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 | 1,522 | 31,740 | SH | DFND | 1 | 31,740 | 0 | 0 | |
| A. Schulman Inc. | COM | 808194104 | 1,809 | 56,530 | SH | DFND | 1 | 56,530 | 0 | 0 | |
| Aarons Inc. | COM PAR $0.50 | 002535300 | 1,381 | 35,510 | SH | DFND | 1 | 35,510 | 0 | 0 | |
| Abbott Laboratories | COM | 002824100 | 165 | 3,400 | SH | DFND | 1 | 3,400 | 0 | 0 | |
| AbbVie Inc. | COM | 00287Y109 | 674 | 9,300 | SH | DFND | 1 | 9,300 | 0 | 0 | |
| Abercrombie & Fitch Co. | COM | 002896207 | 5,296 | 425,702 | SH | DFND | 1 | 323,885 | 0 | 101,817 | |
| ABM Industries Inc. | COM | 000957100 | 18,916 | 455,594 | SH | DFND | 1 | 365,327 | 0 | 90,267 | |
| Acacia Resh Corp | ACACIA TCH COM | 003881307 | 1,136 | 276,995 | SH | DFND | 1 | 276,995 | 0 | 0 | |
| ACCO Brands Corporation | COM | 00081T108 | 8,641 | 741,740 | SH | DFND | 1 | 589,595 | 0 | 152,145 | |
| Aceto Corp. | COM | 004446100 | 1,270 | 82,215 | SH | DFND | 1 | 82,215 | 0 | 0 | |
| Activision-Blizzard Inc. | COM | 00507V109 | 1,294 | 22,470 | SH | DFND | 1 | 8,090 | 0 | 14,380 | |
| Actuant Corporation CL A | SHS | 00508X203 | 233 | 9,475 | SH | DFND | 1 | 6,725 | 0 | 2,750 | |
| Addus HomeCare Corporation | COM | 006739106 | 1,285 | 34,555 | SH | DFND | 1 | 34,555 | 0 | 0 | |
| Adtalem Global Education Inc. | COM | 00737L103 | 11,088 | 292,164 | SH | DFND | 1 | 84,664 | 0 | 207,500 | |
| Advanced Energy Industries Inc | COM | 007973100 | 9,199 | 142,205 | SH | DFND | 1 | 105,700 | 0 | 36,505 | |
| Advanced Micro Devices | COM | 007903107 | 1,016 | 81,433 | SH | DFND | 1 | 29,273 | 0 | 52,160 | |
| AECOM | COM | 00766T100 | 1,597 | 49,390 | SH | DFND | 1 | 49,390 | 0 | 0 | |
| Aegean Marine Petroleum Networ | COM | Y0017S102 | 2,919 | 498,899 | SH | DFND | 1 | 113,449 | 0 | 385,450 | |
| Aegion Corp | COM | 00770F104 | 1,633 | 74,630 | SH | DFND | 1 | 74,630 | 0 | 0 | |
| AerCap Holdings N.V. | SHS | N00985106 | 1,783 | 38,400 | SH | DFND | 1 | 38,400 | 0 | 0 | |
| AeroVironment Inc. | COM | 008073108 | 9,715 | 254,312 | SH | DFND | 1 | 202,161 | 0 | 52,151 | |
| Aetna Inc. | COM | 00817Y108 | 3,214 | 21,169 | SH | DFND | 1 | 12,314 | 0 | 8,855 | |
| Aflac Inc. | COM | 001055102 | 999 | 12,866 | SH | DFND | 1 | 4,491 | 0 | 8,375 | |
| AG Mortgage Investment Trust I | COM | 001228105 | 1,452 | 79,365 | SH | DFND | 1 | 79,365 | 0 | 0 | |
| AGCO Corp. | COM | 001084102 | 19,671 | 291,897 | SH | DFND | 1 | 234,690 | 0 | 57,207 | |
| Agrium Inc. | COM | 008916108 | 10,103 | 111,645 | SH | DFND | 1 | 95,584 | 0 | 16,061 | |
| Airgain Inc. | COM | 00938A104 | 2,358 | 166,315 | SH | DFND | 1 | 23,060 | 0 | 143,255 | |
| AK Steel Holding Corp. | COM | 001547108 | 7,908 | 1,203,670 | SH | DFND | 1 | 194,425 | 0 | 1,009,245 | |
| Albemarle Corp. | COM | 012653101 | 13,116 | 124,276 | SH | DFND | 1 | 90,400 | 0 | 33,876 | |
| Alcoa Corp. | COM | 013872106 | 55,890 | 1,711,790 | SH | DFND | 1 | 1,334,886 | 0 | 376,904 | |
| Alleghany Corp. | COM | 017175100 | 303 | 510 | SH | DFND | 1 | 360 | 0 | 150 | |
| Allegheny Technologies Inc. | COM | 01741R102 | 2,689 | 158,105 | SH | DFND | 1 | 22,150 | 0 | 135,955 | |
| Allegion PLC | ORD SHS | G0176J109 | 135 | 1,666 | SH | DFND | 1 | 1,666 | 0 | 0 | |
| Allete Inc | COM NEW | 018522300 | 1,703 | 23,760 | SH | DFND | 1 | 23,760 | 0 | 0 | |
| Allison Transmission Hldgs | COM | 01973R101 | 1,686 | 44,941 | SH | DFND | 1 | 16,181 | 0 | 28,760 | |
| Allscripts Healthcare Solution | COM | 01988P108 | 1,798 | 140,905 | SH | DFND | 1 | 140,905 | 0 | 0 | |
| Alon USA Energy Inc. | SHS | 020520102 | 4,516 | 339,008 | SH | DFND | 1 | 262,117 | 0 | 76,891 | |
| Altra Industrial Motion Corp. | COM | 02208R106 | 10,512 | 264,127 | SH | DFND | 1 | 202,717 | 0 | 61,410 | |
| AMAG Pharmaceuticals Inc. | COM | 00163U106 | 1,698 | 92,305 | SH | DFND | 1 | 92,305 | 0 | 0 | |
| Ambac Financial Group Inc. | COM NEW | 023139884 | 1,743 | 100,445 | SH | DFND | 1 | 100,445 | 0 | 0 | |
| Amedisys Inc. | COM | 023436108 | 1,789 | 28,485 | SH | DFND | 1 | 28,485 | 0 | 0 | |
| Amerco | COM | 023586100 | 10,925 | 29,844 | SH | DFND | 1 | 22,964 | 0 | 6,880 | |
| Ameren Corp. | COM | 023608102 | 50,882 | 930,714 | SH | DFND | 1 | 737,690 | 0 | 193,024 | |
| American Airlines Group Inc. | COM | 02376R102 | 4,585 | 91,108 | SH | DFND | 1 | 32,718 | 0 | 58,390 | |
| American Eagle Outfitters Inc. | COM | 02553E106 | 15,780 | 1,309,516 | SH | DFND | 1 | 1,037,506 | 0 | 272,010 | |
| American Equity Investment Lif | COM | 025676206 | 1,819 | 69,215 | SH | DFND | 1 | 69,215 | 0 | 0 | |
| American Express Company | COM | 025816109 | 3,229 | 38,330 | SH | DFND | 1 | 13,780 | 0 | 24,550 | |
| American Natl Bankshares In | COM NEW | 027745108 | 4,231 | 114,510 | SH | DFND | 1 | 16,120 | 0 | 98,390 | |
| American Public Education I | COM | 02913V103 | 1,289 | 54,505 | SH | DFND | 1 | 54,505 | 0 | 0 | |
| American Woodmark Corp. | COM | 030506109 | 8,205 | 85,872 | SH | DFND | 1 | 66,173 | 0 | 19,699 | |
| Amgen Inc. | COM | 031162100 | 3,587 | 20,828 | SH | DFND | 1 | 9,893 | 0 | 10,935 | |
| Amkor Technology Inc. | COM | 031652100 | 1,669 | 170,880 | SH | DFND | 1 | 170,880 | 0 | 0 | |
| AMN Healthcare Services Inc. | COM | 001744101 | 8,099 | 207,397 | SH | DFND | 1 | 171,672 | 0 | 35,725 | |
| Anadarko Petroleum Corp. | COM | 032511107 | 286 | 6,300 | SH | DFND | 1 | 6,300 | 0 | 0 | |
| Analog Devices Inc. | COM | 032654105 | 6,416 | 82,470 | SH | DFND | 1 | 59,714 | 0 | 22,756 | |
| Analogic Corp. | COM | 032657207 | 1,720 | 23,677 | SH | DFND | 1 | 23,677 | 0 | 0 | |
| Angiodynamics Inc | COM | 03475V101 | 6,098 | 376,205 | SH | DFND | 1 | 311,076 | 0 | 65,129 | |
| Anixter Intl Inc. | COM | 035290105 | 1,616 | 20,670 | SH | DFND | 1 | 20,670 | 0 | 0 | |
| Anthem Inc. | COM | 036752103 | 2,637 | 14,018 | SH | DFND | 1 | 7,448 | 0 | 6,570 | |
| Apple Hospitality REIT Inc. | COM NEW | 03784Y200 | 1,662 | 88,825 | SH | DFND | 1 | 88,825 | 0 | 0 | |
| Apple Inc. | COM | 037833100 | 2,548 | 17,692 | SH | DFND | 1 | 9,922 | 0 | 7,770 | |
| Applied Industrial Technologie | COM | 03820C105 | 1,619 | 27,425 | SH | DFND | 1 | 27,425 | 0 | 0 | |
| Applied Materials Inc. | COM | 038222105 | 3,281 | 79,433 | SH | DFND | 1 | 36,503 | 0 | 42,930 | |
| Applied Optoelectronics Inc. | COM | 03823U102 | 2,469 | 39,950 | SH | DFND | 1 | 5,565 | 0 | 34,385 | |
| Aramark Holdings Corp. | COM | 03852U106 | 25,636 | 625,581 | SH | DFND | 1 | 499,948 | 0 | 125,633 | |
| ArcBest Corporation | COM | 03937C105 | 1,821 | 88,382 | SH | DFND | 1 | 88,382 | 0 | 0 | |
| Arch Capital Group Ltd. | ORD | G0450A105 | 196 | 2,100 | SH | DFND | 1 | 2,100 | 0 | 0 | |
| Arch Coal Inc. | CL A | 039380407 | 35,628 | 521,644 | SH | DFND | 1 | 377,832 | 0 | 143,812 | |
| Arcos Dorados Holdings Inc. | SHS CLASS -A- | G0457F107 | 1,542 | 206,975 | SH | DFND | 1 | 206,975 | 0 | 0 | |
| Ascena Retail Group Inc | COM | 04351G101 | 1,365 | 634,865 | SH | DFND | 1 | 634,865 | 0 | 0 | |
| Aspen Insurance Holdings Ltd. | COM | G05384105 | 18,859 | 378,311 | SH | DFND | 1 | 201,669 | 0 | 176,642 | |
| Assured Guaranty Ltd. | COM | G0585R106 | 1,807 | 43,285 | SH | DFND | 1 | 43,285 | 0 | 0 | |
| At Home Group Inc. | COM | 04650Y100 | 5,496 | 235,990 | SH | DFND | 1 | 32,925 | 0 | 203,065 | |
| AT&T Inc. | COM | 00206R102 | 2,588 | 68,603 | SH | DFND | 1 | 24,668 | 0 | 43,935 | |
| Athene Holding Ltd. | CL A | G0684D107 | 41,985 | 846,294 | SH | DFND | 1 | 684,208 | 0 | 162,086 | |
| Atlas Air Worldwide Holdings I | COM | 049164205 | 36,838 | 706,389 | SH | DFND | 1 | 479,427 | 0 | 226,962 | |
| Avery Dennison Corp. | COM | 053611109 | 34,742 | 393,138 | SH | DFND | 1 | 313,561 | 0 | 79,577 | |
| Avnet Inc. | COM | 053807103 | 1,757 | 45,190 | SH | DFND | 1 | 45,190 | 0 | 0 | |
| Avon Products Inc. | COM | 054303102 | 1,789 | 470,780 | SH | DFND | 1 | 470,780 | 0 | 0 | |
| AVX Corp. | COM | 002444107 | 1,560 | 95,460 | SH | DFND | 1 | 95,460 | 0 | 0 | |
| AXT Inc. | COM | 00246W103 | 3,782 | 595,590 | SH | DFND | 1 | 290,520 | 0 | 305,070 | |
| Bank of America Corporation | COM | 060505104 | 12,811 | 528,058 | SH | DFND | 1 | 215,613 | 0 | 312,445 | |
| Bank of the Ozarks | COM | 063904106 | 24,576 | 524,341 | SH | DFND | 1 | 400,896 | 0 | 123,445 | |
| Bankrate Inc Del | COM | 06647F102 | 6,356 | 494,610 | SH | DFND | 1 | 198,420 | 0 | 296,190 | |
| Bankunited Inc | COM | 06652K103 | 3,741 | 110,970 | SH | DFND | 1 | 15,270 | 0 | 95,700 | |
| Banner Corp. | COM NEW | 06652V208 | 1,759 | 31,130 | SH | DFND | 1 | 31,130 | 0 | 0 | |
| Barracuda Networks Inc. | COM | 068323104 | 50,094 | 2,172,326 | SH | DFND | 1 | 1,633,513 | 0 | 538,813 | |
| Baxter International Inc. | COM | 071813109 | 29,907 | 494,012 | SH | DFND | 1 | 412,192 | 0 | 81,820 | |
| Beazer Homes USA Inc. | COM NEW | 07556Q881 | 5,569 | 405,881 | SH | DFND | 1 | 70,456 | 0 | 335,425 | |
| Belden Inc. | COM | 077454106 | 52,929 | 701,695 | SH | DFND | 1 | 561,330 | 0 | 140,365 | |
| Benchmark Electronics Inc. | COM | 08160H101 | 3,071 | 95,064 | SH | DFND | 1 | 84,764 | 0 | 10,300 | |
| Berkshire Hills Bancorp Inc. | COM | 084680107 | 16,957 | 482,415 | SH | DFND | 1 | 363,655 | 0 | 118,760 | |
| Best Buy Co. Inc. | COM | 086516101 | 1,250 | 21,798 | SH | DFND | 1 | 7,593 | 0 | 14,205 | |
| Big 5 Sporting Goods Corp. | COM | 08915P101 | 1,300 | 99,615 | SH | DFND | 1 | 99,615 | 0 | 0 | |
| Big Lots Inc. | COM | 089302103 | 1,572 | 32,545 | SH | DFND | 1 | 32,545 | 0 | 0 | |
| Biogen Inc. | COM | 09062X103 | 434 | 1,600 | SH | DFND | 1 | 1,600 | 0 | 0 | |
| Black Hills Corp. | COM | 092113109 | 8,220 | 121,827 | SH | DFND | 1 | 63,180 | 0 | 58,647 | |
| Blucora Inc. | COM | 095229100 | 1,688 | 79,600 | SH | DFND | 1 | 79,600 | 0 | 0 | |
| Boston Scientific | COM | 101137107 | 15,055 | 543,125 | SH | DFND | 1 | 425,814 | 0 | 117,311 | |
| Brady Corp. CL A | CL A | 104674106 | 1,556 | 45,885 | SH | DFND | 1 | 45,885 | 0 | 0 | |
| Brandywine Realty Trust Inc. ( | SH BEN INT NEW | 105368203 | 28,292 | 1,613,944 | SH | DFND | 1 | 1,163,932 | 0 | 450,012 | |
| Bridgepoint Ed Inc | COM | 10807M105 | 1,637 | 110,930 | SH | DFND | 1 | 110,930 | 0 | 0 | |
| Brinker International Inc. | COM | 109641100 | 1,724 | 45,250 | SH | DFND | 1 | 45,250 | 0 | 0 | |
| Brookdale Senior Living Inc. | COM | 112463104 | 2,964 | 201,505 | SH | DFND | 1 | 27,985 | 0 | 173,520 | |
| Brooks Automation Inc. | COM | 114340102 | 6,928 | 319,402 | SH | DFND | 1 | 244,498 | 0 | 74,904 | |
| Bruker Corporation | COM | 116794108 | 1,792 | 62,125 | SH | DFND | 1 | 62,125 | 0 | 0 | |
| Burlington Stores Inc. | COM | 122017106 | 7,897 | 85,842 | SH | DFND | 1 | 59,317 | 0 | 26,525 | |
| Cabot Corp. | COM | 127055101 | 1,644 | 30,760 | SH | DFND | 1 | 30,760 | 0 | 0 | |
| CACI International Inc. CL A | CL A | 127190304 | 1,751 | 14,005 | SH | DFND | 1 | 14,005 | 0 | 0 | |
| Caesarstone Ltd | COM NO PAR | M20598104 | 20,877 | 595,630 | SH | DFND | 1 | 452,578 | 0 | 143,052 | |
| Calgon Carbon Corp. | COM | 129603106 | 291 | 19,250 | SH | DFND | 1 | 13,550 | 0 | 5,700 | |
| Callaway Golf Co. | COM | 131193104 | 3,049 | 238,580 | SH | DFND | 1 | 33,405 | 0 | 205,175 | |
| Callon Petroleum Co. | COM | 13123X102 | 8,442 | 795,689 | SH | DFND | 1 | 600,684 | 0 | 195,005 | |
| Calpine Corp. | COM NEW | 131347304 | 1,726 | 127,560 | SH | DFND | 1 | 127,560 | 0 | 0 | |
| Capella Education Company | COM | 139594105 | 1,636 | 19,109 | SH | DFND | 1 | 19,109 | 0 | 0 | |
| Carbo Ceramics | COM | 140781105 | 757 | 110,520 | SH | DFND | 1 | 15,460 | 0 | 95,060 | |
| Carolina Financial Corporation | COM | 143873107 | 9,651 | 298,595 | SH | DFND | 1 | 41,660 | 0 | 256,935 | |
| Caterpillar Inc. | COM | 149123101 | 2,383 | 22,172 | SH | DFND | 1 | 7,962 | 0 | 14,210 | |
| Cathay General Bancorp | COM | 149150104 | 10,813 | 284,925 | SH | DFND | 1 | 76,975 | 0 | 207,950 | |
| Cato Corporation CL A | CL A | 149205106 | 1,361 | 77,385 | SH | DFND | 1 | 77,385 | 0 | 0 | |
| CBL & Associates Properties In | COM NEW | 124830100 | 1,820 | 215,880 | SH | DFND | 1 | 215,880 | 0 | 0 | |
| CBRE Group Inc. | COM | 12504L109 | 31,913 | 876,729 | SH | DFND | 1 | 657,450 | 0 | 219,279 | |
| CBS Corp. CL B | CL B | 124857202 | 14,251 | 223,437 | SH | DFND | 1 | 174,175 | 0 | 49,262 | |
| Ceco Environmental Corp | COM | 125141101 | 1,060 | 115,430 | SH | DFND | 1 | 115,430 | 0 | 0 | |
| Cedar Realty Trust Inc. (REIT) | COM NEW | 150602209 | 1,462 | 301,450 | SH | DFND | 1 | 301,450 | 0 | 0 | |
| Celestica Inc. Sub Voting Shs | COM | 15101Q108 | 7,469 | 550,002 | SH | DFND | 1 | 438,912 | 0 | 111,090 | |
| Celgene Corporation | COM | 151020104 | 2,806 | 21,609 | SH | DFND | 1 | 7,759 | 0 | 13,850 | |
| CENTENE CORPORATION | COM | 15135B101 | 19 | 240 | SH | DFND | 1 | 240 | 0 | 0 | |
| Central Garden & Pet Co. CL A | CL A NON-VTG | 153527205 | 6,456 | 215,050 | SH | DFND | 1 | 30,120 | 0 | 184,930 | |
| Central Pacific Financial Corp | COM NEW | 154760409 | 1,736 | 55,155 | SH | DFND | 1 | 55,155 | 0 | 0 | |
| Central Valley Community Banco | COM | 155685100 | 186 | 8,400 | SH | DFND | 1 | 5,800 | 0 | 2,600 | |
| Ceragon Networks Ltd. | ORD | M22013102 | 1,141 | 447,345 | SH | DFND | 1 | 447,345 | 0 | 0 | |
| Charles River Laboratories Int | COM | 159864107 | 1,737 | 17,169 | SH | DFND | 1 | 17,169 | 0 | 0 | |
| Chase Corp | COM | 16150R104 | 3,777 | 35,400 | SH | DFND | 1 | 26,300 | 0 | 9,100 | |
| Chatham Lodging Trust (REIT) | COM | 16208T102 | 1,635 | 81,380 | SH | DFND | 1 | 81,380 | 0 | 0 | |
| Cheesecake Factory Inc. | COM | 163072101 | 1,730 | 34,400 | SH | DFND | 1 | 34,400 | 0 | 0 | |
| Chemed Corp. | COM | 16359R103 | 1,778 | 8,695 | SH | DFND | 1 | 8,695 | 0 | 0 | |
| Chemours Company (The) | COM | 163851108 | 1,677 | 44,216 | SH | DFND | 1 | 15,806 | 0 | 28,410 | |
| Chesapeake Energy | COM | 165167107 | 1,197 | 240,799 | SH | DFND | 1 | 86,814 | 0 | 153,985 | |
| Chesapeake Lodging Trust (REIT | SH BEN INT | 165240102 | 1,592 | 65,060 | SH | DFND | 1 | 65,060 | 0 | 0 | |
| Chevron Corp. | COM | 166764100 | 5,932 | 56,860 | SH | DFND | 1 | 24,465 | 0 | 32,395 | |
| Chicago Bridge & Iron Co. | COM | 167250109 | 1,637 | 82,945 | SH | DFND | 1 | 82,945 | 0 | 0 | |
| Chico's Fas Inc | COM | 168615102 | 1,407 | 149,397 | SH | DFND | 1 | 149,397 | 0 | 0 | |
| Churchill Downs Inc.. | COM | 171484108 | 15,092 | 82,337 | SH | DFND | 1 | 64,955 | 0 | 17,382 | |
| Cirrus Logic Inc. | COM | 172755100 | 1,650 | 26,305 | SH | DFND | 1 | 26,305 | 0 | 0 | |
| Citigroup Inc | COM | 172967424 | 9,535 | 142,573 | SH | DFND | 1 | 57,048 | 0 | 85,525 | |
| Citizens Financial Group Inc. | COM | 174610105 | 55,924 | 1,567,382 | SH | DFND | 1 | 1,258,896 | 0 | 308,486 | |
| Clean Energy Fuels Corp | COM | 184499101 | 1,457 | 573,450 | SH | DFND | 1 | 573,450 | 0 | 0 | |
| Cliffs Natural Resources Inc. | COM | 18683K101 | 2,315 | 334,600 | SH | DFND | 1 | 46,505 | 0 | 288,095 | |
| Cloud Peak Energy Inc | COM | 18911Q102 | 3,365 | 953,135 | SH | DFND | 1 | 540,080 | 0 | 413,055 | |
| CNO Financial Group Inc. | COM | 12621E103 | 7,611 | 364,520 | SH | DFND | 1 | 121,095 | 0 | 243,425 | |
| Coach Inc | COM | 189754104 | 251 | 5,300 | SH | DFND | 1 | 3,700 | 0 | 1,600 | |
| Cogent Comm Group Inc | COM NEW | 19239V302 | 1,618 | 40,350 | SH | DFND | 1 | 40,350 | 0 | 0 | |
| Coherent Inc. | COM | 192479103 | 32,790 | 145,738 | SH | DFND | 1 | 108,893 | 0 | 36,845 | |
| Cohu Inc. | COM | 192576106 | 13,274 | 843,310 | SH | DFND | 1 | 641,836 | 0 | 201,474 | |
| Columbus Mckinnon Corp. | COM | 199333105 | 5,723 | 225,155 | SH | DFND | 1 | 170,341 | 0 | 54,814 | |
| Comcast Corporation CL A | CL A | 20030N101 | 444 | 11,400 | SH | DFND | 1 | 11,400 | 0 | 0 | |
| Comerica Inc. | COM | 200340107 | 22,606 | 308,663 | SH | DFND | 1 | 264,564 | 0 | 44,099 | |
| Comfort Systems USA Inc. | COM | 199908104 | 13,738 | 370,284 | SH | DFND | 1 | 282,187 | 0 | 88,097 | |
| Commercial Metals | SH BEN INT | 201723103 | 23,941 | 1,232,143 | SH | DFND | 1 | 907,655 | 0 | 324,488 | |
| Community Health Systems Inc. | COM | 203668108 | 1,706 | 171,235 | SH | DFND | 1 | 171,235 | 0 | 0 | |
| Community Healthcare Trust Inc | COM | 20369C106 | 15,907 | 621,613 | SH | DFND | 1 | 471,743 | 0 | 149,870 | |
| Community Trust Bancorp | COM | 204149108 | 1,255 | 28,680 | SH | DFND | 1 | 28,680 | 0 | 0 | |
| ConAgra Brands Inc. | COM | 205887102 | 1,380 | 38,597 | SH | DFND | 1 | 17,582 | 0 | 21,015 | |
| ConnectOne Bancorp Inc. (New) | COM | 20786W107 | 4,403 | 195,250 | SH | DFND | 1 | 27,300 | 0 | 167,950 | |
| Consol Energy | COM | 20854P109 | 1,629 | 109,010 | SH | DFND | 1 | 109,010 | 0 | 0 | |
| Continental Building Products | COM | 211171103 | 21,043 | 903,121 | SH | DFND | 1 | 685,011 | 0 | 218,110 | |
| Control4 Corporation | COM | 21240D107 | 34,756 | 1,772,357 | SH | DFND | 1 | 1,349,962 | 0 | 422,395 | |
| Convergys Corporation | COM | 212485106 | 1,729 | 72,710 | SH | DFND | 1 | 72,710 | 0 | 0 | |
| CoreCivic Inc. | COM | 21871N101 | 1,714 | 62,155 | SH | DFND | 1 | 62,155 | 0 | 0 | |
| CorEnergy Infrastructure Trust | COM NEW | 21870U502 | 4,134 | 123,069 | SH | DFND | 1 | 30,134 | 0 | 92,935 | |
| CoreSite Realty Corporation (R | COM | 21870Q105 | 6,600 | 63,750 | SH | DFND | 1 | 8,925 | 0 | 54,825 | |
| Costamare Inc. | SHS | Y1771G102 | 1,847 | 252,705 | SH | DFND | 1 | 252,705 | 0 | 0 | |
| CRA International Inc. | COM | 12618T105 | 1,299 | 35,755 | SH | DFND | 1 | 35,755 | 0 | 0 | |
| Craft Brew Alliance Inc. | COM | 224122101 | 2,566 | 152,285 | SH | DFND | 1 | 21,150 | 0 | 131,135 | |
| Crane Co. | COM | 224399105 | 48,853 | 615,437 | SH | DFND | 1 | 493,120 | 0 | 122,317 | |
| Crawford & Co. CL B | SPON ADR NEW | 224633107 | 8,011 | 861,377 | SH | DFND | 1 | 505,438 | 0 | 355,939 | |
| Cree Inc. | COM | 225447101 | 1,672 | 67,835 | SH | DFND | 1 | 67,835 | 0 | 0 | |
| Cross Country Healthcare Inc. | COM | 227483104 | 1,896 | 146,895 | SH | DFND | 1 | 146,895 | 0 | 0 | |
| CSG Systems International Inc. | COM | 126349109 | 1,728 | 42,592 | SH | DFND | 1 | 42,592 | 0 | 0 | |
| CSX Corp. | COM | 126408103 | 557 | 10,200 | SH | DFND | 1 | 10,200 | 0 | 0 | |
| Cummins Inc. | COM | 231021106 | 18,291 | 112,754 | SH | DFND | 1 | 86,928 | 0 | 25,826 | |
| Curtiss-Wright Corp. | COM | 231561101 | 6,147 | 66,979 | SH | DFND | 1 | 54,063 | 0 | 12,916 | |
| Customers Bancorp Inc. | COM | 23204G100 | 1,653 | 58,440 | SH | DFND | 1 | 58,440 | 0 | 0 | |
| Cutera Inc. | COM | 232109108 | 2,492 | 96,225 | SH | DFND | 1 | 13,450 | 0 | 82,775 | |
| CVS Health Corporation | COM | 126650100 | 2,227 | 27,679 | SH | DFND | 1 | 9,954 | 0 | 17,725 | |
| D. R. Horton Inc. | COM | 23331A109 | 763 | 22,066 | SH | DFND | 1 | 7,946 | 0 | 14,120 | |
| Daktronics Inc. | CL A | 234264109 | 1,505 | 156,250 | SH | DFND | 1 | 115,450 | 0 | 40,800 | |
| DANA INCORPORATED | COM | 235825205 | 20 | 900 | SH | DFND | 1 | 900 | 0 | 0 | |
| Dean Foods Co. New | COM NEW | 242370203 | 1,666 | 98,010 | SH | DFND | 1 | 98,010 | 0 | 0 | |
| Deckers Outdoor Corp | COM | 243537107 | 10,455 | 153,162 | SH | DFND | 1 | 97,822 | 0 | 55,340 | |
| Deere & Co. | COM | 244199105 | 2,232 | 18,063 | SH | DFND | 1 | 7,533 | 0 | 10,530 | |
| Delphi Automotive PLC | SHS | G27823106 | 2,948 | 33,630 | SH | DFND | 1 | 15,155 | 0 | 18,475 | |
| Depomed Inc. | COM | 249908104 | 1,801 | 167,675 | SH | DFND | 1 | 167,675 | 0 | 0 | |
| Devon Energy Corporation | CL A | 25179M103 | 3,689 | 115,405 | SH | DFND | 1 | 41,535 | 0 | 73,870 | |
| DHI Group Inc. | COM | 23331S100 | 1,219 | 427,702 | SH | DFND | 1 | 427,702 | 0 | 0 | |
| Diamondrock Hospitality Co. (R | COM | 252784301 | 21,270 | 1,942,460 | SH | DFND | 1 | 1,151,086 | 0 | 791,374 | |
| Digital Realty Trust Inc. (REI | COM | 253868103 | 13,579 | 120,218 | SH | DFND | 1 | 98,672 | 0 | 21,546 | |
| Dillards Inc | COM | 254067101 | 1,760 | 30,515 | SH | DFND | 1 | 30,515 | 0 | 0 | |
| Dime Community Bancshares Inc. | COM | 253922108 | 10,098 | 515,185 | SH | DFND | 1 | 393,658 | 0 | 121,527 | |
| Discover Finl Svcs | COM | 254709108 | 1,420 | 22,828 | SH | DFND | 1 | 8,198 | 0 | 14,630 | |
| Domtar Corporation | COM NEW | 257559203 | 17,088 | 444,779 | SH | DFND | 1 | 347,414 | 0 | 97,365 | |
| Douglas Dynamics Inc | COM | 25960R105 | 10,841 | 329,522 | SH | DFND | 1 | 247,369 | 0 | 82,153 | |
| DSW Inc. | COM | 23334L102 | 1,233 | 69,655 | SH | DFND | 1 | 69,655 | 0 | 0 | |
| DuPont Fabros Technology Inc. | COM | 26613Q106 | 17,756 | 290,313 | SH | DFND | 1 | 189,612 | 0 | 100,701 | |
| Dynegy Inc. DEL | COM | 26817R108 | 3,604 | 435,760 | SH | DFND | 1 | 61,460 | 0 | 374,300 | |
| Dynex Cap Inc. (REIT) | COM | 26817Q506 | 1,339 | 188,609 | SH | DFND | 1 | 188,609 | 0 | 0 | |
| E Trade Financial Corp | COM NEW | 269246401 | 31,496 | 828,193 | SH | DFND | 1 | 633,511 | 0 | 194,682 | |
| Eastman Chemical Co. | COM | 277432100 | 319 | 3,800 | SH | DFND | 1 | 3,800 | 0 | 0 | |
| Eaton Corporation PLC Ord | SHS | G29183103 | 9,895 | 127,135 | SH | DFND | 1 | 94,934 | 0 | 32,201 | |
| Edgewell Personal Care Company | COM | 28035Q102 | 1,707 | 22,460 | SH | DFND | 1 | 22,460 | 0 | 0 | |
| Eli Lilly & Co. | COM | 532457108 | 1,680 | 20,409 | SH | DFND | 1 | 7,329 | 0 | 13,080 | |
| EMCOR Group Inc. | COM | 29084Q100 | 22,227 | 339,974 | SH | DFND | 1 | 209,998 | 0 | 129,976 | |
| EMCORE Corporation | COM NEW | 290846203 | 3,572 | 335,380 | SH | DFND | 1 | 46,960 | 0 | 288,420 | |
| Emerson Electric Co. | COM | 291011104 | 1,937 | 32,494 | SH | DFND | 1 | 11,649 | 0 | 20,845 | |
| Endo International PLC | SHS | G30401106 | 1,670 | 149,485 | SH | DFND | 1 | 149,485 | 0 | 0 | |
| Energen Corp. | COM | 29265N108 | 54,303 | 1,099,909 | SH | DFND | 1 | 858,707 | 0 | 241,202 | |
| Enerplus Corp | COM | 292766102 | 1,683 | 207,280 | SH | DFND | 1 | 207,280 | 0 | 0 | |
| Ennis Inc. | COM | 293389102 | 1,265 | 66,210 | SH | DFND | 1 | 66,210 | 0 | 0 | |
| Ensco PLC | SHS CLASS A | G3157S106 | 1,660 | 321,750 | SH | DFND | 1 | 321,750 | 0 | 0 | |
| Entegris Inc. | COM | 29362U104 | 11,374 | 518,155 | SH | DFND | 1 | 400,289 | 0 | 117,866 | |
| Entergy Corp. | COM | 29364G103 | 10,872 | 141,616 | SH | DFND | 1 | 115,205 | 0 | 26,411 | |
| Enterprise Finl Svcs Corp | COM | 293712105 | 1,695 | 41,535 | SH | DFND | 1 | 41,535 | 0 | 0 | |
| Envision Healthcare Corp. | COM | 29414D100 | 46,768 | 746,256 | SH | DFND | 1 | 600,366 | 0 | 145,890 | |
| EPR Properties Trust (REIT) | COM SH BEN INT | 26884U109 | 54,215 | 754,347 | SH | DFND | 1 | 607,105 | 0 | 147,242 | |
| Essendant Inc. | COM | 296689102 | 1,623 | 109,458 | SH | DFND | 1 | 109,458 | 0 | 0 | |
| Ethan Allen Interiors Inc. | COM | 297602104 | 1,885 | 58,355 | SH | DFND | 1 | 58,355 | 0 | 0 | |
| Evolent Health Inc. | CL A | 30050B101 | 4,760 | 187,790 | SH | DFND | 1 | 26,080 | 0 | 161,710 | |
| Exelon Corp. | COM | 30161N101 | 31,865 | 883,428 | SH | DFND | 1 | 714,308 | 0 | 169,120 | |
| Express Inc | COM | 30219E103 | 1,394 | 206,470 | SH | DFND | 1 | 206,470 | 0 | 0 | |
| EZCORP Inc. CL A | CL A NON VTG | 302301106 | 1,302 | 169,055 | SH | DFND | 1 | 169,055 | 0 | 0 | |
| Facebook Inc | CL A | 30303M102 | 302 | 2,000 | SH | DFND | 1 | 2,000 | 0 | 0 | |
| Fairmount Santrol Holdings Inc | COM | 30555Q108 | 1,756 | 450,175 | SH | DFND | 1 | 62,730 | 0 | 387,445 | |
| FCB Financial Holdings Inc. | CL A | 30255G103 | 5,194 | 108,765 | SH | DFND | 1 | 45,965 | 0 | 62,800 | |
| Fedex Corp | COM | 31428X106 | 284 | 1,305 | SH | DFND | 1 | 1,305 | 0 | 0 | |
| Financial Instns Inc | COM | 317585404 | 1,464 | 49,115 | SH | DFND | 1 | 49,115 | 0 | 0 | |
| Finish Line Inc. CL A | CL A | 317923100 | 1,318 | 92,990 | SH | DFND | 1 | 92,990 | 0 | 0 | |
| First Busey Corp.(new) | COM NEW | 319383204 | 1,579 | 53,860 | SH | DFND | 1 | 53,860 | 0 | 0 | |
| First Citizens Bancshares Inc. | COM | 31946M103 | 30,533 | 81,923 | SH | DFND | 1 | 61,752 | 0 | 20,171 | |
| First Community Bancshares | COM | 31983A103 | 18,516 | 676,995 | SH | DFND | 1 | 513,146 | 0 | 163,849 | |
| First Financial Corp | COM | 320218100 | 1,268 | 26,815 | SH | DFND | 1 | 26,815 | 0 | 0 | |
| First Merchants Corporation | COM | 320817109 | 20,026 | 498,910 | SH | DFND | 1 | 104,805 | 0 | 394,105 | |
| First Rep Bk San Fran Cali | COM | 33616C100 | 9,488 | 94,790 | SH | DFND | 1 | 72,314 | 0 | 22,476 | |
| Flagstar Bancorp Inc. | COM PAR .001 | 337930705 | 1,815 | 58,875 | SH | DFND | 1 | 58,875 | 0 | 0 | |
| Flowers Foods Inc. | COM | 343498101 | 1,555 | 89,835 | SH | DFND | 1 | 89,835 | 0 | 0 | |
| FNB Corp | COM | 302520101 | 57,861 | 4,086,247 | SH | DFND | 1 | 2,944,341 | 0 | 1,141,906 | |
| Foot Locker Inc. | COM | 344849104 | 5,032 | 102,111 | SH | DFND | 1 | 79,466 | 0 | 22,645 | |
| FormFactor Inc. | COM | 346375108 | 3,779 | 304,765 | SH | DFND | 1 | 42,930 | 0 | 261,835 | |
| Francescas Hldgs Corp | COM | 351793104 | 1,373 | 125,490 | SH | DFND | 1 | 125,490 | 0 | 0 | |
| Franklin Financial Network Inc | COM | 35352P104 | 3,690 | 89,445 | SH | DFND | 1 | 38,650 | 0 | 50,795 | |
| Freeport-McMoRan Inc. | CL B | 35671D857 | 10,158 | 845,760 | SH | DFND | 1 | 655,471 | 0 | 190,289 | |
| FreightCar American | COM | 357023100 | 1,467 | 84,355 | SH | DFND | 1 | 84,355 | 0 | 0 | |
| Fresh Del Monte Produce Inc. | ORD | G36738105 | 1,756 | 34,500 | SH | DFND | 1 | 34,500 | 0 | 0 | |
| FTI Consulting Inc. | COM | 302941109 | 4,855 | 138,870 | SH | DFND | 1 | 114,120 | 0 | 24,750 | |
| Gaming and Leisure Properties | COM | 36467J108 | 18,779 | 498,520 | SH | DFND | 1 | 399,771 | 0 | 98,749 | |
| GATX Corp. | COM | 361448103 | 35,560 | 553,285 | SH | DFND | 1 | 443,221 | 0 | 110,064 | |
| Gencor Industries Inc. | COM | 368678108 | 9,153 | 564,998 | SH | DFND | 1 | 274,750 | 0 | 290,248 | |
| General Cable Corp. | COM | 369300108 | 3,124 | 191,055 | SH | DFND | 1 | 142,044 | 0 | 49,011 | |
| General Motors Co. | COM | 37045V100 | 1,617 | 46,289 | SH | DFND | 1 | 16,639 | 0 | 29,650 | |
| Gentex Corp. | COM | 371901109 | 5,973 | 314,867 | SH | DFND | 1 | 241,164 | 0 | 73,703 | |
| Genworth Financial Inc. | COM | 37247D106 | 1,717 | 455,450 | SH | DFND | 1 | 455,450 | 0 | 0 | |
| Gibraltar Industries Inc. | COM | 374689107 | 3,202 | 89,805 | SH | DFND | 1 | 66,505 | 0 | 23,300 | |
| Global Payments Inc | COM | 37940X102 | 10,752 | 119,047 | SH | DFND | 1 | 90,798 | 0 | 28,249 | |
| Government Properties Income T | COM SHS BEN INT | 38376A103 | 1,395 | 76,175 | SH | DFND | 1 | 76,175 | 0 | 0 | |
| Granite Construction Inc. | COM | 387328107 | 10,990 | 227,823 | SH | DFND | 1 | 170,090 | 0 | 57,733 | |
| Great Western Bancorp. Inc. | COM | 391416104 | 4,517 | 110,690 | SH | DFND | 1 | 15,340 | 0 | 95,350 | |
| Greenhill & Co. Inc. | COM | 395259104 | 1,584 | 78,805 | SH | DFND | 1 | 78,805 | 0 | 0 | |
| Greenlight Capital Re Ltd. CL | CLASS A | G4095J109 | 1,434 | 68,610 | SH | DFND | 1 | 68,610 | 0 | 0 | |
| Greif Inc. | CL A | 397624107 | 13,084 | 234,570 | SH | DFND | 1 | 182,080 | 0 | 52,490 | |
| Gulfport Energy Corp. | COM NEW | 402635304 | 7,415 | 502,726 | SH | DFND | 1 | 383,103 | 0 | 119,623 | |
| H & E Equipment Services Inc | COM | 404030108 | 8,660 | 424,300 | SH | DFND | 1 | 315,440 | 0 | 108,860 | |
| Haemonetics Corp Mass | COM | 405024100 | 1,718 | 43,495 | SH | DFND | 1 | 43,495 | 0 | 0 | |
| Halyard Health Inc. | COM | 40650V100 | 1,743 | 44,370 | SH | DFND | 1 | 44,370 | 0 | 0 | |
| Hancock Holding Co. | COM | 410120109 | 8,030 | 163,870 | SH | DFND | 1 | 22,745 | 0 | 141,125 | |
| Hanmi Finl Corp | COM NEW | 410495204 | 15,678 | 551,085 | SH | DFND | 1 | 290,875 | 0 | 260,210 | |
| Harmonic Inc. | COM | 413160102 | 3,486 | 663,982 | SH | DFND | 1 | 511,675 | 0 | 152,307 | |
| Harsco Corp. | COM | 415864107 | 1,882 | 116,890 | SH | DFND | 1 | 116,890 | 0 | 0 | |
| Hartford Financial Services Gr | COM | 416515104 | 15,871 | 301,911 | SH | DFND | 1 | 242,813 | 0 | 59,098 | |
| Haverty Furniture Companies In | COM | 419596101 | 1,314 | 52,350 | SH | DFND | 1 | 52,350 | 0 | 0 | |
| Hawaiian Electric Industries I | COM | 419870100 | 1,604 | 49,535 | SH | DFND | 1 | 49,535 | 0 | 0 | |
| Hawaiian Holdings Inc. | COM | 419879101 | 12,230 | 260,500 | SH | DFND | 1 | 141,440 | 0 | 119,060 | |
| Healthsouth Corp. | COM | 421924309 | 52,675 | 1,088,322 | SH | DFND | 1 | 779,517 | 0 | 308,805 | |
| Heidrick & Struggles Intl Inc. | COM | 422819102 | 13,901 | 639,145 | SH | DFND | 1 | 495,074 | 0 | 144,071 | |
| Helen of Troy Corp. Ltd. | COM | G4388N106 | 9,656 | 102,612 | SH | DFND | 1 | 78,227 | 0 | 24,385 | |
| Helmerich & Payne Inc. | COM | 423452101 | 7,330 | 134,887 | SH | DFND | 1 | 102,220 | 0 | 32,667 | |
| Heritage Finl Corp Wash | COM | 42722X106 | 1,602 | 60,450 | SH | DFND | 1 | 60,450 | 0 | 0 | |
| Hersha Hospitality Trust (REIT | PR SHS BEN INT | 427825500 | 1,631 | 88,120 | SH | DFND | 1 | 88,120 | 0 | 0 | |
| Hess Corporation | COM | 42809H107 | 20,723 | 472,366 | SH | DFND | 1 | 406,880 | 0 | 65,486 | |
| Hibbett Sports Inc. | COM | 428567101 | 1,396 | 67,300 | SH | DFND | 1 | 67,300 | 0 | 0 | |
| Hill-Rom Holdings Inc. | COM | 431475102 | 1,771 | 22,240 | SH | DFND | 1 | 22,240 | 0 | 0 | |
| HNI Corp. | COM | 404251100 | 5,901 | 148,009 | SH | DFND | 1 | 112,641 | 0 | 35,368 | |
| Hope Bancorp Inc. | COM | 43940T109 | 7,441 | 398,996 | SH | DFND | 1 | 307,781 | 0 | 91,215 | |
| Host Hotels & Resorts Inc. (RE | COM | 44107P104 | 36,110 | 1,976,442 | SH | DFND | 1 | 1,537,021 | 0 | 439,421 | |
| HudBay Minerals Inc. | COM | 443628102 | 3,356 | 583,635 | SH | DFND | 1 | 347,260 | 0 | 236,375 | |
| Hudson Technologies Inc. | COM | 444144109 | 10,738 | 1,270,735 | SH | DFND | 1 | 518,960 | 0 | 751,775 | |
| Huntington Bancshares Inc. | COM | 446150104 | 283 | 20,900 | SH | DFND | 1 | 14,550 | 0 | 6,350 | |
| Huntsman Corp | COM | 447011107 | 45,279 | 1,752,279 | SH | DFND | 1 | 1,400,078 | 0 | 352,201 | |
| IAC InterActiveCorp. | SH BEN INT | 44919P508 | 13,914 | 134,775 | SH | DFND | 1 | 103,348 | 0 | 31,427 | |
| Iberiabank Corp | COM | 450828108 | 32,817 | 402,660 | SH | DFND | 1 | 228,915 | 0 | 173,745 | |
| ICF International Inc. | COM | 44925C103 | 1,526 | 32,395 | SH | DFND | 1 | 32,395 | 0 | 0 | |
| Ichor Holdings Ltd. | SHS | G4740B105 | 3,509 | 174,045 | SH | DFND | 1 | 24,230 | 0 | 149,815 | |
| ICON PLC | SHS | G4705A100 | 21,996 | 224,929 | SH | DFND | 1 | 184,438 | 0 | 40,491 | |
| Iconix Brand Group | COM | 451055107 | 1,892 | 273,825 | SH | DFND | 1 | 273,825 | 0 | 0 | |
| II-VI Inc. | COM | 902104108 | 6,635 | 193,430 | SH | DFND | 1 | 37,590 | 0 | 155,840 | |
| Independence Contract Drilling | COM | 453415309 | 1,523 | 391,580 | SH | DFND | 1 | 54,650 | 0 | 336,930 | |
| Ingersoll-Rand Co. Ltd. PLC SH | SHS | G47791101 | 457 | 5,000 | SH | DFND | 1 | 5,000 | 0 | 0 | |
| Innophos Holdings Inc. | COM | 45774N108 | 1,597 | 36,430 | SH | DFND | 1 | 36,430 | 0 | 0 | |
| Innoviva Inc. | COM | 45781M101 | 1,689 | 131,940 | SH | DFND | 1 | 131,940 | 0 | 0 | |
| Insteel Industries Inc. | COM | 45774W108 | 5,835 | 176,993 | SH | DFND | 1 | 136,505 | 0 | 40,488 | |
| Inter Parfums Inc. | COM | 458334109 | 6,536 | 178,344 | SH | DFND | 1 | 71,639 | 0 | 106,705 | |
| International Paper Co. | CL A | 460146103 | 402 | 7,100 | SH | DFND | 1 | 7,100 | 0 | 0 | |
| ISHARES RUSSELL 2000 VALUE ETF | RUS 2000 VAL ETF | 464287630 | 207 | 1,743 | SH | DFND | 1 | 1,697 | 0 | 46 | |
| ISHARES RUSSELL MIDCAP V ETF | RUS MDCP VAL ETF | 464287473 | 43 | 515 | SH | DFND | 1 | 515 | 0 | 0 | |
| Itron Inc | COM | 465741106 | 1,795 | 26,495 | SH | DFND | 1 | 26,495 | 0 | 0 | |
| J.Jill Inc. | COM | 46620W102 | 2,596 | 211,195 | SH | DFND | 1 | 29,945 | 0 | 181,250 | |
| Jabil Inc. | COM | 466313103 | 1,687 | 57,805 | SH | DFND | 1 | 57,805 | 0 | 0 | |
| Janus Henderson Group PLC | ORD SHS | G4474Y214 | 26 | 780 | SH | DFND | 1 | 778 | 0 | 2 | |
| Jeld-Wen Holding Inc. | COM | 47580P103 | 8,528 | 262,730 | SH | DFND | 1 | 200,048 | 0 | 62,682 | |
| JetBlue Airways Corp. | COM | 477143101 | 7,585 | 332,225 | SH | DFND | 1 | 247,035 | 0 | 85,190 | |
| Johnson & Johnson | COM | 478160104 | 8,106 | 61,271 | SH | DFND | 1 | 30,016 | 0 | 31,255 | |
| Jones Energy Inc. | COM CL A | 48019R108 | 2,304 | 1,439,836 | SH | DFND | 1 | 200,202 | 0 | 1,239,634 | |
| JPMorgan Chase & Co. | COM | 46625H100 | 11,067 | 121,080 | SH | DFND | 1 | 57,386 | 0 | 63,694 | |
| K12 Inc | COM | 48273U102 | 1,535 | 85,682 | SH | DFND | 1 | 85,682 | 0 | 0 | |
| Kaiser Aluminum Corporation | COM PAR $0.01 | 483007704 | 11,897 | 134,397 | SH | DFND | 1 | 108,011 | 0 | 26,386 | |
| Kapstone Paper & Packaging | COM | 48562P103 | 1,681 | 81,475 | SH | DFND | 1 | 81,475 | 0 | 0 | |
| KBR Inc. | COM | 48242W106 | 80,213 | 5,270,235 | SH | DFND | 1 | 3,653,787 | 0 | 1,616,448 | |
| Kelly Services Inc. CL A | CL A | 488152208 | 1,571 | 69,980 | SH | DFND | 1 | 69,980 | 0 | 0 | |
| Kemet Corp. | COM NEW | 488360207 | 4,252 | 332,225 | SH | DFND | 1 | 155,560 | 0 | 176,665 | |
| Kennametal Inc. | COM | 489170100 | 5,604 | 149,770 | SH | DFND | 1 | 20,725 | 0 | 129,045 | |
| KeyCorp | COM | 493267108 | 39,786 | 2,123,045 | SH | DFND | 1 | 1,557,656 | 0 | 565,389 | |
| Kinder Morgan Inc Del | COM | 49456B101 | 1,801 | 94,019 | SH | DFND | 1 | 33,684 | 0 | 60,335 | |
| Kinross Gold Corp. | COM NO PAR | 496902404 | 5,228 | 1,284,570 | SH | DFND | 1 | 179,400 | 0 | 1,105,170 | |
| Kite Realty Group Trust (REIT) | COM NEW | 49803T300 | 1,696 | 89,605 | SH | DFND | 1 | 89,605 | 0 | 0 | |
| Knoll Inc. | COM NEW | 498904200 | 4,583 | 228,597 | SH | DFND | 1 | 175,403 | 0 | 53,194 | |
| Kulicke & Soffa Industries | COM | 501242101 | 4,951 | 260,280 | SH | DFND | 1 | 107,120 | 0 | 153,160 | |
| KVH Industries Inc. | COM | 482738101 | 14,180 | 1,492,591 | SH | DFND | 1 | 1,131,682 | 0 | 360,909 | |
| L3 Technologies Inc. | COM | 502413107 | 618 | 3,700 | SH | DFND | 1 | 3,000 | 0 | 700 | |
| La-Z-Boy Inc. | COM | 505336107 | 10,841 | 333,563 | SH | DFND | 1 | 266,253 | 0 | 67,310 | |
| Laboratory Corp. Of America Hl | COM NEW | 50540R409 | 432 | 2,800 | SH | DFND | 1 | 2,000 | 0 | 800 | |
| Lakeland Bancorp Inc. | COM | 511637100 | 19,357 | 1,026,905 | SH | DFND | 1 | 773,016 | 0 | 253,889 | |
| LAM Research Corp. | COM | 512807108 | 18,198 | 128,668 | SH | DFND | 1 | 94,229 | 0 | 34,439 | |
| Landauer Inc. | COM | 51476K103 | 1,274 | 24,363 | SH | DFND | 1 | 24,363 | 0 | 0 | |
| Lantheus Holdings Inc. | COM | 516544103 | 5,624 | 318,630 | SH | DFND | 1 | 130,450 | 0 | 188,180 | |
| Laredo Pete Hldgs Inc | COM | 516806106 | 2,176 | 206,835 | SH | DFND | 1 | 28,840 | 0 | 177,995 | |
| Las Vegas Sands Corp. | COM | 517834107 | 1,689 | 26,429 | SH | DFND | 1 | 9,434 | 0 | 16,995 | |
| LaSalle Hotel Properties (REIT | COM SH BEN INT | 517942108 | 1,636 | 54,915 | SH | DFND | 1 | 54,915 | 0 | 0 | |
| Lazard Ltd. | COM | G54050102 | 45,932 | 991,410 | SH | DFND | 1 | 780,071 | 0 | 211,339 | |
| Lear Corp. | COM NEW | 521865204 | 217 | 1,525 | SH | DFND | 1 | 1,075 | 0 | 450 | |
| Legg Mason Inc. | COM | 524901105 | 12,150 | 318,386 | SH | DFND | 1 | 254,412 | 0 | 63,974 | |
| Leidos Holdings Inc. | COM | 525327102 | 38,378 | 742,464 | SH | DFND | 1 | 586,262 | 0 | 156,202 | |
| Lexington Realty Trust (REIT) | COM | 529043101 | 11,266 | 1,136,876 | SH | DFND | 1 | 860,075 | 0 | 276,801 | |
| LHC Group Inc. | COM | 50187A107 | 4,393 | 64,701 | SH | DFND | 1 | 33,226 | 0 | 31,475 | |
| Liberty Property Trust (REIT) | COM | 531172104 | 20,991 | 515,620 | SH | DFND | 1 | 402,051 | 0 | 113,569 | |
| LifePoint Health Inc. | COM | 53219L109 | 1,830 | 27,249 | SH | DFND | 1 | 27,249 | 0 | 0 | |
| Lincoln National Corp. | COM | 534187109 | 1,894 | 28,027 | SH | DFND | 1 | 10,122 | 0 | 17,905 | |
| Lions Gate Entertainment CL B | CL B NON VTG | 535919500 | 41,381 | 1,574,623 | SH | DFND | 1 | 1,236,803 | 0 | 337,820 | |
| Louisiana-Pacific Corp. | COM | 546347105 | 1,749 | 72,540 | SH | DFND | 1 | 72,540 | 0 | 0 | |
| Lowe's Companies Inc. | COM | 548661107 | 2,875 | 37,082 | SH | DFND | 1 | 19,689 | 0 | 17,393 | |
| LSI Industries Inc. | COM | 50216C108 | 5,914 | 653,516 | SH | DFND | 1 | 496,762 | 0 | 156,754 | |
| Luminex Corp Del | COM | 55027E102 | 1,832 | 86,765 | SH | DFND | 1 | 86,765 | 0 | 0 | |
| Mack-Cali Realty Corp. (REIT) | COM | 554489104 | 7,872 | 290,035 | SH | DFND | 1 | 39,830 | 0 | 250,205 | |
| Magellan Health Inc. | COM | 559079207 | 1,653 | 22,680 | SH | DFND | 1 | 22,680 | 0 | 0 | |
| Mainsource Financial Gp Inc | COM | 56062Y102 | 1,713 | 51,110 | SH | DFND | 1 | 51,110 | 0 | 0 | |
| ManpowerGroup Inc. | COM | 56418H100 | 8,165 | 73,131 | SH | DFND | 1 | 62,745 | 0 | 10,386 | |
| ManTech International Corporat | CL A | 564563104 | 1,876 | 45,345 | SH | DFND | 1 | 45,345 | 0 | 0 | |
| Masimo Corp | COM | 574795100 | 1,718 | 18,845 | SH | DFND | 1 | 18,845 | 0 | 0 | |
| Masonite International Corpora | COM | 575385109 | 3,156 | 41,800 | SH | DFND | 1 | 31,350 | 0 | 10,450 | |
| Materion Corp | COM | 576690101 | 1,499 | 40,070 | SH | DFND | 1 | 40,070 | 0 | 0 | |
| Matrix Service Co. | COM | 576853105 | 1,531 | 163,690 | SH | DFND | 1 | 163,690 | 0 | 0 | |
| MaxLinear Inc. | CL A | 57776J100 | 3,725 | 133,555 | SH | DFND | 1 | 18,665 | 0 | 114,890 | |
| McDermott International Inc. | COM | 580037109 | 1,783 | 248,700 | SH | DFND | 1 | 248,700 | 0 | 0 | |
| McKesson Corp. | COM | 58155Q103 | 1,747 | 10,620 | SH | DFND | 1 | 3,815 | 0 | 6,805 | |
| MDU Resources | COM | 552690109 | 1,694 | 64,651 | SH | DFND | 1 | 64,651 | 0 | 0 | |
| Medical Properties Trust Inc. | COM | 58463J304 | 29,018 | 2,254,733 | SH | DFND | 1 | 1,577,019 | 0 | 677,714 | |
| Medifast Inc | COM | 58470H101 | 1,563 | 37,688 | SH | DFND | 1 | 37,688 | 0 | 0 | |
| Mercer International Inc. | COM | 588056101 | 1,390 | 120,890 | SH | DFND | 1 | 120,890 | 0 | 0 | |
| Merck & Co. Inc. | COM | 58933Y105 | 7,570 | 118,114 | SH | DFND | 1 | 53,939 | 0 | 64,175 | |
| Meredith Corp. | COM | 589433101 | 17,676 | 297,323 | SH | DFND | 1 | 249,391 | 0 | 47,932 | |
| Meridian Bioscience Inc | COM | 589584101 | 1,791 | 113,722 | SH | DFND | 1 | 113,722 | 0 | 0 | |
| Meta Financial Group Inc. | COM | 59100U108 | 1,748 | 19,640 | SH | DFND | 1 | 19,640 | 0 | 0 | |
| Methanex Corp. | COM | 59151K108 | 1,670 | 37,915 | SH | DFND | 1 | 37,915 | 0 | 0 | |
| Methode Electronics Inc. | COM | 591520200 | 6,239 | 151,430 | SH | DFND | 1 | 123,580 | 0 | 27,850 | |
| MetLife Inc. | COM | 59156R108 | 4,975 | 90,548 | SH | DFND | 1 | 32,688 | 0 | 57,860 | |
| Michael Kors Hldgs Ltd | COM | G60754101 | 9,102 | 251,090 | SH | DFND | 1 | 191,257 | 0 | 59,833 | |
| Micron Technology Inc. | COM | 595112103 | 30,264 | 1,013,520 | SH | DFND | 1 | 808,048 | 0 | 205,472 | |
| Microsemi Corp. | COM | 595137100 | 45,242 | 966,714 | SH | DFND | 1 | 765,460 | 0 | 201,254 | |
| Microsoft Corporation | COM | 594918104 | 6,565 | 95,248 | SH | DFND | 1 | 36,763 | 0 | 58,485 | |
| Midland States Bancorp Inc. | COM | 597742105 | 6,273 | 187,135 | SH | DFND | 1 | 43,355 | 0 | 143,780 | |
| Miller Industries Inc. | COM NEW | 600551204 | 499 | 20,070 | SH | DFND | 1 | 15,970 | 0 | 4,100 | |
| Minerals Technologies Inc. | COM | 603158106 | 1,654 | 22,595 | SH | DFND | 1 | 22,595 | 0 | 0 | |
| Mitel Networks Corporation | COM | 60671Q104 | 1,770 | 240,755 | SH | DFND | 1 | 240,755 | 0 | 0 | |
| MKS Instruments Inc. | COM | 55306N104 | 13,779 | 204,743 | SH | DFND | 1 | 155,742 | 0 | 49,001 | |
| Mohawk Industries Inc. | COM | 608190104 | 508 | 2,100 | SH | DFND | 1 | 2,100 | 0 | 0 | |
| Molina Healthcare Inc. | COM | 60855R100 | 5,845 | 84,483 | SH | DFND | 1 | 33,413 | 0 | 51,070 | |
| Mondelez International Inc. | CL A | 609207105 | 2,490 | 57,654 | SH | DFND | 1 | 23,024 | 0 | 34,630 | |
| Moog Inc. | CL A | 615394202 | 1,844 | 25,715 | SH | DFND | 1 | 25,715 | 0 | 0 | |
| Morgan Stanley | COM NEW | 617446448 | 4,809 | 107,912 | SH | DFND | 1 | 47,472 | 0 | 60,440 | |
| Movado Group Inc | COM | 624580106 | 1,743 | 69,041 | SH | DFND | 1 | 69,041 | 0 | 0 | |
| MTGE Investment Corp. | COM | 55378A105 | 1,841 | 97,935 | SH | DFND | 1 | 97,935 | 0 | 0 | |
| Mueller Industries Inc. | COM | 624756102 | 9,917 | 325,691 | SH | DFND | 1 | 249,514 | 0 | 76,177 | |
| MYR Group Inc. | COM | 55405W104 | 1,815 | 58,505 | SH | DFND | 1 | 58,505 | 0 | 0 | |
| Myriad Genetics Inc. | COM | 62855J104 | 1,765 | 68,310 | SH | DFND | 1 | 68,310 | 0 | 0 | |
| National Fuel Gas Co. | COM | 636180101 | 1,730 | 30,985 | SH | DFND | 1 | 30,985 | 0 | 0 | |
| National Oilwell Varco Incorpo | COM | 637071101 | 1,503 | 45,635 | SH | DFND | 1 | 16,420 | 0 | 29,215 | |
| National Retail Properties Inc | COM | 637417106 | 6,085 | 155,625 | SH | DFND | 1 | 116,722 | 0 | 38,903 | |
| Natus Medical Inc. | COM | 639050103 | 1,715 | 45,989 | SH | DFND | 1 | 45,989 | 0 | 0 | |
| Navient Corporation | COM | 63938C108 | 1,826 | 109,690 | SH | DFND | 1 | 109,690 | 0 | 0 | |
| Navigant Consulting | COM | 63935N107 | 1,707 | 86,385 | SH | DFND | 1 | 86,385 | 0 | 0 | |
| NCR Corporation | COM | 62886E108 | 1,779 | 43,550 | SH | DFND | 1 | 43,550 | 0 | 0 | |
| Nektar Therapeutics | COM | 640268108 | 14,331 | 733,030 | SH | DFND | 1 | 561,492 | 0 | 171,538 | |
| Nelnet Inc. | COM | 64031N108 | 1,790 | 38,085 | SH | DFND | 1 | 38,085 | 0 | 0 | |
| NetApp Inc. | COM | 64110D104 | 25,845 | 645,321 | SH | DFND | 1 | 521,617 | 0 | 123,704 | |
| Netgear Inc. | COM | 64111Q104 | 8,469 | 196,504 | SH | DFND | 1 | 161,569 | 0 | 34,935 | |
| Newell Brands Inc. | COM | 651229106 | 27,158 | 506,493 | SH | DFND | 1 | 411,915 | 0 | 94,578 | |
| Nicolet Bankshares Inc. | COM | 65406E102 | 3,174 | 58,020 | SH | DFND | 1 | 8,210 | 0 | 49,810 | |
| NMI Holdings Inc. | CL A | 629209305 | 6,373 | 556,625 | SH | DFND | 1 | 77,255 | 0 | 479,370 | |
| Noble Energy Inc. | COM | 655044105 | 2,139 | 75,594 | SH | DFND | 1 | 33,409 | 0 | 42,185 | |
| Nomad Foods Limited | USD ORD SHS | G6564A105 | 22,106 | 1,566,683 | SH | DFND | 1 | 1,025,159 | 0 | 541,524 | |
| Northern Trust Corp. | COM | 665859104 | 2,381 | 24,493 | SH | DFND | 1 | 8,818 | 0 | 15,675 | |
| Northwestern Corp. | COM NEW | 668074305 | 23,815 | 390,284 | SH | DFND | 1 | 301,553 | 0 | 88,731 | |
| Nova Measuring Instruments Ltd | COM | M7516K103 | 7,060 | 319,620 | SH | DFND | 1 | 44,605 | 0 | 275,015 | |
| NRG Energy Inc. | COM | 629377508 | 6,313 | 366,605 | SH | DFND | 1 | 141,475 | 0 | 225,130 | |
| Nu Skin Enterprises Inc. CL A | CL A | 67018T105 | 1,914 | 30,460 | SH | DFND | 1 | 30,460 | 0 | 0 | |
| NutriSystem Inc. | COM | 67069D108 | 4,374 | 84,025 | SH | DFND | 1 | 64,353 | 0 | 19,672 | |
| Oasis Pete Inc New | COM | 674215108 | 8,919 | 1,107,928 | SH | DFND | 1 | 823,850 | 0 | 284,078 | |
| Oceaneering International Inc. | COM | 675232102 | 1,774 | 77,655 | SH | DFND | 1 | 77,655 | 0 | 0 | |
| Office Depot Inc. | COM | 676220106 | 1,372 | 243,300 | SH | DFND | 1 | 243,300 | 0 | 0 | |
| Olin Corp. | COM PAR $1 | 680665205 | 1,753 | 57,880 | SH | DFND | 1 | 57,880 | 0 | 0 | |
| Omnicell Inc. | COM | 68213N109 | 8,216 | 190,617 | SH | DFND | 1 | 146,128 | 0 | 44,489 | |
| On Assignment Inc. | COM | 682159108 | 13,451 | 248,398 | SH | DFND | 1 | 190,166 | 0 | 58,232 | |
| Oracle Corp. | COM | 68389X105 | 3,272 | 65,253 | SH | DFND | 1 | 28,198 | 0 | 37,055 | |
| OraSure Technologies Inc. | COM | 68554V108 | 1,833 | 106,211 | SH | DFND | 1 | 106,211 | 0 | 0 | |
| Orbital ATK Inc. | COM | 68557N103 | 10,783 | 109,630 | SH | DFND | 1 | 88,603 | 0 | 21,027 | |
| Orbotech Ltd. ORD | ORD | M75253100 | 48,731 | 1,493,902 | SH | DFND | 1 | 1,010,180 | 0 | 483,722 | |
| Orion Group Holdings Inc. | COM | 68628V308 | 1,224 | 163,895 | SH | DFND | 1 | 163,895 | 0 | 0 | |
| Oritani Financial Corp | COM | 68633D103 | 5,614 | 329,268 | SH | DFND | 1 | 275,915 | 0 | 53,353 | |
| Orthofix International N.V. | COM | N6748L102 | 1,911 | 41,105 | SH | DFND | 1 | 41,105 | 0 | 0 | |
| Oshkosh Corp. | COM | 688239201 | 40,341 | 585,673 | SH | DFND | 1 | 471,567 | 0 | 114,106 | |
| Overseas Shipholding Group Inc | CL A NEW | 69036R863 | 1,205 | 452,870 | SH | DFND | 1 | 452,870 | 0 | 0 | |
| Owens & Minor Inc. | COM | 690732102 | 1,618 | 50,250 | SH | DFND | 1 | 50,250 | 0 | 0 | |
| Owens Illinois | COM NEW | 690768403 | 1,817 | 75,980 | SH | DFND | 1 | 75,980 | 0 | 0 | |
| Pacific Ethanol Inc. | COM PAR $.001 | 69423U305 | 1,646 | 263,340 | SH | DFND | 1 | 263,340 | 0 | 0 | |
| Patterson Companies Inc. | COM | 703395103 | 1,724 | 36,720 | SH | DFND | 1 | 36,720 | 0 | 0 | |
| PCM Inc. | COM | 69323K100 | 1,611 | 85,925 | SH | DFND | 1 | 85,925 | 0 | 0 | |
| PDL BioPharma Inc. | COM | 69329Y104 | 1,765 | 714,640 | SH | DFND | 1 | 714,640 | 0 | 0 | |
| Peapack-Gladstone Financial Co | COM | 704699107 | 1,248 | 39,890 | SH | DFND | 1 | 39,890 | 0 | 0 | |
| PennyMac Mortgage Investment T | COM | 70931T103 | 1,718 | 93,905 | SH | DFND | 1 | 93,905 | 0 | 0 | |
| Pentair plc | SHS | G7S00T104 | 2,199 | 33,051 | SH | DFND | 1 | 15,676 | 0 | 17,375 | |
| Perficient Inc. | COM | 71375U101 | 1,598 | 85,705 | SH | DFND | 1 | 85,705 | 0 | 0 | |
| PerkinElmer Inc. | COM | 714046109 | 19,801 | 290,593 | SH | DFND | 1 | 227,202 | 0 | 63,391 | |
| Perry Ellis International Inc. | COM | 288853104 | 1,402 | 72,044 | SH | DFND | 1 | 72,044 | 0 | 0 | |
| PG&E Corporation | COM | 69331C108 | 5,165 | 77,815 | SH | DFND | 1 | 66,728 | 0 | 11,087 | |
| PGT Innovations Inc. | COM | 69336V101 | 3,749 | 292,900 | SH | DFND | 1 | 218,800 | 0 | 74,100 | |
| PH Glatfelter Co. | COM | 377316104 | 5,841 | 298,935 | SH | DFND | 1 | 230,839 | 0 | 68,096 | |
| PharMerica Corp. | COM | 71714F104 | 4,402 | 167,683 | SH | DFND | 1 | 128,640 | 0 | 39,043 | |
| Photronics Inc. | COM | 719405102 | 1,750 | 186,125 | SH | DFND | 1 | 186,125 | 0 | 0 | |
| Physicians Realty Trust (REIT) | COM | 71943U104 | 14,171 | 703,624 | SH | DFND | 1 | 531,759 | 0 | 171,865 | |
| Piedmont Office Realty Trust I | COM CL A | 720190206 | 38,816 | 1,841,357 | SH | DFND | 1 | 1,479,367 | 0 | 361,990 | |
| Pier 1 Imports Inc. | COM | 720279108 | 1,329 | 256,000 | SH | DFND | 1 | 256,000 | 0 | 0 | |
| Pinnacle Foods Inc. | COM | 72348P104 | 61,837 | 1,041,030 | SH | DFND | 1 | 826,780 | 0 | 214,250 | |
| Piper Jaffray Co. | COM | 724078100 | 10,841 | 180,833 | SH | DFND | 1 | 135,439 | 0 | 45,394 | |
| Plantronics Inc. | COM | 727493108 | 1,594 | 30,465 | SH | DFND | 1 | 30,465 | 0 | 0 | |
| Plexus Corp. | COM | 729132100 | 1,622 | 30,850 | SH | DFND | 1 | 30,850 | 0 | 0 | |
| PNC Financial Services Group I | COM | 693475105 | 7,201 | 57,669 | SH | DFND | 1 | 26,199 | 0 | 31,470 | |
| Portland General Electric | COM NEW | 736508847 | 1,710 | 37,420 | SH | DFND | 1 | 37,420 | 0 | 0 | |
| Powell Industries Inc. | COM | 739128106 | 1,238 | 38,690 | SH | DFND | 1 | 38,690 | 0 | 0 | |
| Precision Drilling Corporation | COM | 74022D308 | 50,237 | 14,732,213 | SH | DFND | 1 | 10,636,632 | 0 | 4,095,581 | |
| Preferred Bk Los Angeles Ca | COM NEW | 740367404 | 7,283 | 136,205 | SH | DFND | 1 | 47,125 | 0 | 89,080 | |
| Premier Inc. | CL A | 74051N102 | 6,283 | 174,528 | SH | DFND | 1 | 34,668 | 0 | 139,860 | |
| Prosperity Bancshares Inc. | COM | 743606105 | 1,773 | 27,600 | SH | DFND | 1 | 27,600 | 0 | 0 | |
| Providence Service Corp. | COM | 743815102 | 1,590 | 31,420 | SH | DFND | 1 | 31,420 | 0 | 0 | |
| Provident Financial Services I | COM | 74386T105 | 11,972 | 471,698 | SH | DFND | 1 | 356,804 | 0 | 114,894 | |
| Prudential Financial Inc. | COM | 744320102 | 357 | 3,300 | SH | DFND | 1 | 3,300 | 0 | 0 | |
| Public Service Enterprise Grou | COM | 744573106 | 34,950 | 812,592 | SH | DFND | 1 | 696,722 | 0 | 115,870 | |
| PVH Corporation | COM | 693656100 | 69,991 | 611,273 | SH | DFND | 1 | 476,163 | 0 | 135,110 | |
| Qorvo Inc. | COM | 74736K101 | 9,115 | 143,952 | SH | DFND | 1 | 108,960 | 0 | 34,992 | |
| Quad/Graphics Inc. | COM NEW | 747301109 | 6,241 | 272,282 | SH | DFND | 1 | 101,572 | 0 | 170,710 | |
| Quality Sys Inc. | COM | 747582104 | 1,766 | 102,615 | SH | DFND | 1 | 102,615 | 0 | 0 | |
| Quest Diagnostics Inc. | COM | 74834L100 | 1,271 | 11,432 | SH | DFND | 1 | 4,112 | 0 | 7,320 | |
| Ralph Lauren Corp | CL A | 751212101 | 1,606 | 21,760 | SH | DFND | 1 | 21,760 | 0 | 0 | |
| Ramco-Gershenson Properties Tr | COM SH BEN INT | 751452202 | 1,733 | 134,345 | SH | DFND | 1 | 134,345 | 0 | 0 | |
| Raymond James Financial Inc. | COM | 754730109 | 249 | 3,100 | SH | DFND | 1 | 2,150 | 0 | 950 | |
| Realty Income Corp. (REIT) | COM | 756109104 | 246 | 4,450 | SH | DFND | 1 | 3,100 | 0 | 1,350 | |
| Regal Beloit Corp. | COM | 758750103 | 17,704 | 217,094 | SH | DFND | 1 | 168,897 | 0 | 48,197 | |
| Regis Corp. | COM | 758932107 | 1,400 | 136,300 | SH | DFND | 1 | 136,300 | 0 | 0 | |
| Renewable Energy Group Inc | COM NEW | 75972A301 | 4,772 | 368,495 | SH | DFND | 1 | 177,370 | 0 | 191,125 | |
| Resolute Energy Corporation | COM | 76116A306 | 2,382 | 80,020 | SH | DFND | 1 | 11,250 | 0 | 68,770 | |
| Resources Connection Inc. | COM | 76122Q105 | 1,365 | 99,624 | SH | DFND | 1 | 99,624 | 0 | 0 | |
| Revolution Lighting Technologi | COM NEW | 76155G206 | 3,062 | 464,600 | SH | DFND | 1 | 344,200 | 0 | 120,400 | |
| REX American Resources Corp. | COM | 761624105 | 11,275 | 116,769 | SH | DFND | 1 | 87,046 | 0 | 29,723 | |
| RH | COM | 74967X103 | 176 | 2,733 | SH | DFND | 1 | 2,588 | 0 | 145 | |
| RLJ Lodging Trust (REIT) | COM | 74965L101 | 1,615 | 81,275 | SH | DFND | 1 | 81,275 | 0 | 0 | |
| Rowan Companies Plc | SHS CL A | G7665A101 | 1,686 | 164,690 | SH | DFND | 1 | 164,690 | 0 | 0 | |
| RPX Corp. | COM | 74972G103 | 1,678 | 120,260 | SH | DFND | 1 | 120,260 | 0 | 0 | |
| Rudolph Techonologies Inc. | COM | 781270103 | 1,668 | 73,005 | SH | DFND | 1 | 73,005 | 0 | 0 | |
| Rush Enterprises Inc Cl A | CL A | 781846209 | 4,622 | 124,310 | SH | DFND | 1 | 58,460 | 0 | 65,850 | |
| Sabra Health Care REIT Inc. | COM | 78573L106 | 8,042 | 333,700 | SH | DFND | 1 | 186,925 | 0 | 146,775 | |
| Safety Insurance Group Inc. | COM | 78648T100 | 1,631 | 23,880 | SH | DFND | 1 | 23,880 | 0 | 0 | |
| Sandy Spring Bancorp Inc. | COM | 800363103 | 17,715 | 435,694 | SH | DFND | 1 | 332,906 | 0 | 102,788 | |
| Sanmina Corporation | COM | 801056102 | 1,605 | 42,135 | SH | DFND | 1 | 42,135 | 0 | 0 | |
| ScanSource Inc. | COM | 806037107 | 1,670 | 41,440 | SH | DFND | 1 | 41,440 | 0 | 0 | |
| Schlumberger Limited | COM | 806857108 | 546 | 8,300 | SH | DFND | 1 | 8,300 | 0 | 0 | |
| Schnitzer Steel Industries Inc | COM | 806882106 | 1,935 | 76,805 | SH | DFND | 1 | 76,805 | 0 | 0 | |
| Seagate Technology PLC | SHS | G7945M107 | 7,817 | 201,717 | SH | DFND | 1 | 125,662 | 0 | 76,055 | |
| Select Comfort Corporation | COM | 81616X103 | 1,463 | 41,220 | SH | DFND | 1 | 41,220 | 0 | 0 | |
| Select Income REIT | COM | 81618T100 | 1,693 | 70,440 | SH | DFND | 1 | 70,440 | 0 | 0 | |
| Selective Insurance Group Inc. | COM | 816300107 | 27,585 | 551,145 | SH | DFND | 1 | 419,897 | 0 | 131,248 | |
| Shoe Carnival Inc. | COM | 824889109 | 1,463 | 70,068 | SH | DFND | 1 | 70,068 | 0 | 0 | |
| Sierra Wireless Inc. | COM | 826516106 | 2,794 | 99,435 | SH | DFND | 1 | 14,055 | 0 | 85,380 | |
| Silicon Motion Technology Corp | SPONSORED ADR | 82706C108 | 14,189 | 294,198 | SH | DFND | 1 | 224,590 | 0 | 69,608 | |
| Simmons First National Corp | CL A $1 PAR | 828730200 | 1,777 | 33,595 | SH | DFND | 1 | 33,595 | 0 | 0 | |
| SkyWest Inc. | COM | 830879102 | 8,217 | 234,089 | SH | DFND | 1 | 40,074 | 0 | 194,015 | |
| SL Green Realty Corp. (REIT) | COM | 78440X101 | 48,174 | 455,332 | SH | DFND | 1 | 367,306 | 0 | 88,026 | |
| SLM Corp. (New) | COM | 78442P106 | 6,295 | 547,425 | SH | DFND | 1 | 75,585 | 0 | 471,840 | |
| SM Energy Company | COM | 78454L100 | 25,031 | 1,514,292 | SH | DFND | 1 | 1,218,369 | 0 | 295,923 | |
| SodaStream International Ltd. | COM | M9068E105 | 7,076 | 132,215 | SH | DFND | 1 | 48,325 | 0 | 83,890 | |
| SONY Corp. ADR | SPONSORED ADR | 835699307 | 978 | 25,617 | SH | DFND | 1 | 8,772 | 0 | 16,845 | |
| South State Corp. | COM | 840441109 | 2,198 | 25,645 | SH | DFND | 1 | 3,570 | 0 | 22,075 | |
| SP Plus Corp. | COM | 78469C103 | 1,748 | 57,220 | SH | DFND | 1 | 57,220 | 0 | 0 | |
| Spark Energy Inc. | CL A COM | 846511103 | 395 | 21,000 | SH | DFND | 1 | 14,400 | 0 | 6,600 | |
| Spartan Motors Inc. | COM | 846819100 | 5,446 | 615,385 | SH | DFND | 1 | 85,720 | 0 | 529,665 | |
| Spectrum Brands Hldgs Inc | COM | 84763R101 | 18,004 | 143,986 | SH | DFND | 1 | 109,468 | 0 | 34,518 | |
| Spok Holdings Inc. | COM | 84863T106 | 1,389 | 78,485 | SH | DFND | 1 | 78,485 | 0 | 0 | |
| Sprint Corporation | COM SER 1 | 85207U105 | 1,545 | 188,127 | SH | DFND | 1 | 67,737 | 0 | 120,390 | |
| SPX Corporation | COM | 784635104 | 1,609 | 63,965 | SH | DFND | 1 | 63,965 | 0 | 0 | |
| State Bank Financial Corp | COM | 856190103 | 1,556 | 57,370 | SH | DFND | 1 | 57,370 | 0 | 0 | |
| State Street Corp. | COM | 857477103 | 485 | 5,400 | SH | DFND | 1 | 5,400 | 0 | 0 | |
| Steelcase Inc. CL A | CL A | 858155203 | 1,719 | 122,755 | SH | DFND | 1 | 122,755 | 0 | 0 | |
| Sterling Bancorp New | COM | 85917A100 | 23,002 | 989,353 | SH | DFND | 1 | 662,136 | 0 | 327,217 | |
| Steven Madden Ltd. | COM | 556269108 | 9,184 | 229,884 | SH | DFND | 1 | 177,577 | 0 | 52,307 | |
| Stifel Financial Corp. | CL A | 860630102 | 17,115 | 372,221 | SH | DFND | 1 | 196,916 | 0 | 175,305 | |
| STMicroelectronics N.V. | NY REGISTRY | 861012102 | 1,153 | 80,155 | SH | DFND | 1 | 28,620 | 0 | 51,535 | |
| Stoneridge Inc. | COM | 86183P102 | 6,281 | 407,621 | SH | DFND | 1 | 309,689 | 0 | 97,932 | |
| Sucampo Pharmaceuticals Inc | CL A | 864909106 | 1,648 | 156,960 | SH | DFND | 1 | 156,960 | 0 | 0 | |
| Summit Hotel Properties Inc. ( | COM | 866082100 | 23,407 | 1,255,074 | SH | DFND | 1 | 946,847 | 0 | 308,227 | |
| Suncoke Energy Inc | COM | 86722A103 | 1,796 | 164,745 | SH | DFND | 1 | 164,745 | 0 | 0 | |
| Sunstone Hotel Investors Inc. | COM | 867892101 | 1,791 | 111,110 | SH | DFND | 1 | 111,110 | 0 | 0 | |
| SunTrust Banks Inc. | COM | 867914103 | 2,838 | 50,036 | SH | DFND | 1 | 21,791 | 0 | 28,245 | |
| SUPERVALU Inc. | COM | 868536103 | 1,880 | 571,305 | SH | DFND | 1 | 571,305 | 0 | 0 | |
| Sykes Enterprises Inc. | COM | 871237103 | 7,750 | 231,125 | SH | DFND | 1 | 190,213 | 0 | 40,912 | |
| Synaptics Inc. | COM | 87157D109 | 1,578 | 30,510 | SH | DFND | 1 | 30,510 | 0 | 0 | |
| T-Mobile US Inc. | COM | 872590104 | 2,455 | 40,494 | SH | DFND | 1 | 18,609 | 0 | 21,885 | |
| Tailored Brands Inc. | COM | 87403A107 | 1,522 | 136,345 | SH | DFND | 1 | 136,345 | 0 | 0 | |
| Tech Data Corp. | COM | 878237106 | 4,265 | 42,229 | SH | DFND | 1 | 23,959 | 0 | 18,270 | |
| Teekay Tankers Ltd | CL A | Y8565N102 | 1,731 | 920,760 | SH | DFND | 1 | 920,760 | 0 | 0 | |
| Telephone & Data Sys Inc | COM NEW | 879433829 | 1,708 | 61,555 | SH | DFND | 1 | 61,555 | 0 | 0 | |
| Teradata Corporation | COM | 88076W103 | 1,590 | 53,910 | SH | DFND | 1 | 53,910 | 0 | 0 | |
| Teradyne Inc. | COM | 880770102 | 25,686 | 855,343 | SH | DFND | 1 | 684,353 | 0 | 170,990 | |
| Tesoro Corporation | COM | 881609101 | 24,588 | 262,689 | SH | DFND | 1 | 209,519 | 0 | 53,170 | |
| Tetra Tech Inc. | COM | 88162G103 | 14,358 | 313,846 | SH | DFND | 1 | 206,099 | 0 | 107,747 | |
| The Chefs Warehouse Inc. | COM | 163086101 | 1,185 | 91,145 | SH | DFND | 1 | 91,145 | 0 | 0 | |
| The Childrens Place Inc. | COM | 168905107 | 30,179 | 295,581 | SH | DFND | 1 | 209,740 | 0 | 85,841 | |
| The Dow Chemical Company | COM | 260543103 | 3,919 | 62,141 | SH | DFND | 1 | 26,606 | 0 | 35,535 | |
| Third Point Reinsurance Ltd. | COM | G8827U100 | 12,817 | 922,085 | SH | DFND | 1 | 685,530 | 0 | 236,555 | |
| Tillys Inc | CL A | 886885102 | 1,263 | 124,430 | SH | DFND | 1 | 124,430 | 0 | 0 | |
| Timken Co. | COM | 887389104 | 1,766 | 38,175 | SH | DFND | 1 | 38,175 | 0 | 0 | |
| TimkenSteel Corporation | COM | 887399103 | 8,028 | 522,335 | SH | DFND | 1 | 208,970 | 0 | 313,365 | |
| Tivity Health Inc. | COM | 88870R102 | 22,050 | 553,332 | SH | DFND | 1 | 309,491 | 0 | 243,841 | |
| TiVo Corp. (new) | COM | 88870P106 | 9,950 | 533,511 | SH | DFND | 1 | 405,032 | 0 | 128,479 | |
| Toll Bros Inc. | COM | 889478103 | 56,248 | 1,423,647 | SH | DFND | 1 | 1,143,143 | 0 | 280,504 | |
| Toyota Motor Corp. ADR | COM | 892331307 | 1,365 | 13,000 | SH | DFND | 1 | 13,000 | 0 | 0 | |
| Transocean Ltd | REG SHS | H8817H100 | 1,765 | 214,500 | SH | DFND | 1 | 214,500 | 0 | 0 | |
| TriCo Bancshares | COM | 896095106 | 1,335 | 37,980 | SH | DFND | 1 | 37,980 | 0 | 0 | |
| Trinseo SA | SHS | L9340P101 | 18,963 | 276,025 | SH | DFND | 1 | 156,986 | 0 | 119,039 | |
| Triple-S Management Corporatio | COM | 896749108 | 1,153 | 68,184 | SH | DFND | 1 | 68,184 | 0 | 0 | |
| Triton International Limited C | CL A | G9078F107 | 1,816 | 54,315 | SH | DFND | 1 | 7,570 | 0 | 46,745 | |
| Triumph Group Inc. | COM | 896818101 | 1,832 | 57,980 | SH | DFND | 1 | 57,980 | 0 | 0 | |
| Tronox Limited | SHS CL A | Q9235V101 | 2,869 | 189,750 | SH | DFND | 1 | 26,835 | 0 | 162,915 | |
| TrueBlue Inc. | COM | 89785X101 | 1,690 | 63,780 | SH | DFND | 1 | 63,780 | 0 | 0 | |
| Trustco Bank Corp NY | COM | 898349105 | 5,743 | 741,020 | SH | DFND | 1 | 561,667 | 0 | 179,353 | |
| TTM Technologies Inc. | COM | 87305R109 | 24,161 | 1,391,741 | SH | DFND | 1 | 889,689 | 0 | 502,052 | |
| Tutor Perini Corp. | COM | 901109108 | 8,663 | 301,318 | SH | DFND | 1 | 115,093 | 0 | 186,225 | |
| Twenty-First Century Fox Inc. | CL A | 90130A101 | 3,689 | 130,187 | SH | DFND | 1 | 59,327 | 0 | 70,860 | |
| U S Silica Hldgs Inc | COM | 90346E103 | 17,144 | 483,072 | SH | DFND | 1 | 359,327 | 0 | 123,745 | |
| U.S. Concrete Inc. | COM NEW | 90333L201 | 15,554 | 198,017 | SH | DFND | 1 | 134,300 | 0 | 63,717 | |
| Ultra Clean Holdings Inc. | COM | 90385V107 | 4,524 | 241,265 | SH | DFND | 1 | 33,735 | 0 | 207,530 | |
| Umpqua Holdings Corp. | COM | 904214103 | 11,650 | 634,514 | SH | DFND | 1 | 480,197 | 0 | 154,317 | |
| Union Bankshares Corporation | COM | 90539J109 | 7,072 | 208,615 | SH | DFND | 1 | 159,859 | 0 | 48,756 | |
| Unit Corp. | COM | 909218109 | 1,845 | 98,525 | SH | DFND | 1 | 98,525 | 0 | 0 | |
| United Community Banks Inc. | COM | 90984P303 | 42,435 | 1,526,431 | SH | DFND | 1 | 903,569 | 0 | 622,862 | |
| United Continental Holdings. | COM | 910047109 | 25,980 | 345,253 | SH | DFND | 1 | 291,289 | 0 | 53,964 | |
| United Financial Bancorp Inc. | COM | 910304104 | 18,452 | 1,105,564 | SH | DFND | 1 | 836,337 | 0 | 269,227 | |
| United Fire Group Inc | COM | 910340108 | 22,861 | 518,863 | SH | DFND | 1 | 394,260 | 0 | 124,603 | |
| United Natural Foods Inc. | COM | 911163103 | 1,818 | 49,525 | SH | DFND | 1 | 49,525 | 0 | 0 | |
| United States Cellular Corp. | COM | 911684108 | 1,719 | 44,855 | SH | DFND | 1 | 44,855 | 0 | 0 | |
| United States Steel Corp. | COM | 912909108 | 1,901 | 85,865 | SH | DFND | 1 | 85,865 | 0 | 0 | |
| United Technologies Corp. | COM | 913017109 | 733 | 6,000 | SH | DFND | 1 | 6,000 | 0 | 0 | |
| United Therapeutics Corp. | COM | 91307C102 | 1,777 | 13,700 | SH | DFND | 1 | 13,700 | 0 | 0 | |
| Universal Display Corp. (New) | COM | 91347P105 | 20,655 | 189,060 | SH | DFND | 1 | 144,359 | 0 | 44,701 | |
| Unum Group | COM | 91529Y106 | 62,588 | 1,342,233 | SH | DFND | 1 | 1,056,445 | 0 | 285,788 | |
| Urban Outfitters Inc. | COM | 917047102 | 6,241 | 336,600 | SH | DFND | 1 | 274,644 | 0 | 61,956 | |
| US Foods Holding Corp. | COM | 912008109 | 29,878 | 1,097,667 | SH | DFND | 1 | 888,396 | 0 | 209,271 | |
| Valero Energy Corp. | COM | 91913Y100 | 2,370 | 35,134 | SH | DFND | 1 | 12,644 | 0 | 22,490 | |
| Validus Holdings Ltd. | COM SHS | G9319H102 | 9,215 | 177,312 | SH | DFND | 1 | 136,732 | 0 | 40,580 | |
| Veeco Instruments Inc. | COM | 922417100 | 2,779 | 99,785 | SH | DFND | 1 | 13,905 | 0 | 85,880 | |
| Vera Bradley Inc. | COM | 92335C106 | 1,887 | 192,985 | SH | DFND | 1 | 192,985 | 0 | 0 | |
| Versum Materials LLC | COM | 92532W103 | 4,743 | 145,926 | SH | DFND | 1 | 33,181 | 0 | 112,745 | |
| Visa Inc. CL A | COM | 92826C839 | 966 | 10,300 | SH | DFND | 1 | 10,300 | 0 | 0 | |
| Vishay Intertechnology Inc. | COM | 928298108 | 20,501 | 1,234,992 | SH | DFND | 1 | 869,683 | 0 | 365,309 | |
| Visteon Corp. | COM NEW | 92839U206 | 42,614 | 417,542 | SH | DFND | 1 | 318,376 | 0 | 99,166 | |
| Vitamin Shoppe Inc | COM | 92849E101 | 1,299 | 111,490 | SH | DFND | 1 | 111,490 | 0 | 0 | |
| Vocera Communications Inc | COM | 92857F107 | 3,011 | 113,955 | SH | DFND | 1 | 15,880 | 0 | 98,075 | |
| Vonage Holdings Corp. | COM | 92886T201 | 1,598 | 244,385 | SH | DFND | 1 | 244,385 | 0 | 0 | |
| Wabash National Corp | COM | 929566107 | 4,427 | 201,417 | SH | DFND | 1 | 97,927 | 0 | 103,490 | |
| Waddell & Reed Financial Inc. | CL A | 930059100 | 4,172 | 220,963 | SH | DFND | 1 | 188,720 | 0 | 32,243 | |
| Walgreens Boots Alliance Inc. | COM | 931427108 | 3,517 | 44,913 | SH | DFND | 1 | 16,153 | 0 | 28,760 | |
| Walker & Dunlop Inc | COM | 93148P102 | 2,281 | 46,715 | SH | DFND | 1 | 6,545 | 0 | 40,170 | |
| Washington Federal Inc. | COM | 938824109 | 45,060 | 1,357,219 | SH | DFND | 1 | 917,250 | 0 | 439,969 | |
| Washington Trust Bancorp Inc. | COM | 940610108 | 7,939 | 154,007 | SH | DFND | 1 | 117,578 | 0 | 36,429 | |
| Waterstone Financial Inc. (new | COM | 94188P101 | 1,281 | 67,980 | SH | DFND | 1 | 67,980 | 0 | 0 | |
| Watts Water Technologies Inc. | COM | 942749102 | 9,981 | 157,927 | SH | DFND | 1 | 118,666 | 0 | 39,261 | |
| Weatherford International plc. | ORD SHS | G48833100 | 1,028 | 265,669 | SH | DFND | 1 | 95,489 | 0 | 170,180 | |
| Webster Financial Corp. | COM | 947890109 | 9,616 | 184,146 | SH | DFND | 1 | 141,625 | 0 | 42,521 | |
| WellCare Health Plans Inc. | COM | 94946T106 | 17,413 | 96,976 | SH | DFND | 1 | 75,647 | 0 | 21,329 | |
| Wells Fargo & Company | COM | 949746101 | 512 | 9,245 | SH | DFND | 1 | 9,245 | 0 | 0 | |
| Wesco Aircraft Hldgs Inc | COM | 950814103 | 1,949 | 179,660 | SH | DFND | 1 | 179,660 | 0 | 0 | |
| WESCO International Inc. | COM | 95082P105 | 1,784 | 31,130 | SH | DFND | 1 | 31,130 | 0 | 0 | |
| Western Digital Corp. | COM | 958102105 | 11,855 | 133,806 | SH | DFND | 1 | 92,274 | 0 | 41,532 | |
| WestRock Company | COM | 96145D105 | 16,039 | 283,074 | SH | DFND | 1 | 219,862 | 0 | 63,212 | |
| Whiting Petroleum Corp. | COM | 966387102 | 3,547 | 643,790 | SH | DFND | 1 | 362,340 | 0 | 281,450 | |
| William Lyon Homes | CL A NEW | 552074700 | 3,170 | 131,315 | SH | DFND | 1 | 18,380 | 0 | 112,935 | |
| Williams-Sonoma Inc. | COM | 969904101 | 15,369 | 316,889 | SH | DFND | 1 | 218,297 | 0 | 98,592 | |
| Wolverine World Wide Inc. | COM | 978097103 | 27,385 | 977,693 | SH | DFND | 1 | 694,539 | 0 | 283,154 | |
| World Fuel Services Corp. | COM | 981475106 | 1,798 | 46,775 | SH | DFND | 1 | 46,775 | 0 | 0 | |
| Worthington Industries Inc. | COM | 981811102 | 1,936 | 38,550 | SH | DFND | 1 | 38,550 | 0 | 0 | |
| WPX Energy Inc. | COM | 98212B103 | 17,749 | 1,837,368 | SH | DFND | 1 | 1,281,416 | 0 | 555,952 | |
| Wyndham Worldwide Corporation | COM | 98310W108 | 723 | 7,200 | SH | DFND | 1 | 7,200 | 0 | 0 | |
| Xcerra Corporation | COM | 98400J108 | 12,225 | 1,251,256 | SH | DFND | 1 | 956,324 | 0 | 294,932 | |
| Xenia Hotels & Resorts Inc. (R | COM | 984017103 | 1,857 | 95,880 | SH | DFND | 1 | 95,880 | 0 | 0 | |
| Xilinx Inc. | COM | 983919101 | 4,763 | 74,053 | SH | DFND | 1 | 64,122 | 0 | 9,931 | |
| XL Group Ltd | COM | G98294104 | 27,755 | 633,679 | SH | DFND | 1 | 487,126 | 0 | 146,553 | |
| YRC Worldwide Inc. | COM PAR $.01 | 984249607 | 1,806 | 162,370 | SH | DFND | 1 | 162,370 | 0 | 0 | |
| Zions Bancorp. | COM | 989701107 | 42,172 | 960,413 | SH | DFND | 1 | 769,655 | 0 | 190,758 | |
| Zumiez Inc. | COM | 989817101 | 1,425 | 115,376 | SH | DFND | 1 | 115,376 | 0 | 0 | |