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 | 1,092 | 22,075 | SH | DFND | 1 | 22,075 | 0 | 0 | |
| A G C O CORP | COM | 001084102 | 2 | 21 | SH | DFND | 1 | 21 | 0 | 0 | |
| Aarons Inc. | COM PAR $0.50 | 002535300 | 1,057 | 26,535 | SH | DFND | 1 | 26,535 | 0 | 0 | |
| Abbott Laboratories | COM | 002824100 | 194 | 3,400 | SH | DFND | 1 | 3,400 | 0 | 0 | |
| AbbVie Inc. | COM | 00287Y109 | 899 | 9,300 | SH | DFND | 1 | 9,300 | 0 | 0 | |
| Abercrombie & Fitch Co. | COM | 002896207 | 11,187 | 641,853 | SH | DFND | 1 | 510,061 | 0 | 131,792 | |
| ACCO Brands Corporation | COM | 00081T108 | 8,087 | 662,870 | SH | DFND | 1 | 533,665 | 0 | 129,205 | |
| Aceto Corp. | COM | 004446100 | 1,489 | 144,170 | SH | DFND | 1 | 144,170 | 0 | 0 | |
| Addus HomeCare Corporation | COM | 006739106 | 1,100 | 31,605 | SH | DFND | 1 | 31,605 | 0 | 0 | |
| Adtalem Global Education Inc. | COM | 00737L103 | 1,622 | 38,575 | SH | DFND | 1 | 38,575 | 0 | 0 | |
| Advanced Energy Industries Inc | COM | 007973100 | 4,683 | 69,396 | SH | DFND | 1 | 52,981 | 0 | 16,415 | |
| Advanced Micro Devices | COM | 007903107 | 826 | 80,312 | SH | DFND | 1 | 28,307 | 0 | 52,005 | |
| AECOM | COM | 00766T100 | 1,584 | 42,625 | SH | DFND | 1 | 42,625 | 0 | 0 | |
| Aegion Corp | COM | 00770F104 | 1,394 | 54,835 | SH | DFND | 1 | 54,835 | 0 | 0 | |
| AerCap Holdings N.V. | SHS | N00985106 | 2,047 | 38,900 | SH | DFND | 1 | 38,900 | 0 | 0 | |
| Aerojet Rocketdyne Holdings In | COM | 007800105 | 7,583 | 243,034 | SH | DFND | 1 | 195,314 | 0 | 47,720 | |
| AeroVironment Inc. | COM | 008073108 | 2,879 | 51,265 | SH | DFND | 1 | 42,957 | 0 | 8,308 | |
| Aetna Inc. | COM | 00817Y108 | 1,209 | 6,700 | SH | DFND | 1 | 6,700 | 0 | 0 | |
| AGRIUM INC | COM | 008916108 | 1 | 10 | SH | DFND | 1 | 10 | 0 | 0 | |
| Albemarle Corp. | COM | 012653101 | 1,620 | 12,670 | SH | DFND | 1 | 10,420 | 0 | 2,250 | |
| Alcoa Corp. | COM | 013872106 | 42,577 | 790,357 | SH | DFND | 1 | 604,741 | 0 | 185,616 | |
| Alleghany Corp. | COM | 017175100 | 304 | 510 | SH | DFND | 1 | 360 | 0 | 150 | |
| Allegheny Technologies Inc. | COM | 01741R102 | 384 | 15,925 | SH | DFND | 1 | 15,925 | 0 | 0 | |
| Allegion PLC | ORD SHS | G0176J109 | 133 | 1,666 | SH | DFND | 1 | 1,666 | 0 | 0 | |
| Allete Inc | COM NEW | 018522300 | 1,346 | 18,100 | SH | DFND | 1 | 18,100 | 0 | 0 | |
| Allscripts Healthcare Solution | COM | 01988P108 | 30,817 | 2,118,015 | SH | DFND | 1 | 1,738,270 | 0 | 379,745 | |
| Altra Industrial Motion Corp. | COM | 02208R106 | 11,892 | 235,943 | SH | DFND | 1 | 181,039 | 0 | 54,904 | |
| AMAG Pharmaceuticals Inc. | COM | 00163U106 | 1,478 | 111,535 | SH | DFND | 1 | 111,535 | 0 | 0 | |
| Ambac Financial Group Inc. | COM NEW | 023139884 | 1,474 | 92,265 | SH | DFND | 1 | 92,265 | 0 | 0 | |
| Amedisys Inc. | COM | 023436108 | 1,573 | 29,850 | SH | DFND | 1 | 29,850 | 0 | 0 | |
| Amerco | COM | 023586100 | 15,955 | 42,219 | SH | DFND | 1 | 32,123 | 0 | 10,096 | |
| AMEREN CORP (HLDG CO) | COM | 023608102 | 6 | 103 | SH | DFND | 1 | 103 | 0 | 0 | |
| American Airlines Group Inc. | COM | 02376R102 | 4,208 | 80,876 | SH | DFND | 1 | 28,511 | 0 | 52,365 | |
| American Eagle Outfitters Inc. | COM | 02553E106 | 23,826 | 1,267,321 | SH | DFND | 1 | 986,672 | 0 | 280,649 | |
| American Equity Investment Lif | COM | 025676206 | 743 | 24,190 | SH | DFND | 1 | 24,190 | 0 | 0 | |
| American Express Company | COM | 025816109 | 2,760 | 27,790 | SH | DFND | 1 | 9,800 | 0 | 17,990 | |
| American Public Education I | COM | 02913V103 | 1,097 | 43,790 | SH | DFND | 1 | 43,790 | 0 | 0 | |
| American Woodmark Corp. | COM | 030506109 | 7,863 | 60,371 | SH | DFND | 1 | 46,520 | 0 | 13,851 | |
| Amgen Inc. | COM | 031162100 | 3,048 | 17,529 | SH | DFND | 1 | 7,729 | 0 | 9,800 | |
| Amkor Technology Inc. | COM | 031652100 | 1,455 | 144,770 | SH | DFND | 1 | 144,770 | 0 | 0 | |
| AMN Healthcare Services Inc. | COM | 001744101 | 9,728 | 197,519 | SH | DFND | 1 | 160,089 | 0 | 37,430 | |
| Amtech Systems Inc. | COM PAR $0.01N | 032332504 | 1,379 | 136,940 | SH | DFND | 1 | 136,940 | 0 | 0 | |
| Anadarko Petroleum Corp. | COM | 032511107 | 338 | 6,300 | SH | DFND | 1 | 6,300 | 0 | 0 | |
| Analogic Corp. | COM | 032657207 | 1,598 | 19,082 | SH | DFND | 1 | 19,082 | 0 | 0 | |
| ANDEAVOR | COM | 03349M105 | 27 | 236 | SH | DFND | 1 | 235 | 0 | 1 | |
| Angiodynamics Inc | COM | 03475V101 | 4,977 | 299,307 | SH | DFND | 1 | 252,419 | 0 | 46,888 | |
| Anixter Intl Inc. | COM | 035290105 | 1,652 | 21,740 | SH | DFND | 1 | 21,740 | 0 | 0 | |
| Anthem Inc. | COM | 036752103 | 2,823 | 12,547 | SH | DFND | 1 | 6,637 | 0 | 5,910 | |
| Apple Hospitality REIT Inc. | COM NEW | 03784Y200 | 1,530 | 78,025 | SH | DFND | 1 | 78,025 | 0 | 0 | |
| Apple Inc. | COM | 037833100 | 863 | 5,100 | SH | DFND | 1 | 5,100 | 0 | 0 | |
| Applied Industrial Technologie | COM | 03820C105 | 1,636 | 24,025 | SH | DFND | 1 | 24,025 | 0 | 0 | |
| Applied Materials Inc. | COM | 038222105 | 2,983 | 58,345 | SH | DFND | 1 | 25,270 | 0 | 33,075 | |
| Aptiv PLC | SHS | G6095L109 | 21,129 | 249,077 | SH | DFND | 1 | 195,509 | 0 | 53,568 | |
| Aramark Holdings Corp. | COM | 03852U106 | 18,577 | 434,643 | SH | DFND | 1 | 350,018 | 0 | 84,625 | |
| Arbor Realty Trust Inc (REIT) | COM | 038923108 | 1,523 | 176,260 | SH | DFND | 1 | 176,260 | 0 | 0 | |
| ArcBest Corporation | COM | 03937C105 | 1,494 | 41,802 | SH | DFND | 1 | 41,802 | 0 | 0 | |
| Arch Capital Group Ltd. | ORD | G0450A105 | 191 | 2,100 | SH | DFND | 1 | 2,100 | 0 | 0 | |
| Arch Coal Inc. | CL A | 039380407 | 23,972 | 257,325 | SH | DFND | 1 | 213,924 | 0 | 43,401 | |
| Arcos Dorados Holdings Inc. | SHS CLASS -A- | G0457F107 | 1,634 | 157,860 | SH | DFND | 1 | 157,860 | 0 | 0 | |
| ARMOUR Residential REIT Inc. ( | COM NEW | 042315507 | 1,402 | 54,510 | SH | DFND | 1 | 54,510 | 0 | 0 | |
| Ascena Retail Group Inc | COM | 04351G101 | 1,180 | 502,240 | SH | DFND | 1 | 502,240 | 0 | 0 | |
| Aspen Insurance Holdings Ltd. | COM | G05384105 | 7,830 | 192,862 | SH | DFND | 1 | 146,098 | 0 | 46,764 | |
| Assured Guaranty Ltd. | COM | G0585R106 | 1,357 | 40,070 | SH | DFND | 1 | 40,070 | 0 | 0 | |
| AT&T Inc. | COM | 00206R102 | 5,300 | 136,316 | SH | DFND | 1 | 57,366 | 0 | 78,950 | |
| Athene Holding Ltd. | CL A | G0684D107 | 26,898 | 520,177 | SH | DFND | 1 | 422,702 | 0 | 97,475 | |
| Atlas Air Worldwide Holdings I | COM | 049164205 | 11,827 | 201,660 | SH | DFND | 1 | 165,486 | 0 | 36,174 | |
| Avery Dennison Corp. | COM | 053611109 | 12,382 | 107,798 | SH | DFND | 1 | 86,940 | 0 | 20,858 | |
| Avnet Inc. | COM | 053807103 | 1,533 | 38,690 | SH | DFND | 1 | 38,690 | 0 | 0 | |
| Avon Products Inc. | COM | 054303102 | 1,611 | 749,180 | SH | DFND | 1 | 749,180 | 0 | 0 | |
| AVX Corp. | COM | 002444107 | 1,315 | 76,025 | SH | DFND | 1 | 76,025 | 0 | 0 | |
| AXT Inc. | COM | 00246W103 | 7,213 | 829,129 | SH | DFND | 1 | 643,692 | 0 | 185,437 | |
| Bancorp Inc Del | COM | 05969A105 | 1,409 | 142,605 | SH | DFND | 1 | 142,605 | 0 | 0 | |
| Bank of America Corporation | COM | 060505104 | 13,128 | 444,704 | SH | DFND | 1 | 180,644 | 0 | 264,060 | |
| Bank Of Marin Bancorp | COM | 063425102 | 1,087 | 15,985 | SH | DFND | 1 | 15,985 | 0 | 0 | |
| Bank of the Ozarks | COM | 063904106 | 23,558 | 486,229 | SH | DFND | 1 | 381,394 | 0 | 104,835 | |
| Bankunited Inc | COM | 06652K103 | 2,173 | 53,360 | SH | DFND | 1 | 53,360 | 0 | 0 | |
| Barnes & Noble Inc. | COM | 067774109 | 907 | 135,345 | SH | DFND | 1 | 135,345 | 0 | 0 | |
| Barracuda Networks Inc. | COM | 068323104 | 184 | 6,700 | SH | DFND | 1 | 4,300 | 0 | 2,400 | |
| Baxter International Inc. | COM | 071813109 | 11,171 | 172,816 | SH | DFND | 1 | 137,115 | 0 | 35,701 | |
| Beazer Homes USA Inc. | COM NEW | 07556Q881 | 502 | 26,110 | SH | DFND | 1 | 26,110 | 0 | 0 | |
| Bed Bath & Beyond | COM | 075896100 | 1,152 | 52,400 | SH | DFND | 1 | 52,400 | 0 | 0 | |
| Belden Inc. | COM | 077454106 | 59,054 | 765,252 | SH | DFND | 1 | 617,310 | 0 | 147,942 | |
| Benchmark Electronics Inc. | COM | 08160H101 | 4,242 | 145,774 | SH | DFND | 1 | 119,974 | 0 | 25,800 | |
| Berkshire Hills Bancorp Inc. | COM | 084680107 | 21,147 | 577,782 | SH | DFND | 1 | 450,285 | 0 | 127,497 | |
| Big Lots Inc. | COM | 089302103 | 1,527 | 27,200 | SH | DFND | 1 | 27,200 | 0 | 0 | |
| Biogen Inc. | COM | 09062X103 | 510 | 1,600 | SH | DFND | 1 | 1,600 | 0 | 0 | |
| Black Hills Corp. | COM | 092113109 | 415 | 6,910 | SH | DFND | 1 | 6,910 | 0 | 0 | |
| Blucora Inc. | COM | 095229100 | 1,640 | 74,200 | SH | DFND | 1 | 74,200 | 0 | 0 | |
| Boise Cascade Co. | COM | 09739D100 | 1,658 | 41,560 | SH | DFND | 1 | 41,560 | 0 | 0 | |
| Boston Beer Company Inc. | CL A | 100557107 | 1,617 | 8,460 | SH | DFND | 1 | 8,460 | 0 | 0 | |
| Boston Scientific | COM | 101137107 | 295 | 11,900 | SH | DFND | 1 | 8,250 | 0 | 3,650 | |
| Brady Corp. CL A | CL A | 104674106 | 1,511 | 39,865 | SH | DFND | 1 | 39,865 | 0 | 0 | |
| Brandywine Realty Trust Inc. ( | SH BEN INT NEW | 105368203 | 26,431 | 1,453,025 | SH | DFND | 1 | 1,113,391 | 0 | 339,634 | |
| Bridgepoint Ed Inc | COM | 10807M105 | 1,271 | 153,145 | SH | DFND | 1 | 153,145 | 0 | 0 | |
| Brinker International Inc. | COM | 109641100 | 1,628 | 41,910 | SH | DFND | 1 | 41,910 | 0 | 0 | |
| Brookdale Senior Living Inc. | COM | 112463104 | 1,405 | 144,875 | SH | DFND | 1 | 144,875 | 0 | 0 | |
| Brooks Automation Inc. | COM | 114340102 | 7,560 | 316,977 | SH | DFND | 1 | 255,239 | 0 | 61,738 | |
| Bruker Corporation | COM | 116794108 | 1,583 | 46,115 | SH | DFND | 1 | 46,115 | 0 | 0 | |
| Burlington Stores Inc. | COM | 122017106 | 26,542 | 215,734 | SH | DFND | 1 | 165,645 | 0 | 50,089 | |
| Cabot Corp. | COM | 127055101 | 1,599 | 25,970 | SH | DFND | 1 | 25,970 | 0 | 0 | |
| CACI International Inc. CL A | CL A | 127190304 | 1,421 | 10,740 | SH | DFND | 1 | 10,740 | 0 | 0 | |
| Caesars Entmt Corp | COM | 127686103 | 45,980 | 3,634,793 | SH | DFND | 1 | 2,946,688 | 0 | 688,105 | |
| Caesarstone Ltd | COM NO PAR | M20598104 | 13,124 | 596,524 | SH | DFND | 1 | 455,273 | 0 | 141,251 | |
| Callaway Golf Co. | COM | 131193104 | 475 | 34,100 | SH | DFND | 1 | 34,100 | 0 | 0 | |
| Callon Petroleum Co. | COM | 13123X102 | 10,811 | 889,771 | SH | DFND | 1 | 669,023 | 0 | 220,748 | |
| Carolina Financial Corporation | COM | 143873107 | 2,529 | 68,075 | SH | DFND | 1 | 68,075 | 0 | 0 | |
| Caterpillar Inc. | COM | 149123101 | 4,971 | 31,546 | SH | DFND | 1 | 11,136 | 0 | 20,410 | |
| Cathay General Bancorp | COM | 149150104 | 2,447 | 58,025 | SH | DFND | 1 | 58,025 | 0 | 0 | |
| Cato Corporation CL A | CL A | 149205106 | 1,108 | 69,575 | SH | DFND | 1 | 69,575 | 0 | 0 | |
| CBL & Associates Properties In | COM NEW | 124830100 | 1,489 | 263,055 | SH | DFND | 1 | 263,055 | 0 | 0 | |
| CBRE Group Inc. | COM | 12504L109 | 29,112 | 672,185 | SH | DFND | 1 | 545,614 | 0 | 126,571 | |
| Ceco Environmental Corp | COM | 125141101 | 1,093 | 213,015 | SH | DFND | 1 | 213,015 | 0 | 0 | |
| Celestica Inc. Sub Voting Shs | COM | 15101Q108 | 1,505 | 143,637 | SH | DFND | 1 | 143,637 | 0 | 0 | |
| CENTENE CORPORATION | COM | 15135B101 | 24 | 240 | SH | DFND | 1 | 240 | 0 | 0 | |
| Central Garden & Pet Co. CL A | CL A NON-VTG | 153527205 | 669 | 17,750 | SH | DFND | 1 | 17,750 | 0 | 0 | |
| Central Pacific Financial Corp | COM NEW | 154760409 | 1,429 | 47,890 | SH | DFND | 1 | 47,890 | 0 | 0 | |
| Central Valley Community Banco | COM | 155685100 | 351 | 17,400 | SH | DFND | 1 | 12,300 | 0 | 5,100 | |
| Charles River Laboratories Int | COM | 159864107 | 1,498 | 13,689 | SH | DFND | 1 | 13,689 | 0 | 0 | |
| Chase Corp | COM | 16150R104 | 4,133 | 34,300 | SH | DFND | 1 | 25,600 | 0 | 8,700 | |
| Chatham Lodging Trust (REIT) | COM | 16208T102 | 1,602 | 70,370 | SH | DFND | 1 | 70,370 | 0 | 0 | |
| Cheesecake Factory Inc. | COM | 163072101 | 1,499 | 31,110 | SH | DFND | 1 | 31,110 | 0 | 0 | |
| Chemed Corp. | COM | 16359R103 | 1,520 | 6,255 | SH | DFND | 1 | 6,255 | 0 | 0 | |
| Chevron Corp. | COM | 166764100 | 9,495 | 75,844 | SH | DFND | 1 | 34,849 | 0 | 40,995 | |
| Chico's Fas Inc | COM | 168615102 | 1,174 | 133,132 | SH | DFND | 1 | 133,132 | 0 | 0 | |
| Churchill Downs Inc.. | COM | 171484108 | 15,116 | 64,959 | SH | DFND | 1 | 51,087 | 0 | 13,872 | |
| Cigna Corp. | COM | 125509109 | 1,925 | 9,478 | SH | DFND | 1 | 3,348 | 0 | 6,130 | |
| Cirrus Logic Inc. | COM | 172755100 | 1,428 | 27,540 | SH | DFND | 1 | 27,540 | 0 | 0 | |
| Citigroup Inc | COM | 172967424 | 9,442 | 126,886 | SH | DFND | 1 | 50,131 | 0 | 76,755 | |
| Citizens Financial Group Inc. | COM | 174610105 | 86,609 | 2,063,102 | SH | DFND | 1 | 1,646,459 | 0 | 416,643 | |
| Clean Energy Fuels Corp | COM | 184499101 | 1,308 | 644,365 | SH | DFND | 1 | 644,365 | 0 | 0 | |
| Cleveland-Cliffs Inc. | COM | 185899101 | 1,960 | 271,895 | SH | DFND | 1 | 271,895 | 0 | 0 | |
| Cloud Peak Energy Inc | COM | 18911Q102 | 1,626 | 365,470 | SH | DFND | 1 | 365,470 | 0 | 0 | |
| CNA Financial Corp. | COM | 126117100 | 23,551 | 443,943 | SH | DFND | 1 | 348,378 | 0 | 95,565 | |
| CNH Industrial N.V. | SHS | N20944109 | 21,932 | 1,636,714 | SH | DFND | 1 | 1,321,801 | 0 | 314,913 | |
| CNO Financial Group Inc. | COM | 12621E103 | 1,569 | 63,530 | SH | DFND | 1 | 63,530 | 0 | 0 | |
| CNX Resources Corp. | COM | 12653C108 | 1,656 | 113,200 | SH | DFND | 1 | 113,200 | 0 | 0 | |
| Cogent Comm Group Inc | COM NEW | 19239V302 | 1,413 | 31,195 | SH | DFND | 1 | 31,195 | 0 | 0 | |
| Coherent Inc. | COM | 192479103 | 23,410 | 82,951 | SH | DFND | 1 | 61,862 | 0 | 21,089 | |
| Cohu Inc. | COM | 192576106 | 17,157 | 781,650 | SH | DFND | 1 | 597,017 | 0 | 184,633 | |
| Columbus Mckinnon Corp. | COM | 199333105 | 10,606 | 265,277 | SH | DFND | 1 | 201,880 | 0 | 63,397 | |
| Comcast Corporation CL A | CL A | 20030N101 | 457 | 11,400 | SH | DFND | 1 | 11,400 | 0 | 0 | |
| Comerica Inc. | COM | 200340107 | 51,207 | 589,880 | SH | DFND | 1 | 482,896 | 0 | 106,984 | |
| Comfort Systems USA Inc. | COM | 199908104 | 15,175 | 347,659 | SH | DFND | 1 | 265,601 | 0 | 82,058 | |
| Commercial Metals | COM | 201723103 | 12,477 | 585,248 | SH | DFND | 1 | 444,828 | 0 | 140,420 | |
| Community Health Systems Inc. | COM | 203668108 | 1,430 | 335,675 | SH | DFND | 1 | 335,675 | 0 | 0 | |
| Community Healthcare Trust Inc | COM | 20369C106 | 19,411 | 690,798 | SH | DFND | 1 | 523,851 | 0 | 166,947 | |
| Community Trust Bancorp | COM | 204149108 | 1,131 | 24,015 | SH | DFND | 1 | 24,015 | 0 | 0 | |
| Computers Programs and Systems | COM | 205306103 | 1,356 | 45,115 | SH | DFND | 1 | 45,115 | 0 | 0 | |
| Comtech Telecommunications Cor | COM NEW | 205826209 | 1,485 | 67,155 | SH | DFND | 1 | 67,155 | 0 | 0 | |
| ConnectOne Bancorp Inc. (New) | COM | 20786W107 | 506 | 19,640 | SH | DFND | 1 | 19,640 | 0 | 0 | |
| Continental Building Products | COM | 211171103 | 25,506 | 906,062 | SH | DFND | 1 | 690,502 | 0 | 215,560 | |
| Control4 Corporation | COM | 21240D107 | 17,280 | 580,640 | SH | DFND | 1 | 443,813 | 0 | 136,827 | |
| Convergys Corporation | COM | 212485106 | 1,397 | 59,445 | SH | DFND | 1 | 59,445 | 0 | 0 | |
| CoreCivic Inc. | COM | 21871N101 | 1,473 | 65,455 | SH | DFND | 1 | 65,455 | 0 | 0 | |
| CorEnergy Infrastructure Trust | COM NEW | 21870U502 | 941 | 24,640 | SH | DFND | 1 | 24,640 | 0 | 0 | |
| CoreSite Realty Corporation (R | COM | 21870Q105 | 978 | 8,585 | SH | DFND | 1 | 8,585 | 0 | 0 | |
| Costamare Inc. | SHS | Y1771G102 | 1,553 | 269,090 | SH | DFND | 1 | 269,090 | 0 | 0 | |
| Cowen Group Inc New | CL A NEW | 223622606 | 1,263 | 92,550 | SH | DFND | 1 | 92,550 | 0 | 0 | |
| Crawford & Co. CL B | SPON ADR NEW | 224633107 | 5,611 | 583,225 | SH | DFND | 1 | 453,321 | 0 | 129,904 | |
| Cree Inc. | COM | 225447101 | 1,646 | 44,320 | SH | DFND | 1 | 44,320 | 0 | 0 | |
| CROCS Inc. | COM | 227046109 | 1,744 | 137,995 | SH | DFND | 1 | 137,995 | 0 | 0 | |
| Cross Country Healthcare Inc. | COM | 227483104 | 2,402 | 188,282 | SH | DFND | 1 | 139,912 | 0 | 48,370 | |
| CSG Systems International Inc. | COM | 126349109 | 1,460 | 33,327 | SH | DFND | 1 | 33,327 | 0 | 0 | |
| CSX Corp. | COM | 126408103 | 561 | 10,200 | SH | DFND | 1 | 10,200 | 0 | 0 | |
| Cubic Corp. | COM | 229669106 | 8,238 | 139,750 | SH | DFND | 1 | 105,120 | 0 | 34,630 | |
| Cummins Inc. | COM | 231021106 | 8,790 | 49,761 | SH | DFND | 1 | 38,055 | 0 | 11,706 | |
| Curtiss-Wright Corp. | COM | 231561101 | 8,109 | 66,550 | SH | DFND | 1 | 53,797 | 0 | 12,753 | |
| Customers Bancorp Inc. | COM | 23204G100 | 1,397 | 53,760 | SH | DFND | 1 | 53,760 | 0 | 0 | |
| Cutera Inc. | COM | 232109108 | 266 | 5,855 | SH | DFND | 1 | 5,855 | 0 | 0 | |
| CVS Health Corporation | COM | 126650100 | 1,781 | 24,559 | SH | DFND | 1 | 8,669 | 0 | 15,890 | |
| Daktronics Inc. | CL A | 234264109 | 3,455 | 378,450 | SH | DFND | 1 | 291,987 | 0 | 86,463 | |
| DANA INCORPORATED | COM | 235825205 | 29 | 900 | SH | DFND | 1 | 900 | 0 | 0 | |
| Darden Restaurants Inc. | COM | 237194105 | 17,202 | 179,145 | SH | DFND | 1 | 135,027 | 0 | 44,118 | |
| Data I/O Corporation | COM | 237690102 | 290 | 24,050 | SH | DFND | 1 | 24,050 | 0 | 0 | |
| Dean Foods Co. New | COM NEW | 242370203 | 1,466 | 126,810 | SH | DFND | 1 | 126,810 | 0 | 0 | |
| Deckers Outdoor Corp | COM | 243537107 | 13,533 | 168,632 | SH | DFND | 1 | 132,467 | 0 | 36,165 | |
| Deere & Co. | COM | 244199105 | 2,510 | 16,039 | SH | DFND | 1 | 6,639 | 0 | 9,400 | |
| Delek US Holdings Inc. New | COM | 24665A103 | 5,022 | 143,740 | SH | DFND | 1 | 109,491 | 0 | 34,249 | |
| Delphi Technologies PLC | SHS | G2709G107 | 473 | 9,021 | SH | DFND | 1 | 9,021 | 0 | 0 | |
| Delta Air Lines Inc. | COM NEW | 247361702 | 274 | 4,900 | SH | DFND | 1 | 4,900 | 0 | 0 | |
| Depomed Inc. | COM | 249908104 | 1,831 | 227,415 | SH | DFND | 1 | 227,415 | 0 | 0 | |
| Devon Energy Corporation | CL A | 25179M103 | 5,787 | 139,794 | SH | DFND | 1 | 49,304 | 0 | 90,490 | |
| DHI Group Inc. | COM | 23331S100 | 1,163 | 611,957 | SH | DFND | 1 | 611,957 | 0 | 0 | |
| Diamondrock Hospitality Co. (R | COM | 252784301 | 18,336 | 1,624,079 | SH | DFND | 1 | 1,273,129 | 0 | 350,950 | |
| Digital Realty Trust Inc. (REI | COM | 253868103 | 16,269 | 142,838 | SH | DFND | 1 | 110,278 | 0 | 32,560 | |
| Dime Community Bancshares Inc. | COM | 253922108 | 13,097 | 625,163 | SH | DFND | 1 | 491,317 | 0 | 133,846 | |
| Domtar Corporation | COM NEW | 257559203 | 19,739 | 398,611 | SH | DFND | 1 | 310,246 | 0 | 88,365 | |
| Douglas Dynamics Inc | COM | 25960R105 | 10,938 | 289,354 | SH | DFND | 1 | 218,606 | 0 | 70,748 | |
| DowDuPont Inc. | COM | 26078J100 | 3,952 | 55,490 | SH | DFND | 1 | 23,535 | 0 | 31,955 | |
| DSW Inc. | COM | 23334L102 | 1,226 | 57,275 | SH | DFND | 1 | 57,275 | 0 | 0 | |
| DXP Enterprises Inc New | COM NEW | 233377407 | 1,251 | 42,300 | SH | DFND | 1 | 42,300 | 0 | 0 | |
| Dynegy Inc. DEL | COM | 26817R108 | 818 | 69,070 | SH | DFND | 1 | 69,070 | 0 | 0 | |
| Dynex Cap Inc. (REIT) | COM | 26817Q506 | 1,276 | 181,989 | SH | DFND | 1 | 181,989 | 0 | 0 | |
| E Trade Financial Corp | COM NEW | 269246401 | 28,097 | 566,816 | SH | DFND | 1 | 435,030 | 0 | 131,786 | |
| Eagle Pharmaceuticals Inc. | COM | 269796108 | 1,389 | 26,005 | SH | DFND | 1 | 26,005 | 0 | 0 | |
| Eastman Chemical Co. | COM | 277432100 | 352 | 3,800 | SH | DFND | 1 | 3,800 | 0 | 0 | |
| Edgewell Personal Care Company | COM | 28035Q102 | 1,562 | 26,295 | SH | DFND | 1 | 26,295 | 0 | 0 | |
| Eli Lilly & Co. | COM | 532457108 | 1,540 | 18,235 | SH | DFND | 1 | 6,420 | 0 | 11,815 | |
| EMCOR Group Inc. | COM | 29084Q100 | 19,480 | 238,282 | SH | DFND | 1 | 185,375 | 0 | 52,907 | |
| Emergent Biosolutions | COM | 29089Q105 | 1,779 | 38,280 | SH | DFND | 1 | 38,280 | 0 | 0 | |
| Emerson Electric Co. | COM | 291011104 | 2,009 | 28,828 | SH | DFND | 1 | 10,163 | 0 | 18,665 | |
| Endo International PLC | SHS | G30401106 | 1,477 | 190,550 | SH | DFND | 1 | 190,550 | 0 | 0 | |
| Energen Corp. | COM | 29265N108 | 77,375 | 1,344,013 | SH | DFND | 1 | 1,054,415 | 0 | 289,598 | |
| Enerplus Corp | COM | 292766102 | 1,526 | 155,905 | SH | DFND | 1 | 155,905 | 0 | 0 | |
| Engility Holdings Inc. New | COM | 29286C107 | 1,500 | 52,865 | SH | DFND | 1 | 52,865 | 0 | 0 | |
| Ennis Inc. | COM | 293389102 | 1,184 | 57,050 | SH | DFND | 1 | 57,050 | 0 | 0 | |
| Ensco PLC | SHS CLASS A | G3157S106 | 1,639 | 277,250 | SH | DFND | 1 | 277,250 | 0 | 0 | |
| Entegris Inc. | COM | 29362U104 | 11,655 | 382,747 | SH | DFND | 1 | 293,120 | 0 | 89,627 | |
| Entergy Corp. | COM | 29364G103 | 54,609 | 670,953 | SH | DFND | 1 | 530,878 | 0 | 140,075 | |
| Enterprise Finl Svcs Corp | COM | 293712105 | 1,375 | 30,445 | SH | DFND | 1 | 30,445 | 0 | 0 | |
| EPR Properties Trust (REIT) | COM SH BEN INT | 26884U109 | 20,734 | 316,742 | SH | DFND | 1 | 256,024 | 0 | 60,718 | |
| Essendant Inc. | COM | 296689102 | 1,346 | 145,208 | SH | DFND | 1 | 145,208 | 0 | 0 | |
| Estee Lauder Companies Inc. | CL A | 518439104 | 1,893 | 14,875 | SH | DFND | 1 | 5,250 | 0 | 9,625 | |
| Ethan Allen Interiors Inc. | COM | 297602104 | 1,338 | 46,780 | SH | DFND | 1 | 46,780 | 0 | 0 | |
| Evolent Health Inc. | CL A | 30050B101 | 231 | 18,770 | SH | DFND | 1 | 18,770 | 0 | 0 | |
| Exelon Corp. | COM | 30161N101 | 21,427 | 543,684 | SH | DFND | 1 | 437,377 | 0 | 106,307 | |
| Express Inc | COM | 30219E103 | 1,283 | 126,375 | SH | DFND | 1 | 126,375 | 0 | 0 | |
| EZCORP Inc. CL A | CL A NON VTG | 302301106 | 1,547 | 126,830 | SH | DFND | 1 | 126,830 | 0 | 0 | |
| Facebook Inc | CL A | 30303M102 | 353 | 2,000 | SH | DFND | 1 | 2,000 | 0 | 0 | |
| FCB Financial Holdings Inc. | CL A | 30255G103 | 1,920 | 37,805 | SH | DFND | 1 | 37,805 | 0 | 0 | |
| Fedex Corp | COM | 31428X106 | 326 | 1,305 | SH | DFND | 1 | 1,305 | 0 | 0 | |
| Financial Instns Inc | COM | 317585404 | 1,179 | 37,925 | SH | DFND | 1 | 37,925 | 0 | 0 | |
| Finish Line Inc. CL A | CL A | 317923100 | 1,627 | 111,945 | SH | DFND | 1 | 111,945 | 0 | 0 | |
| First Citizens Bancshares Inc. | COM | 31946M103 | 34,253 | 84,994 | SH | DFND | 1 | 64,675 | 0 | 20,319 | |
| First Community Bancshares | COM | 31983A103 | 18,680 | 650,192 | SH | DFND | 1 | 492,743 | 0 | 157,449 | |
| First Financial Corp | COM | 320218100 | 1,067 | 23,525 | SH | DFND | 1 | 23,525 | 0 | 0 | |
| First Merchants Corporation | COM | 320817109 | 1,919 | 45,625 | SH | DFND | 1 | 45,625 | 0 | 0 | |
| First Rep Bk San Fran Cali | COM | 33616C100 | 7,641 | 88,188 | SH | DFND | 1 | 66,775 | 0 | 21,413 | |
| Flagstar Bancorp Inc. | COM PAR .001 | 337930705 | 1,611 | 43,040 | SH | DFND | 1 | 43,040 | 0 | 0 | |
| Flowers Foods Inc. | COM | 343498101 | 1,519 | 78,655 | SH | DFND | 1 | 78,655 | 0 | 0 | |
| FNB Corp | COM | 302520101 | 35,780 | 2,588,983 | SH | DFND | 1 | 2,082,083 | 0 | 506,900 | |
| Foot Locker Inc. | COM | 344849104 | 4,872 | 103,917 | SH | DFND | 1 | 85,945 | 0 | 17,972 | |
| FormFactor Inc. | COM | 346375108 | 1,983 | 126,720 | SH | DFND | 1 | 126,720 | 0 | 0 | |
| Francescas Hldgs Corp | COM | 351793104 | 1,087 | 148,760 | SH | DFND | 1 | 148,760 | 0 | 0 | |
| Franklin Financial Network Inc | COM | 35352P104 | 1,663 | 48,765 | SH | DFND | 1 | 48,765 | 0 | 0 | |
| Franklin Street Pptys Corp. (R | COM | 35471R106 | 1,524 | 141,925 | SH | DFND | 1 | 141,925 | 0 | 0 | |
| Freeport-McMoRan Inc. | CL B | 35671D857 | 2,711 | 142,964 | SH | DFND | 1 | 59,984 | 0 | 82,980 | |
| FreightCar American | COM | 357023100 | 1,038 | 60,755 | SH | DFND | 1 | 60,755 | 0 | 0 | |
| FTI Consulting Inc. | COM | 302941109 | 5,606 | 130,505 | SH | DFND | 1 | 103,605 | 0 | 26,900 | |
| GameStop Corp Class A | CL A | 36467W109 | 1,017 | 56,635 | SH | DFND | 1 | 56,635 | 0 | 0 | |
| Gaming and Leisure Properties | COM | 36467J108 | 30,372 | 820,860 | SH | DFND | 1 | 662,772 | 0 | 158,088 | |
| Gap Inc. | COM | 364760108 | 1,398 | 41,035 | SH | DFND | 1 | 18,390 | 0 | 22,645 | |
| Gardner Denver Holdings Inc. | COM | 36555P107 | 1,533 | 45,180 | SH | DFND | 1 | 15,910 | 0 | 29,270 | |
| GATX Corp. | COM | 361448103 | 19,002 | 305,688 | SH | DFND | 1 | 247,305 | 0 | 58,383 | |
| Gencor Industries Inc. | COM | 368678108 | 9,613 | 580,826 | SH | DFND | 1 | 449,703 | 0 | 131,123 | |
| Gentex Corp. | COM | 371901109 | 5,966 | 284,788 | SH | DFND | 1 | 219,085 | 0 | 65,703 | |
| Genworth Financial Inc. | COM | 37247D106 | 1,414 | 454,580 | SH | DFND | 1 | 454,580 | 0 | 0 | |
| Gibraltar Industries Inc. | COM | 374689107 | 4,444 | 134,680 | SH | DFND | 1 | 99,810 | 0 | 34,870 | |
| Gilead Sciences Inc. | COM | 375558103 | 2,061 | 28,766 | SH | DFND | 1 | 10,146 | 0 | 18,620 | |
| Global Payments Inc | COM | 37940X102 | 2,283 | 22,774 | SH | DFND | 1 | 18,875 | 0 | 3,899 | |
| Goldman Sachs Group Inc. | COM | 38141G104 | 3,773 | 14,810 | SH | DFND | 1 | 5,230 | 0 | 9,580 | |
| Government Properties Income T | COM SHS BEN INT | 38376A103 | 1,426 | 76,905 | SH | DFND | 1 | 76,905 | 0 | 0 | |
| Granite Construction Inc. | COM | 387328107 | 12,667 | 199,706 | SH | DFND | 1 | 150,679 | 0 | 49,027 | |
| Great Western Bancorp. Inc. | COM | 391416104 | 439 | 11,040 | SH | DFND | 1 | 11,040 | 0 | 0 | |
| Greenbrier Companies Inc. | COM | 393657101 | 1,695 | 31,810 | SH | DFND | 1 | 31,810 | 0 | 0 | |
| Greenlight Capital Re Ltd. CL | CLASS A | G4095J109 | 1,211 | 60,240 | SH | DFND | 1 | 60,240 | 0 | 0 | |
| Greif Inc. | CL A | 397624107 | 5,848 | 96,530 | SH | DFND | 1 | 80,335 | 0 | 16,195 | |
| Guess Inc. | COM | 401617105 | 301 | 17,855 | SH | DFND | 1 | 17,855 | 0 | 0 | |
| Gulfport Energy Corp. | COM NEW | 402635304 | 7,962 | 623,996 | SH | DFND | 1 | 467,736 | 0 | 156,260 | |
| H & E Equipment Services Inc | COM | 404030108 | 12,598 | 309,908 | SH | DFND | 1 | 242,753 | 0 | 67,155 | |
| Haemonetics Corp Mass | COM | 405024100 | 1,527 | 26,295 | SH | DFND | 1 | 26,295 | 0 | 0 | |
| Halcon Resources Corp. | COM PAR NEW | 40537Q605 | 2,116 | 279,560 | SH | DFND | 1 | 279,560 | 0 | 0 | |
| Halyard Health Inc. | COM | 40650V100 | 1,432 | 31,000 | SH | DFND | 1 | 31,000 | 0 | 0 | |
| Hancock Holding Co. | COM | 410120109 | 810 | 16,370 | SH | DFND | 1 | 16,370 | 0 | 0 | |
| Hanmi Finl Corp | COM NEW | 410495204 | 9,670 | 318,620 | SH | DFND | 1 | 253,420 | 0 | 65,200 | |
| Harsco Corp. | COM | 415864107 | 1,583 | 84,885 | SH | DFND | 1 | 84,885 | 0 | 0 | |
| Hartford Financial Services Gr | COM | 416515104 | 27,632 | 490,974 | SH | DFND | 1 | 396,765 | 0 | 94,209 | |
| Haverty Furniture Companies In | COM | 419596101 | 1,040 | 45,930 | SH | DFND | 1 | 45,930 | 0 | 0 | |
| Hawaiian Electric Industries I | COM | 419870100 | 1,514 | 41,875 | SH | DFND | 1 | 41,875 | 0 | 0 | |
| Healthsouth Corp. | COM | 421924309 | 39,190 | 793,164 | SH | DFND | 1 | 635,104 | 0 | 158,060 | |
| Healthstream Inc | COM | 42222N103 | 1,229 | 53,070 | SH | DFND | 1 | 53,070 | 0 | 0 | |
| Heidrick & Struggles Intl Inc. | COM | 422819102 | 15,977 | 650,776 | SH | DFND | 1 | 510,005 | 0 | 140,771 | |
| Helen of Troy Corp. Ltd. | COM | G4388N106 | 10,008 | 103,875 | SH | DFND | 1 | 79,491 | 0 | 24,384 | |
| Helmerich & Payne Inc. | COM | 423452101 | 9,472 | 146,540 | SH | DFND | 1 | 111,768 | 0 | 34,772 | |
| Heritage Crystal Clean Inc | COM | 42726M106 | 1,384 | 63,630 | SH | DFND | 1 | 63,630 | 0 | 0 | |
| Hersha Hospitality Trust (REIT | PR SHS BEN INT | 427825500 | 1,360 | 78,135 | SH | DFND | 1 | 78,135 | 0 | 0 | |
| Hess Corporation | COM | 42809H107 | 33,955 | 715,294 | SH | DFND | 1 | 588,177 | 0 | 127,117 | |
| Hibbett Sports Inc. | COM | 428567101 | 1,201 | 58,850 | SH | DFND | 1 | 58,850 | 0 | 0 | |
| Hill-Rom Holdings Inc. | COM | 431475102 | 1,545 | 18,335 | SH | DFND | 1 | 18,335 | 0 | 0 | |
| Hilltop Holdings Inc | COM | 432748101 | 1,603 | 63,280 | SH | DFND | 1 | 63,280 | 0 | 0 | |
| HNI Corp. | COM | 404251100 | 5,499 | 142,578 | SH | DFND | 1 | 108,113 | 0 | 34,465 | |
| HOLLYFRONTIER CORP COM | COM | 436106108 | 4 | 71 | SH | DFND | 1 | 71 | 0 | 0 | |
| Hope Bancorp Inc. | COM | 43940T109 | 8,907 | 488,042 | SH | DFND | 1 | 396,304 | 0 | 91,738 | |
| Host Hotels & Resorts Inc. (RE | COM | 44107P104 | 44,521 | 2,242,888 | SH | DFND | 1 | 1,758,501 | 0 | 484,387 | |
| HudBay Minerals Inc. | COM | 443628102 | 24,564 | 2,791,413 | SH | DFND | 1 | 2,302,069 | 0 | 489,344 | |
| Hudson Technologies Inc. | COM | 444144109 | 3,031 | 499,300 | SH | DFND | 1 | 374,200 | 0 | 125,100 | |
| Humana Inc. | COM | 444859102 | 19,100 | 76,995 | SH | DFND | 1 | 63,108 | 0 | 13,887 | |
| Huntington Bancshares Inc. | COM | 446150104 | 304 | 20,900 | SH | DFND | 1 | 14,550 | 0 | 6,350 | |
| Huntsman Corp | COM | 447011107 | 38,155 | 1,146,149 | SH | DFND | 1 | 906,316 | 0 | 239,833 | |
| IAC InterActiveCorp. | SH BEN INT | 44919P508 | 13,451 | 109,998 | SH | DFND | 1 | 84,826 | 0 | 25,172 | |
| Iberiabank Corp | COM | 450828108 | 973 | 12,550 | SH | DFND | 1 | 12,550 | 0 | 0 | |
| ICF International Inc. | COM | 44925C103 | 10,454 | 199,118 | SH | DFND | 1 | 157,496 | 0 | 41,622 | |
| Ichor Holdings Ltd. | SHS | G4740B105 | 18,091 | 735,419 | SH | DFND | 1 | 573,569 | 0 | 161,850 | |
| ICON PLC | SHS | G4705A100 | 15,909 | 141,855 | SH | DFND | 1 | 116,922 | 0 | 24,933 | |
| II-VI Inc. | COM | 902104108 | 1,068 | 22,755 | SH | DFND | 1 | 22,755 | 0 | 0 | |
| Independence Contract Drilling | COM | 453415309 | 157 | 39,335 | SH | DFND | 1 | 39,335 | 0 | 0 | |
| Ingersoll-Rand Co. Ltd. PLC SH | SHS | G47791101 | 446 | 5,000 | SH | DFND | 1 | 5,000 | 0 | 0 | |
| Innoviva Inc. | COM | 45781M101 | 1,652 | 116,390 | SH | DFND | 1 | 116,390 | 0 | 0 | |
| Insteel Industries Inc. | COM | 45774W108 | 3,544 | 125,141 | SH | DFND | 1 | 93,128 | 0 | 32,013 | |
| Integrated Device Technology I | COM | 458118106 | 296 | 9,950 | SH | DFND | 1 | 9,950 | 0 | 0 | |
| Intel Corp. | COM | 458140100 | 3,572 | 77,389 | SH | DFND | 1 | 27,309 | 0 | 50,080 | |
| Inter Parfums Inc. | COM | 458334109 | 1,444 | 33,235 | SH | DFND | 1 | 33,235 | 0 | 0 | |
| International Business Machine | COM | 459200101 | 1,663 | 10,840 | SH | DFND | 1 | 3,905 | 0 | 6,935 | |
| International Paper Co. | CL A | 460146103 | 411 | 7,100 | SH | DFND | 1 | 7,100 | 0 | 0 | |
| Invesco Mortgage Capital Inc. | COM | 46131B100 | 1,498 | 84,030 | SH | DFND | 1 | 84,030 | 0 | 0 | |
| iShares Russell 2000 Value Ind | RUS 2000 VAL ETF | 464287630 | 480 | 3,821 | SH | DFND | 1 | 3,719 | 0 | 102 | |
| ISHARES RUSSELL MIDCAP V ETF | RUS MDCP VAL ETF | 464287473 | 246 | 2,759 | SH | DFND | 1 | 2,759 | 0 | 0 | |
| Jabil Inc. | COM | 466313103 | 1,406 | 53,580 | SH | DFND | 1 | 53,580 | 0 | 0 | |
| JANUS HENDERSON GROUP | ORD SHS | G4474Y214 | 30 | 778 | SH | DFND | 1 | 778 | 0 | 0 | |
| Jeld-Wen Holding Inc. | COM | 47580P103 | 31,859 | 809,217 | SH | DFND | 1 | 642,394 | 0 | 166,823 | |
| JetBlue Airways Corp. | COM | 477143101 | 36,342 | 1,626,755 | SH | DFND | 1 | 1,315,482 | 0 | 311,273 | |
| Johnson & Johnson | COM | 478160104 | 6,470 | 46,307 | SH | DFND | 1 | 24,017 | 0 | 22,290 | |
| JPMorgan Chase & Co. | COM | 46625H100 | 11,616 | 108,622 | SH | DFND | 1 | 51,458 | 0 | 57,164 | |
| K12 Inc | COM | 48273U102 | 1,201 | 75,527 | SH | DFND | 1 | 75,527 | 0 | 0 | |
| Kaiser Aluminum Corporation | COM PAR $0.01 | 483007704 | 13,524 | 126,574 | SH | DFND | 1 | 101,036 | 0 | 25,538 | |
| KBR Inc. | COM | 48242W106 | 85,095 | 4,291,230 | SH | DFND | 1 | 3,399,273 | 0 | 891,957 | |
| Kellogg Co. | COM | 487836108 | 2,366 | 34,805 | SH | DFND | 1 | 16,230 | 0 | 18,575 | |
| Kemet Corp. | COM NEW | 488360207 | 314 | 20,840 | SH | DFND | 1 | 20,840 | 0 | 0 | |
| Kennametal Inc. | COM | 489170100 | 723 | 14,925 | SH | DFND | 1 | 14,925 | 0 | 0 | |
| KeyCorp | COM | 493267108 | 38,552 | 1,911,334 | SH | DFND | 1 | 1,406,719 | 0 | 504,615 | |
| Kindred Healthcare Inc. | COM | 494580103 | 1,865 | 192,220 | SH | DFND | 1 | 192,220 | 0 | 0 | |
| Kite Realty Group Trust (REIT) | COM NEW | 49803T300 | 1,353 | 69,020 | SH | DFND | 1 | 69,020 | 0 | 0 | |
| Knoll Inc. | COM NEW | 498904200 | 6,301 | 273,491 | SH | DFND | 1 | 208,109 | 0 | 65,382 | |
| Kraton Corporation | COM | 50077C106 | 354 | 7,355 | SH | DFND | 1 | 7,355 | 0 | 0 | |
| Kroger Co. | COM | 501044101 | 1,318 | 48,025 | SH | DFND | 1 | 16,920 | 0 | 31,105 | |
| Kulicke & Soffa Industries | COM | 501242101 | 1,750 | 71,930 | SH | DFND | 1 | 71,930 | 0 | 0 | |
| KVH Industries Inc. | COM | 482738101 | 14,940 | 1,443,468 | SH | DFND | 1 | 1,098,841 | 0 | 344,627 | |
| L3 Technologies Inc. | COM | 502413107 | 732 | 3,700 | SH | DFND | 1 | 3,000 | 0 | 700 | |
| La-Z-Boy Inc. | COM | 505336107 | 9,772 | 313,216 | SH | DFND | 1 | 252,801 | 0 | 60,415 | |
| Laboratory Corp. Of America Hl | COM NEW | 50540R409 | 447 | 2,800 | SH | DFND | 1 | 2,000 | 0 | 800 | |
| Lakeland Bancorp Inc. | COM | 511637100 | 18,679 | 970,345 | SH | DFND | 1 | 731,754 | 0 | 238,591 | |
| LAM Research Corp. | COM | 512807108 | 7,458 | 40,519 | SH | DFND | 1 | 29,385 | 0 | 11,134 | |
| Lantheus Holdings Inc. | COM | 516544103 | 1,837 | 89,845 | SH | DFND | 1 | 89,845 | 0 | 0 | |
| Las Vegas Sands Corp. | COM | 517834107 | 3,677 | 52,911 | SH | DFND | 1 | 18,671 | 0 | 34,240 | |
| LaSalle Hotel Properties (REIT | COM SH BEN INT | 517942108 | 1,358 | 48,380 | SH | DFND | 1 | 48,380 | 0 | 0 | |
| Lazard Ltd. | COM | G54050102 | 36,008 | 685,860 | SH | DFND | 1 | 538,269 | 0 | 147,591 | |
| Lear Corp. | COM NEW | 521865204 | 269 | 1,525 | SH | DFND | 1 | 1,075 | 0 | 450 | |
| Legg Mason Inc. | COM | 524901105 | 13,639 | 324,893 | SH | DFND | 1 | 253,918 | 0 | 70,975 | |
| Leidos Holdings Inc. | COM | 525327102 | 39,834 | 616,917 | SH | DFND | 1 | 478,407 | 0 | 138,510 | |
| Lexington Realty Trust (REIT) | COM | 529043101 | 12,546 | 1,300,080 | SH | DFND | 1 | 978,258 | 0 | 321,822 | |
| LHC Group Inc. | COM | 50187A107 | 1,577 | 25,746 | SH | DFND | 1 | 25,746 | 0 | 0 | |
| Liberty Property Trust (REIT) | COM | 531172104 | 61,545 | 1,430,948 | SH | DFND | 1 | 1,141,396 | 0 | 289,552 | |
| Life Storage Inc. | COM | 53223X107 | 312 | 3,505 | SH | DFND | 1 | 3,505 | 0 | 0 | |
| LifePoint Health Inc. | COM | 53219L109 | 1,605 | 32,229 | SH | DFND | 1 | 32,229 | 0 | 0 | |
| Lincoln National Corp. | COM | 534187109 | 2,777 | 36,121 | SH | DFND | 1 | 12,756 | 0 | 23,365 | |
| Lions Gate Entertainment CL B | CL B NON VTG | 535919500 | 51,910 | 1,635,484 | SH | DFND | 1 | 1,301,513 | 0 | 333,971 | |
| Loews Corp. | COM | 540424108 | 16,398 | 327,759 | SH | DFND | 1 | 281,025 | 0 | 46,734 | |
| Louisiana-Pacific Corp. | COM | 546347105 | 1,393 | 53,065 | SH | DFND | 1 | 53,065 | 0 | 0 | |
| Lowe's Companies Inc. | COM | 548661107 | 920 | 9,900 | SH | DFND | 1 | 9,900 | 0 | 0 | |
| LSI Industries Inc. | COM | 50216C108 | 5,229 | 760,004 | SH | DFND | 1 | 582,195 | 0 | 177,809 | |
| Lumber Liquidators Holdings In | COM | 55003T107 | 446 | 14,210 | SH | DFND | 1 | 14,210 | 0 | 0 | |
| Luminex Corp Del | COM | 55027E102 | 1,296 | 65,775 | SH | DFND | 1 | 65,775 | 0 | 0 | |
| Magellan Health Inc. | COM | 559079207 | 1,693 | 17,530 | SH | DFND | 1 | 17,530 | 0 | 0 | |
| Malibu Boats Inc. | COM CL A | 56117J100 | 431 | 14,490 | SH | DFND | 1 | 14,490 | 0 | 0 | |
| ManpowerGroup Inc. | COM | 56418H100 | 1,557 | 12,346 | SH | DFND | 1 | 12,346 | 0 | 0 | |
| ManTech International Corporat | CL A | 564563104 | 1,484 | 29,575 | SH | DFND | 1 | 29,575 | 0 | 0 | |
| Masimo Corp | COM | 574795100 | 1,401 | 16,525 | SH | DFND | 1 | 16,525 | 0 | 0 | |
| Masonite International Corpora | COM | 575385109 | 4,360 | 58,800 | SH | DFND | 1 | 43,900 | 0 | 14,900 | |
| Materion Corp | COM | 576690101 | 1,497 | 30,800 | SH | DFND | 1 | 30,800 | 0 | 0 | |
| Maximus Inc. | COM | 577933104 | 1,653 | 23,100 | SH | DFND | 1 | 23,100 | 0 | 0 | |
| MaxLinear Inc. | CL A | 57776J100 | 355 | 13,435 | SH | DFND | 1 | 13,435 | 0 | 0 | |
| McDermott International Inc. | COM | 580037109 | 1,425 | 216,640 | SH | DFND | 1 | 216,640 | 0 | 0 | |
| MDU Resources | COM | 552690109 | 1,394 | 51,851 | SH | DFND | 1 | 51,851 | 0 | 0 | |
| MedEquities Realty Trust Inc. | COM | 58409L306 | 1,413 | 125,955 | SH | DFND | 1 | 125,955 | 0 | 0 | |
| Medical Properties Trust Inc. | COM | 58463J304 | 50,453 | 3,661,337 | SH | DFND | 1 | 2,981,958 | 0 | 679,379 | |
| Medifast Inc | COM | 58470H101 | 1,552 | 22,233 | SH | DFND | 1 | 22,233 | 0 | 0 | |
| MEDNAX Inc. | COM | 58502B106 | 1,661 | 31,075 | SH | DFND | 1 | 31,075 | 0 | 0 | |
| Merck & Co. Inc. | COM | 58933Y105 | 2,906 | 51,646 | SH | DFND | 1 | 22,956 | 0 | 28,690 | |
| Meredith Corp. | COM | 589433101 | 18,215 | 275,772 | SH | DFND | 1 | 225,920 | 0 | 49,852 | |
| Meridian Bioscience Inc | COM | 589584101 | 12,433 | 888,075 | SH | DFND | 1 | 690,281 | 0 | 197,794 | |
| Meritor Inc | COM | 59001K100 | 9,386 | 400,089 | SH | DFND | 1 | 311,354 | 0 | 88,735 | |
| Methanex Corp. | COM | 59151K108 | 1,683 | 27,790 | SH | DFND | 1 | 27,790 | 0 | 0 | |
| Methode Electronics Inc. | COM | 591520200 | 7,983 | 199,068 | SH | DFND | 1 | 150,485 | 0 | 48,583 | |
| MetLife Inc. | COM | 59156R108 | 5,169 | 102,244 | SH | DFND | 1 | 36,094 | 0 | 66,150 | |
| Michael Kors Hldgs Ltd | COM | G60754101 | 18,582 | 295,194 | SH | DFND | 1 | 226,278 | 0 | 68,916 | |
| Microchip Tech Inc. | COM | 595017104 | 1,628 | 18,526 | SH | DFND | 1 | 6,531 | 0 | 11,995 | |
| Micron Technology Inc. | COM | 595112103 | 13,555 | 329,642 | SH | DFND | 1 | 224,747 | 0 | 104,895 | |
| Microsemi Corp. | COM | 595137100 | 49,029 | 949,258 | SH | DFND | 1 | 762,441 | 0 | 186,817 | |
| Microsoft Corporation | COM | 594918104 | 5,695 | 66,576 | SH | DFND | 1 | 26,026 | 0 | 40,550 | |
| Midland States Bancorp Inc. | COM | 597742105 | 542 | 16,700 | SH | DFND | 1 | 16,700 | 0 | 0 | |
| Miller Industries Inc. | COM NEW | 600551204 | 511 | 19,810 | SH | DFND | 1 | 15,710 | 0 | 4,100 | |
| Minerals Technologies Inc. | COM | 603158106 | 1,378 | 20,015 | SH | DFND | 1 | 20,015 | 0 | 0 | |
| Mitel Networks Corporation | COM | 60671Q104 | 214 | 25,995 | SH | DFND | 1 | 25,995 | 0 | 0 | |
| MKS Instruments Inc. | COM | 55306N104 | 17,253 | 182,575 | SH | DFND | 1 | 142,993 | 0 | 39,582 | |
| Mohawk Industries Inc. | COM | 608190104 | 579 | 2,100 | SH | DFND | 1 | 2,100 | 0 | 0 | |
| Molina Healthcare Inc. | COM | 60855R100 | 1,597 | 20,833 | SH | DFND | 1 | 20,833 | 0 | 0 | |
| Mondelez International Inc. | CL A | 609207105 | 2,763 | 64,567 | SH | DFND | 1 | 28,357 | 0 | 36,210 | |
| Moog Inc. | CL A | 615394202 | 1,971 | 22,690 | SH | DFND | 1 | 22,690 | 0 | 0 | |
| Morgan Stanley | COM NEW | 617446448 | 5,482 | 104,488 | SH | DFND | 1 | 45,543 | 0 | 58,945 | |
| Movado Group Inc | COM | 624580106 | 1,488 | 46,211 | SH | DFND | 1 | 46,211 | 0 | 0 | |
| MSG Networks Inc. class A | CL A | 553573106 | 19,681 | 971,893 | SH | DFND | 1 | 734,303 | 0 | 237,590 | |
| MTGE Investment Corp. | COM | 55378A105 | 1,381 | 74,665 | SH | DFND | 1 | 74,665 | 0 | 0 | |
| Mueller Industries Inc. | COM | 624756102 | 14,781 | 417,192 | SH | DFND | 1 | 313,400 | 0 | 103,792 | |
| Myriad Genetics Inc. | COM | 62855J104 | 1,476 | 42,990 | SH | DFND | 1 | 42,990 | 0 | 0 | |
| National Fuel Gas Co. | COM | 636180101 | 1,317 | 23,990 | SH | DFND | 1 | 23,990 | 0 | 0 | |
| National Healthcare Corp | COM | 635906100 | 1,050 | 17,230 | SH | DFND | 1 | 17,230 | 0 | 0 | |
| National Oilwell Varco Incorpo | COM | 637071101 | 1,461 | 40,548 | SH | DFND | 1 | 14,323 | 0 | 26,225 | |
| National Retail Properties Inc | COM | 637417106 | 6,443 | 149,384 | SH | DFND | 1 | 113,258 | 0 | 36,126 | |
| Nationstar Mtg Hldgs Inc | COM | 63861C109 | 1,405 | 75,935 | SH | DFND | 1 | 75,935 | 0 | 0 | |
| Natus Medical Inc. | COM | 639050103 | 1,500 | 39,259 | SH | DFND | 1 | 39,259 | 0 | 0 | |
| Navient Corporation | COM | 63938C108 | 1,653 | 124,090 | SH | DFND | 1 | 124,090 | 0 | 0 | |
| Navigant Consulting | COM | 63935N107 | 1,505 | 77,545 | SH | DFND | 1 | 77,545 | 0 | 0 | |
| NCR Corporation | COM | 62886E108 | 1,640 | 48,245 | SH | DFND | 1 | 48,245 | 0 | 0 | |
| Nektar Therapeutics | COM | 640268108 | 20,329 | 340,403 | SH | DFND | 1 | 262,332 | 0 | 78,071 | |
| Nelnet Inc. | COM | 64031N108 | 1,568 | 28,630 | SH | DFND | 1 | 28,630 | 0 | 0 | |
| Neos Therapeutics Inc. | COM | 64052L106 | 314 | 30,820 | SH | DFND | 1 | 30,820 | 0 | 0 | |
| NetApp Inc. | COM | 64110D104 | 31,781 | 574,495 | SH | DFND | 1 | 451,925 | 0 | 122,570 | |
| Netgear Inc. | COM | 64111Q104 | 13,571 | 231,004 | SH | DFND | 1 | 182,068 | 0 | 48,936 | |
| Newmont Mining Corp. | COM | 651639106 | 16,552 | 441,160 | SH | DFND | 1 | 351,797 | 0 | 89,363 | |
| NIC Inc. | COM | 62914B100 | 1,436 | 86,535 | SH | DFND | 1 | 86,535 | 0 | 0 | |
| Nicolet Bankshares Inc. | COM | 65406E102 | 436 | 7,960 | SH | DFND | 1 | 7,960 | 0 | 0 | |
| NMI Holdings Inc. | CL A | 629209305 | 946 | 55,620 | SH | DFND | 1 | 55,620 | 0 | 0 | |
| Noble Energy Inc. | COM | 655044105 | 2,277 | 78,141 | SH | DFND | 1 | 27,566 | 0 | 50,575 | |
| Nomad Foods Limited | USD ORD SHS | G6564A105 | 35,521 | 2,100,569 | SH | DFND | 1 | 1,720,434 | 0 | 380,135 | |
| Northwestern Corp. | COM NEW | 668074305 | 22,687 | 380,023 | SH | DFND | 1 | 293,296 | 0 | 86,727 | |
| Nova Measuring Instruments Ltd | COM | M7516K103 | 1,570 | 60,610 | SH | DFND | 1 | 60,610 | 0 | 0 | |
| NRG Energy Inc. | COM | 629377508 | 2,912 | 102,231 | SH | DFND | 1 | 71,441 | 0 | 30,790 | |
| Nu Skin Enterprises Inc. CL A | CL A | 67018T105 | 1,532 | 22,460 | SH | DFND | 1 | 22,460 | 0 | 0 | |
| NutriSystem Inc. | COM | 67069D108 | 4,246 | 80,730 | SH | DFND | 1 | 62,956 | 0 | 17,774 | |
| Oceaneering International Inc. | COM | 675232102 | 1,675 | 79,215 | SH | DFND | 1 | 79,215 | 0 | 0 | |
| Office Depot Inc. | COM | 676220106 | 1,061 | 299,705 | SH | DFND | 1 | 299,705 | 0 | 0 | |
| Old Republic Intl Corp. | COM | 680223104 | 7,292 | 341,060 | SH | DFND | 1 | 267,315 | 0 | 73,745 | |
| Omnicell Inc. | COM | 68213N109 | 6,857 | 141,390 | SH | DFND | 1 | 107,083 | 0 | 34,307 | |
| On Assignment Inc. | COM | 682159108 | 14,380 | 223,740 | SH | DFND | 1 | 171,110 | 0 | 52,630 | |
| OneMain Holdings Inc. | COM | 68268W103 | 391 | 15,040 | SH | DFND | 1 | 15,040 | 0 | 0 | |
| Oracle Corp. | COM | 68389X105 | 3,631 | 76,799 | SH | DFND | 1 | 31,954 | 0 | 44,845 | |
| OraSure Technologies Inc. | COM | 68554V108 | 1,724 | 91,406 | SH | DFND | 1 | 91,406 | 0 | 0 | |
| ORBITAL ATK INC COM | COM | 68557N103 | 27 | 208 | SH | DFND | 1 | 208 | 0 | 0 | |
| Orbotech Ltd. ORD | ORD | M75253100 | 60,715 | 1,208,509 | SH | DFND | 1 | 940,999 | 0 | 267,510 | |
| Oritani Financial Corp | COM | 68633D103 | 4,673 | 284,963 | SH | DFND | 1 | 238,768 | 0 | 46,195 | |
| Orthofix International N.V. | COM | N6748L102 | 1,555 | 28,435 | SH | DFND | 1 | 28,435 | 0 | 0 | |
| Oshkosh Corp. | COM | 688239201 | 11,443 | 125,897 | SH | DFND | 1 | 89,814 | 0 | 36,083 | |
| OUTFRONT Media Inc. (REIT) | COM | 69007J106 | 7,002 | 301,811 | SH | DFND | 1 | 228,776 | 0 | 73,035 | |
| Overseas Shipholding Group Inc | CL A NEW | 69036R863 | 1,141 | 416,360 | SH | DFND | 1 | 416,360 | 0 | 0 | |
| Owens & Minor Inc. | COM | 690732102 | 1,520 | 80,525 | SH | DFND | 1 | 80,525 | 0 | 0 | |
| Owens Corning New | COM | 690742101 | 1,391 | 15,129 | SH | DFND | 1 | 5,329 | 0 | 9,800 | |
| Owens Illinois | COM NEW | 690768403 | 1,318 | 59,465 | SH | DFND | 1 | 59,465 | 0 | 0 | |
| Oxford Industries Inc. | COM | 691497309 | 825 | 10,967 | SH | DFND | 1 | 10,967 | 0 | 0 | |
| Pacific Ethanol Inc. | COM PAR $.001 | 69423U305 | 1,056 | 232,140 | SH | DFND | 1 | 232,140 | 0 | 0 | |
| Par Pacific Holdings Inc. | COM NEW | 69888T207 | 1,444 | 74,895 | SH | DFND | 1 | 74,895 | 0 | 0 | |
| Patterson Companies Inc. | COM | 703395103 | 1,430 | 39,580 | SH | DFND | 1 | 39,580 | 0 | 0 | |
| Patterson-UTI Energy Inc. | COM | 703481101 | 3,575 | 155,370 | SH | DFND | 1 | 118,750 | 0 | 36,620 | |
| PDL BioPharma Inc. | COM | 69329Y104 | 1,645 | 600,525 | SH | DFND | 1 | 600,525 | 0 | 0 | |
| Peapack-Gladstone Financial Co | COM | 704699107 | 1,734 | 49,525 | SH | DFND | 1 | 49,525 | 0 | 0 | |
| PennyMac Mortgage Investment T | COM | 70931T103 | 1,557 | 96,885 | SH | DFND | 1 | 96,885 | 0 | 0 | |
| Pentair plc | SHS | G7S00T104 | 2,083 | 29,493 | SH | DFND | 1 | 13,918 | 0 | 15,575 | |
| Perficient Inc. | COM | 71375U101 | 1,339 | 70,225 | SH | DFND | 1 | 70,225 | 0 | 0 | |
| PerkinElmer Inc. | COM | 714046109 | 17,735 | 242,551 | SH | DFND | 1 | 190,964 | 0 | 51,587 | |
| Perrigo Co. PLC (New) | SHS | G97822103 | 36,866 | 422,966 | SH | DFND | 1 | 334,322 | 0 | 88,644 | |
| Perry Ellis International Inc. | COM | 288853104 | 1,164 | 46,489 | SH | DFND | 1 | 46,489 | 0 | 0 | |
| PGT Innovations Inc. | COM | 69336V101 | 4,845 | 287,550 | SH | DFND | 1 | 216,950 | 0 | 70,600 | |
| PH Glatfelter Co. | COM | 377316104 | 5,236 | 244,238 | SH | DFND | 1 | 187,690 | 0 | 56,548 | |
| Photronics Inc. | COM | 719405102 | 1,262 | 148,030 | SH | DFND | 1 | 148,030 | 0 | 0 | |
| Physicians Realty Trust (REIT) | COM | 71943U104 | 12,522 | 696,048 | SH | DFND | 1 | 531,629 | 0 | 164,419 | |
| Piedmont Office Realty Trust I | COM CL A | 720190206 | 40,840 | 2,082,618 | SH | DFND | 1 | 1,667,461 | 0 | 415,157 | |
| Pier 1 Imports Inc. | COM | 720279108 | 943 | 227,805 | SH | DFND | 1 | 227,805 | 0 | 0 | |
| Pinnacle Finl Partners Inc | COM | 72346Q104 | 12,106 | 182,590 | SH | DFND | 1 | 139,200 | 0 | 43,390 | |
| Pinnacle Foods Inc. | COM | 72348P104 | 59,936 | 1,007,835 | SH | DFND | 1 | 803,436 | 0 | 204,399 | |
| Piper Jaffray Co. | COM | 724078100 | 15,881 | 184,132 | SH | DFND | 1 | 139,141 | 0 | 44,991 | |
| Plantronics Inc. | COM | 727493108 | 1,466 | 29,090 | SH | DFND | 1 | 29,090 | 0 | 0 | |
| Plexus Corp. | COM | 729132100 | 1,554 | 25,600 | SH | DFND | 1 | 25,600 | 0 | 0 | |
| PNC Financial Services Group I | COM | 693475105 | 6,226 | 43,146 | SH | DFND | 1 | 20,501 | 0 | 22,645 | |
| Portland General Electric | COM NEW | 736508847 | 1,363 | 29,895 | SH | DFND | 1 | 29,895 | 0 | 0 | |
| Precision Drilling Corporation | COM | 74022D308 | 34,175 | 11,316,260 | SH | DFND | 1 | 9,122,409 | 0 | 2,193,851 | |
| Preferred Bk Los Angeles Ca | COM NEW | 740367404 | 771 | 13,115 | SH | DFND | 1 | 13,115 | 0 | 0 | |
| Primoris Svcs Corp | COM | 74164F103 | 1,514 | 55,695 | SH | DFND | 1 | 55,695 | 0 | 0 | |
| Prosperity Bancshares Inc. | COM | 743606105 | 1,525 | 21,760 | SH | DFND | 1 | 21,760 | 0 | 0 | |
| Providence Service Corp. | COM | 743815102 | 1,441 | 24,285 | SH | DFND | 1 | 24,285 | 0 | 0 | |
| Provident Financial Services I | COM | 74386T105 | 12,836 | 475,941 | SH | DFND | 1 | 363,747 | 0 | 112,194 | |
| Prudential Financial Inc. | COM | 744320102 | 379 | 3,300 | SH | DFND | 1 | 3,300 | 0 | 0 | |
| Public Service Enterprise Grou | COM | 744573106 | 35,722 | 693,640 | SH | DFND | 1 | 564,982 | 0 | 128,658 | |
| PVH Corporation | COM | 693656100 | 29,555 | 215,399 | SH | DFND | 1 | 165,952 | 0 | 49,447 | |
| QCR Holdings Inc. | COM | 74727A104 | 1,005 | 23,460 | SH | DFND | 1 | 23,460 | 0 | 0 | |
| QEP Resources Inc. | COM | 74733V100 | 1,522 | 159,048 | SH | DFND | 1 | 159,048 | 0 | 0 | |
| Qiagen N.V. | SHS NEW | N72482123 | 15,834 | 511,926 | SH | DFND | 1 | 408,038 | 0 | 103,888 | |
| Qorvo Inc. | COM | 74736K101 | 10,239 | 153,737 | SH | DFND | 1 | 116,792 | 0 | 36,945 | |
| Quad/Graphics Inc. | COM NEW | 747301109 | 1,482 | 65,582 | SH | DFND | 1 | 65,582 | 0 | 0 | |
| Quality Sys Inc. | COM | 747582104 | 1,449 | 106,690 | SH | DFND | 1 | 106,690 | 0 | 0 | |
| Quantum Corp. | COM NEW | 747906501 | 1,342 | 238,280 | SH | DFND | 1 | 238,280 | 0 | 0 | |
| Quinstreet Inc | COM | 74874Q100 | 1,203 | 143,505 | SH | DFND | 1 | 143,505 | 0 | 0 | |
| R.R. Donnelley & Sons Company | COM | 257867200 | 1,499 | 161,221 | SH | DFND | 1 | 161,221 | 0 | 0 | |
| Radian Group Inc. | COM | 750236101 | 1,541 | 74,790 | SH | DFND | 1 | 74,790 | 0 | 0 | |
| Ralph Lauren Corp | CL A | 751212101 | 22,919 | 221,034 | SH | DFND | 1 | 170,431 | 0 | 50,603 | |
| Ramco-Gershenson Properties Tr | COM SH BEN INT | 751452202 | 1,600 | 108,595 | SH | DFND | 1 | 108,595 | 0 | 0 | |
| Raymond James Financial Inc. | COM | 754730109 | 277 | 3,100 | SH | DFND | 1 | 2,150 | 0 | 950 | |
| Realty Income Corp. (REIT) | COM | 756109104 | 254 | 4,450 | SH | DFND | 1 | 3,100 | 0 | 1,350 | |
| Regal Beloit Corp. | COM | 758750103 | 16,695 | 217,954 | SH | DFND | 1 | 168,444 | 0 | 49,510 | |
| Renewable Energy Group Inc | COM NEW | 75972A301 | 1,927 | 163,320 | SH | DFND | 1 | 163,320 | 0 | 0 | |
| Resources Connection Inc. | COM | 76122Q105 | 1,081 | 69,984 | SH | DFND | 1 | 69,984 | 0 | 0 | |
| Revolution Lighting Technologi | COM NEW | 76155G206 | 1,383 | 420,400 | SH | DFND | 1 | 310,900 | 0 | 109,500 | |
| REX American Resources Corp. | COM | 761624105 | 10,459 | 126,334 | SH | DFND | 1 | 94,711 | 0 | 31,623 | |
| RLJ Lodging Trust (REIT) | COM | 74965L101 | 1,516 | 69,020 | SH | DFND | 1 | 69,020 | 0 | 0 | |
| Rowan Companies Plc | SHS CL A | G7665A101 | 2,231 | 142,460 | SH | DFND | 1 | 142,460 | 0 | 0 | |
| RPX Corp. | COM | 74972G103 | 1,421 | 105,735 | SH | DFND | 1 | 105,735 | 0 | 0 | |
| Rudolph Techonologies Inc. | COM | 781270103 | 489 | 20,477 | SH | DFND | 1 | 20,477 | 0 | 0 | |
| Rush Enterprises Inc Cl A | CL A | 781846209 | 2,069 | 40,715 | SH | DFND | 1 | 40,715 | 0 | 0 | |
| Sabra Health Care REIT Inc. | COM | 78573L106 | 11,897 | 633,810 | SH | DFND | 1 | 495,930 | 0 | 137,880 | |
| Sanderson Farms Inc. | COM | 800013104 | 1,350 | 9,725 | SH | DFND | 1 | 9,725 | 0 | 0 | |
| Sandy Spring Bancorp Inc. | COM | 800363103 | 18,949 | 485,631 | SH | DFND | 1 | 382,038 | 0 | 103,593 | |
| Sanmina Corporation | COM | 801056102 | 1,449 | 43,895 | SH | DFND | 1 | 43,895 | 0 | 0 | |
| Schlumberger Limited | COM | 806857108 | 559 | 8,300 | SH | DFND | 1 | 8,300 | 0 | 0 | |
| Schnitzer Steel Industries Inc | COM | 806882106 | 1,784 | 53,255 | SH | DFND | 1 | 53,255 | 0 | 0 | |
| Select Income REIT | COM | 81618T100 | 1,556 | 61,925 | SH | DFND | 1 | 61,925 | 0 | 0 | |
| Selective Insurance Group Inc. | COM | 816300107 | 27,054 | 460,889 | SH | DFND | 1 | 349,544 | 0 | 111,345 | |
| Shoe Carnival Inc. | COM | 824889109 | 1,127 | 42,143 | SH | DFND | 1 | 42,143 | 0 | 0 | |
| Silicon Motion Technology Corp | SPONSORED ADR | 82706C108 | 16,379 | 309,271 | SH | DFND | 1 | 234,762 | 0 | 74,509 | |
| SkyWest Inc. | COM | 830879102 | 1,380 | 25,995 | SH | DFND | 1 | 25,995 | 0 | 0 | |
| SL Green Realty Corp. (REIT) | COM | 78440X101 | 18,444 | 182,741 | SH | DFND | 1 | 144,670 | 0 | 38,071 | |
| Sleep Number Corp NPV | COM | 83125X103 | 1,311 | 34,880 | SH | DFND | 1 | 34,880 | 0 | 0 | |
| SLM Corp. (New) | COM | 78442P106 | 615 | 54,450 | SH | DFND | 1 | 54,450 | 0 | 0 | |
| SM Energy Company | COM | 78454L100 | 29,315 | 1,327,668 | SH | DFND | 1 | 1,072,977 | 0 | 254,691 | |
| SMART Global Holdings Inc. | SHS | G8232Y101 | 12,319 | 365,555 | SH | DFND | 1 | 284,220 | 0 | 81,335 | |
| SodaStream International Ltd. | COM | M9068E105 | 1,628 | 23,150 | SH | DFND | 1 | 23,150 | 0 | 0 | |
| SONY Corp. ADR | SPONSORED ADR | 835699307 | 1,399 | 31,120 | SH | DFND | 1 | 10,980 | 0 | 20,140 | |
| South State Corp. | COM | 840441109 | 225 | 2,580 | SH | DFND | 1 | 2,580 | 0 | 0 | |
| Southwestern Engergy Co | COM | 845467109 | 1,333 | 238,805 | SH | DFND | 1 | 238,805 | 0 | 0 | |
| SP Plus Corp. | COM | 78469C103 | 1,394 | 37,570 | SH | DFND | 1 | 37,570 | 0 | 0 | |
| Spartan Motors Inc. | COM | 846819100 | 676 | 42,935 | SH | DFND | 1 | 42,935 | 0 | 0 | |
| Spectrum Brands Hldgs Inc | COM | 84763R101 | 20,006 | 177,985 | SH | DFND | 1 | 135,032 | 0 | 42,953 | |
| Spok Holdings Inc. | COM | 84863T106 | 1,041 | 66,530 | SH | DFND | 1 | 66,530 | 0 | 0 | |
| Sprint Corporation | COM SER 1 | 85207U105 | 984 | 167,067 | SH | DFND | 1 | 59,072 | 0 | 107,995 | |
| State Bank Financial Corp | COM | 856190103 | 1,213 | 40,635 | SH | DFND | 1 | 40,635 | 0 | 0 | |
| State Street Corp. | COM | 857477103 | 527 | 5,400 | SH | DFND | 1 | 5,400 | 0 | 0 | |
| Steelcase Inc. CL A | CL A | 858155203 | 1,470 | 96,715 | SH | DFND | 1 | 96,715 | 0 | 0 | |
| Stepan Co | COM | 858586100 | 1,407 | 17,815 | SH | DFND | 1 | 17,815 | 0 | 0 | |
| Sterling Bancorp New | COM | 85917A100 | 30,696 | 1,247,824 | SH | DFND | 1 | 949,252 | 0 | 298,572 | |
| Steven Madden Ltd. | COM | 556269108 | 10,677 | 228,637 | SH | DFND | 1 | 176,718 | 0 | 51,919 | |
| Stifel Financial Corp. | CL A | 860630102 | 13,345 | 224,053 | SH | DFND | 1 | 178,923 | 0 | 45,130 | |
| Stoneridge Inc. | COM | 86183P102 | 9,747 | 426,389 | SH | DFND | 1 | 324,307 | 0 | 102,082 | |
| Stratasys Ltd. | SHS | M85548101 | 1,229 | 61,565 | SH | DFND | 1 | 61,565 | 0 | 0 | |
| Summit Hotel Properties Inc. ( | COM | 866082100 | 19,566 | 1,284,694 | SH | DFND | 1 | 972,624 | 0 | 312,070 | |
| Suncoke Energy Inc | COM | 86722A103 | 1,637 | 136,530 | SH | DFND | 1 | 136,530 | 0 | 0 | |
| Sunstone Hotel Investors Inc. | COM | 867892101 | 1,488 | 90,025 | SH | DFND | 1 | 90,025 | 0 | 0 | |
| SunTrust Banks Inc. | COM | 867914103 | 2,912 | 45,091 | SH | DFND | 1 | 19,761 | 0 | 25,330 | |
| SUPERVALU Inc.(new) | COM NEW | 868536301 | 1,826 | 84,540 | SH | DFND | 1 | 84,540 | 0 | 0 | |
| Sykes Enterprises Inc. | COM | 871237103 | 1,550 | 49,279 | SH | DFND | 1 | 49,279 | 0 | 0 | |
| Synaptics Inc. | COM | 87157D109 | 1,621 | 40,590 | SH | DFND | 1 | 40,590 | 0 | 0 | |
| Synchrony Financial | COM | 87165B103 | 11,469 | 297,035 | SH | DFND | 1 | 228,506 | 0 | 68,529 | |
| Syntel Inc | COM | 87162H103 | 1,373 | 59,700 | SH | DFND | 1 | 59,700 | 0 | 0 | |
| Systemax Inc | COM | 871851101 | 1,546 | 46,465 | SH | DFND | 1 | 46,465 | 0 | 0 | |
| T-Mobile US Inc. | COM | 872590104 | 2,489 | 39,196 | SH | DFND | 1 | 19,546 | 0 | 19,650 | |
| Tailored Brands Inc. | COM | 87403A107 | 1,444 | 66,160 | SH | DFND | 1 | 66,160 | 0 | 0 | |
| Tapestry Inc. (new) | COM | 876030107 | 336 | 7,600 | SH | DFND | 1 | 5,350 | 0 | 2,250 | |
| Targa Resources Corp. | COM | 87612G101 | 15,255 | 315,060 | SH | DFND | 1 | 255,431 | 0 | 59,629 | |
| TCF Financial Corporation | COM | 872275102 | 1,517 | 74,005 | SH | DFND | 1 | 74,005 | 0 | 0 | |
| Tech Data Corp. | COM | 878237106 | 1,581 | 16,139 | SH | DFND | 1 | 16,139 | 0 | 0 | |
| Teekay Tankers Ltd | CL A | Y8565N102 | 1,012 | 722,615 | SH | DFND | 1 | 722,615 | 0 | 0 | |
| Telephone & Data Sys Inc | COM NEW | 879433829 | 1,394 | 50,150 | SH | DFND | 1 | 50,150 | 0 | 0 | |
| Teradata Corporation | COM | 88076W103 | 1,571 | 40,845 | SH | DFND | 1 | 40,845 | 0 | 0 | |
| Teradyne Inc. | COM | 880770102 | 16,131 | 385,273 | SH | DFND | 1 | 311,085 | 0 | 74,188 | |
| Terex Corp. | COM | 880779103 | 57,132 | 1,184,817 | SH | DFND | 1 | 958,755 | 0 | 226,062 | |
| Tetra Tech Inc. | COM | 88162G103 | 11,748 | 243,981 | SH | DFND | 1 | 192,044 | 0 | 51,937 | |
| Textainer Group Holdings Limit | SHS | G8766E109 | 1,455 | 67,655 | SH | DFND | 1 | 67,655 | 0 | 0 | |
| The Bank of N.T. Butterfield & | SHS NEW | G0772R208 | 1,485 | 40,925 | SH | DFND | 1 | 40,925 | 0 | 0 | |
| The Chefs Warehouse Inc. | COM | 163086101 | 1,355 | 66,085 | SH | DFND | 1 | 66,085 | 0 | 0 | |
| The Childrens Place Inc. | COM | 168905107 | 27,984 | 192,525 | SH | DFND | 1 | 158,271 | 0 | 34,254 | |
| Third Point Reinsurance Ltd. | COM | G8827U100 | 6,781 | 462,885 | SH | DFND | 1 | 375,235 | 0 | 87,650 | |
| Tillys Inc | CL A | 886885102 | 1,350 | 91,470 | SH | DFND | 1 | 91,470 | 0 | 0 | |
| TimkenSteel Corporation | COM | 887399103 | 2,767 | 182,160 | SH | DFND | 1 | 143,760 | 0 | 38,400 | |
| Titan Machinery Inc. | COM | 88830R101 | 14,904 | 704,035 | SH | DFND | 1 | 536,930 | 0 | 167,105 | |
| Tivity Health Inc. | COM | 88870R102 | 2,916 | 79,772 | SH | DFND | 1 | 79,772 | 0 | 0 | |
| TiVo Corp. (new) | COM | 88870P106 | 9,069 | 581,366 | SH | DFND | 1 | 437,623 | 0 | 143,743 | |
| Toll Bros Inc. | COM | 889478103 | 12,906 | 268,763 | SH | DFND | 1 | 218,007 | 0 | 50,756 | |
| Toyota Motor Corp. ADR | COM | 892331307 | 1,666 | 13,100 | SH | DFND | 1 | 13,100 | 0 | 0 | |
| Treehouse Foods Inc. | COM | 89469A104 | 1,650 | 33,365 | SH | DFND | 1 | 33,365 | 0 | 0 | |
| TriCo Bancshares | COM | 896095106 | 1,247 | 32,940 | SH | DFND | 1 | 32,940 | 0 | 0 | |
| Trinseo SA | SHS | L9340P101 | 15,025 | 206,961 | SH | DFND | 1 | 159,007 | 0 | 47,954 | |
| Triple-S Management Corporatio | COM | 896749108 | 1,219 | 49,039 | SH | DFND | 1 | 49,039 | 0 | 0 | |
| Triton International Limited C | CL A | G9078F107 | 42,219 | 1,127,335 | SH | DFND | 1 | 908,997 | 0 | 218,338 | |
| Triumph Bancorp Inc. | COM | 89679E300 | 1,312 | 41,640 | SH | DFND | 1 | 41,640 | 0 | 0 | |
| Triumph Group Inc. | COM | 896818101 | 1,355 | 49,800 | SH | DFND | 1 | 49,800 | 0 | 0 | |
| TrueBlue Inc. | COM | 89785X101 | 1,447 | 52,605 | SH | DFND | 1 | 52,605 | 0 | 0 | |
| Trustco Bank Corp NY | COM | 898349105 | 8,566 | 931,037 | SH | DFND | 1 | 745,571 | 0 | 185,466 | |
| TTM Technologies Inc. | COM | 87305R109 | 1,449 | 92,454 | SH | DFND | 1 | 92,454 | 0 | 0 | |
| Tutor Perini Corp. | COM | 901109108 | 1,396 | 55,050 | SH | DFND | 1 | 55,050 | 0 | 0 | |
| Twitter Inc. | COM | 90184L102 | 19,318 | 804,599 | SH | DFND | 1 | 639,572 | 0 | 165,027 | |
| Tyson Foods Inc. CL A | CL A | 902494103 | 8,084 | 99,712 | SH | DFND | 1 | 77,359 | 0 | 22,353 | |
| U.S. Concrete Inc. | COM NEW | 90333L201 | 24,704 | 295,326 | SH | DFND | 1 | 226,957 | 0 | 68,369 | |
| Ultra Clean Holdings Inc. | COM | 90385V107 | 451 | 19,535 | SH | DFND | 1 | 19,535 | 0 | 0 | |
| Umpqua Holdings Corp. | COM | 904214103 | 13,250 | 636,999 | SH | DFND | 1 | 483,082 | 0 | 153,917 | |
| Union Bankshares Corporation | COM | 90539J109 | 7,761 | 214,565 | SH | DFND | 1 | 163,791 | 0 | 50,774 | |
| Unit Corp. | COM | 909218109 | 1,653 | 75,115 | SH | DFND | 1 | 75,115 | 0 | 0 | |
| United Community Banks Inc. | COM | 90984P303 | 30,631 | 1,088,529 | SH | DFND | 1 | 856,417 | 0 | 232,112 | |
| United Continental Holdings. | COM | 910047109 | 1,869 | 27,729 | SH | DFND | 1 | 12,914 | 0 | 14,815 | |
| United Financial Bancorp Inc. | COM | 910304104 | 21,937 | 1,243,574 | SH | DFND | 1 | 957,833 | 0 | 285,741 | |
| United Fire Group Inc | COM | 910340108 | 22,074 | 484,281 | SH | DFND | 1 | 369,528 | 0 | 114,753 | |
| United Natural Foods Inc. | COM | 911163103 | 1,614 | 32,755 | SH | DFND | 1 | 32,755 | 0 | 0 | |
| United Rentals Inc. | COM | 911363109 | 6,070 | 35,307 | SH | DFND | 1 | 30,050 | 0 | 5,257 | |
| United States Cellular Corp. | COM | 911684108 | 1,298 | 34,490 | SH | DFND | 1 | 34,490 | 0 | 0 | |
| United States Steel Corp. | COM | 912909108 | 1,798 | 51,080 | SH | DFND | 1 | 51,080 | 0 | 0 | |
| United Technologies Corp. | COM | 913017109 | 765 | 6,000 | SH | DFND | 1 | 6,000 | 0 | 0 | |
| United Therapeutics Corp. | COM | 91307C102 | 1,811 | 12,240 | SH | DFND | 1 | 12,240 | 0 | 0 | |
| Universal Display Corp. (New) | COM | 91347P105 | 19,518 | 113,048 | SH | DFND | 1 | 86,609 | 0 | 26,439 | |
| Universal Insurance Holdings I | COM | 91359V107 | 1,628 | 59,530 | SH | DFND | 1 | 59,530 | 0 | 0 | |
| Unum Group | COM | 91529Y106 | 23,585 | 429,670 | SH | DFND | 1 | 336,441 | 0 | 93,229 | |
| Urban Outfitters Inc. | COM | 917047102 | 9,418 | 268,636 | SH | DFND | 1 | 213,949 | 0 | 54,687 | |
| US Foods Holding Corp. | COM | 912008109 | 32,973 | 1,032,658 | SH | DFND | 1 | 835,198 | 0 | 197,460 | |
| Valeant Pharmaceuticals Intern | COM | 91911K102 | 1,890 | 90,965 | SH | DFND | 1 | 90,965 | 0 | 0 | |
| Valero Energy Corp. | COM | 91913Y100 | 2,046 | 22,264 | SH | DFND | 1 | 7,854 | 0 | 14,410 | |
| Validus Holdings Ltd. | COM SHS | G9319H102 | 9,074 | 193,393 | SH | DFND | 1 | 147,855 | 0 | 45,538 | |
| Vectrus Inc. | COM | 92242T101 | 1,339 | 43,395 | SH | DFND | 1 | 43,395 | 0 | 0 | |
| Venator Materials PLC | SHS | G9329Z100 | 29,446 | 1,331,195 | SH | DFND | 1 | 1,075,678 | 0 | 255,517 | |
| Vera Bradley Inc. | COM | 92335C106 | 1,610 | 132,220 | SH | DFND | 1 | 132,220 | 0 | 0 | |
| VeriFone Systems Inc. | COM | 92342Y109 | 1,531 | 86,445 | SH | DFND | 1 | 86,445 | 0 | 0 | |
| Verint Systems Inc. | COM | 92343X100 | 21,282 | 508,527 | SH | DFND | 1 | 413,562 | 0 | 94,965 | |
| Visa Inc. CL A | COM | 92826C839 | 1,174 | 10,300 | SH | DFND | 1 | 10,300 | 0 | 0 | |
| Vishay Intertechnology Inc. | COM | 928298108 | 20,784 | 1,001,659 | SH | DFND | 1 | 786,170 | 0 | 215,489 | |
| Visteon Corp. | COM NEW | 92839U206 | 25,839 | 206,484 | SH | DFND | 1 | 163,540 | 0 | 42,944 | |
| Vistra Energy Corp. | COM | 92840M102 | 25,721 | 1,403,998 | SH | DFND | 1 | 1,114,242 | 0 | 289,756 | |
| W&T Offshore Inc. | COM | 92922P106 | 1,664 | 502,725 | SH | DFND | 1 | 502,725 | 0 | 0 | |
| Wabash National Corp | COM | 929566107 | 2,672 | 123,155 | SH | DFND | 1 | 123,155 | 0 | 0 | |
| Waddell & Reed Financial Inc. | CL A | 930059100 | 5,685 | 254,459 | SH | DFND | 1 | 212,124 | 0 | 42,335 | |
| Walgreens Boots Alliance Inc. | COM | 931427108 | 2,899 | 39,916 | SH | DFND | 1 | 14,091 | 0 | 25,825 | |
| Washington Federal Inc. | COM | 938824109 | 38,380 | 1,120,591 | SH | DFND | 1 | 870,717 | 0 | 249,874 | |
| Washington Trust Bancorp Inc. | COM | 940610108 | 7,918 | 148,702 | SH | DFND | 1 | 114,123 | 0 | 34,579 | |
| Watts Water Technologies Inc. | COM | 942749102 | 12,183 | 160,407 | SH | DFND | 1 | 122,093 | 0 | 38,314 | |
| Weatherford International plc. | ORD SHS | G48833100 | 1,357 | 325,366 | SH | DFND | 1 | 114,836 | 0 | 210,530 | |
| Webster Financial Corp. | COM | 947890109 | 8,008 | 142,586 | SH | DFND | 1 | 110,365 | 0 | 32,221 | |
| WellCare Health Plans Inc. | COM | 94946T106 | 18,474 | 91,862 | SH | DFND | 1 | 71,765 | 0 | 20,097 | |
| Wells Fargo & Company | COM | 949746101 | 561 | 9,245 | SH | DFND | 1 | 9,245 | 0 | 0 | |
| WesBanco Inc | COM | 950810101 | 1,519 | 37,370 | SH | DFND | 1 | 37,370 | 0 | 0 | |
| Wesco Aircraft Hldgs Inc | COM | 950814103 | 1,427 | 192,850 | SH | DFND | 1 | 192,850 | 0 | 0 | |
| WESCO International Inc. | COM | 95082P105 | 1,662 | 24,390 | SH | DFND | 1 | 24,390 | 0 | 0 | |
| WESTERN DIGITAL CORPORATION | COM | 958102105 | 2 | 19 | SH | DFND | 1 | 19 | 0 | 0 | |
| WestRock Company | COM | 96145D105 | 30,756 | 486,564 | SH | DFND | 1 | 381,755 | 0 | 104,809 | |
| William Lyon Homes | CL A NEW | 552074700 | 465 | 16,000 | SH | DFND | 1 | 16,000 | 0 | 0 | |
| Williams-Sonoma Inc. | COM | 969904101 | 13,848 | 267,857 | SH | DFND | 1 | 208,290 | 0 | 59,567 | |
| Wolverine World Wide Inc. | COM | 978097103 | 31,172 | 977,800 | SH | DFND | 1 | 791,352 | 0 | 186,448 | |
| World Fuel Services Corp. | COM | 981475106 | 1,555 | 55,245 | SH | DFND | 1 | 55,245 | 0 | 0 | |
| WPX Energy Inc. | COM | 98212B103 | 55,100 | 3,916,135 | SH | DFND | 1 | 3,189,395 | 0 | 726,740 | |
| Wyndham Worldwide Corporation | COM | 98310W108 | 834 | 7,200 | SH | DFND | 1 | 7,200 | 0 | 0 | |
| Xcerra Corporation | COM | 98400J108 | 9,812 | 1,002,291 | SH | DFND | 1 | 782,159 | 0 | 220,132 | |
| Xenia Hotels & Resorts Inc. (R | COM | 984017103 | 1,546 | 71,625 | SH | DFND | 1 | 71,625 | 0 | 0 | |
| Xilinx Inc. | COM | 983919101 | 4,222 | 62,622 | SH | DFND | 1 | 53,965 | 0 | 8,657 | |
| XL GROUP LTD | COM | G98294104 | 1 | 36 | SH | DFND | 1 | 36 | 0 | 0 | |
| YRC Worldwide Inc. | COM PAR $.01 | 984249607 | 1,746 | 121,440 | SH | DFND | 1 | 121,440 | 0 | 0 | |
| Zions Bancorp. | COM | 989701107 | 411 | 8,087 | SH | DFND | 1 | 5,687 | 0 | 2,400 | |
| Zumiez Inc. | COM | 989817101 | 1,166 | 56,011 | SH | DFND | 1 | 56,011 | 0 | 0 | |