 | 1,672 | 0 | 4,245 | |
| WESCO International Inc. | COM | 95082P105 | 927 | 18,295 | SH | DFND | 1 | 18,295 | 0 | 0 | |
| Western Alliance Bancorp. | COM | 957638109 | 987 | 22,070 | SH | DFND | 1 | 22,070 | 0 | 0 | |
| Western Asset Mtg Cap Corp (RE | COM | 95790D105 | 935 | 93,685 | SH | DFND | 1 | 93,685 | 0 | 0 | |
| Whiting Petroleum Corp. | COM NEW | 966387409 | 8,686 | 464,985 | SH | DFND | 1 | 320,558 | 0 | 144,427 | |
| Williams-Sonoma Inc. | COM | 969904101 | 17,472 | 268,807 | SH | DFND | 1 | 179,886 | 0 | 88,921 | |
| Willis Towers Watson Public Li | SHS | G96629103 | 3,424 | 17,876 | SH | DFND | 1 | 10,195 | 0 | 7,681 | |
| World Fuel Services Corp. | COM | 981475106 | 974 | 27,085 | SH | DFND | 1 | 27,085 | 0 | 0 | |
| Worthington Industries Inc. | COM | 981811102 | 992 | 24,630 | SH | DFND | 1 | 24,630 | 0 | 0 | |
| WPX Energy Inc. | COM | 98212B103 | 1,234 | 107,210 | SH | DFND | 1 | 107,163 | 0 | 47 | |
| Wyndham Destinations Inc. | COM | 98310W108 | 316 | 7,200 | SH | DFND | 1 | 7,200 | 0 | 0 | |
| Wyndham Hotels & Resorts Inc. | COM | 98311A105 | 401 | 7,200 | SH | DFND | 1 | 7,200 | 0 | 0 | |
| Xilinx Inc. | COM | 983919101 | 1,672 | 14,182 | SH | DFND | 1 | 5,232 | 0 | 8,950 | |
| Xperi Corp. | COM | 98421B100 | 1,367 | 66,398 | SH | DFND | 1 | 66,398 | 0 | 0 | |
| YETI Holdings Inc. | COM | 98585X104 | 102 | 3,540 | SH | DFND | 1 | 3,540 | 0 | 0 | |
| YRC Worldwide Inc. | COM PAR $.01 | 984249607 | 876 | 217,315 | SH | DFND | 1 | 217,315 | 0 | 0 | |
| Zebra Technologies Corp. | CL A | 989207105 | 1,002 | 4,783 | SH | DFND | 1 | 4,781 | 0 | 2 | |
| Zimmer Biomet Holdings Inc. | COM | 98956P102 | 1,673 | 14,209 | SH | DFND | 1 | 14,201 | 0 | 8 | |
| Zions Bancorp N.A. | COM | 989701107 | 3,148 | 68,463 | SH | DFND | 1 | 33,881 | 0 | 34,582 | |
| Zumiez Inc. | COM | 989817101 | 624 | 23,911 | SH | DFND | 1 | 23,911 | 0 | 0 | |