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 | 967 | 21,530 | SH | DFND | 1 | 21,530 | 0 | 0 | |
| Abbott Laboratories | COM | 002824100 | 272 | 3,400 | SH | DFND | 1 | 3,400 | 0 | 0 | |
| AbbVie Inc. | COM | 00287Y109 | 2,375 | 29,475 | SH | DFND | 1 | 14,125 | 0 | 15,350 | |
| Abercrombie & Fitch Co. | COM | 002896207 | 19,819 | 723,063 | SH | DFND | 1 | 502,480 | 0 | 220,583 | |
| ABM Industries Inc. | COM | 000957100 | 1,335 | 36,715 | SH | DFND | 1 | 36,715 | 0 | 0 | |
| Acadia Healthcare Company I | COM | 00404A109 | 1,357 | 46,315 | SH | DFND | 1 | 46,315 | 0 | 0 | |
| ACCO Brands Corporation | COM | 00081T108 | 1,256 | 146,680 | SH | DFND | 1 | 146,680 | 0 | 0 | |
| Accuray Inc. | COM | 004397105 | 1,241 | 260,125 | SH | DFND | 1 | 260,125 | 0 | 0 | |
| Acorda Therapeutics Inc. | COM | 00484M106 | 1,213 | 91,280 | SH | DFND | 1 | 91,280 | 0 | 0 | |
| Addus HomeCare Corporation | COM | 006739106 | 1,161 | 18,260 | SH | DFND | 1 | 18,260 | 0 | 0 | |
| Advance Auto Parts Inc. | COM | 00751Y106 | 290 | 1,701 | SH | DFND | 1 | 1,701 | 0 | 0 | |
| Advanced Energy Industries Inc | COM | 007973100 | 178 | 3,590 | SH | DFND | 1 | 3,590 | 0 | 0 | |
| AECOM | COM | 00766T100 | 1,218 | 41,050 | SH | DFND | 1 | 41,050 | 0 | 0 | |
| Aegion Corp | COM | 00770F104 | 875 | 49,805 | SH | DFND | 1 | 49,805 | 0 | 0 | |
| AerCap Holdings N.V. | SHS | N00985106 | 5,183 | 111,363 | SH | DFND | 1 | 111,356 | 0 | 7 | |
| Aerojet Rocketdyne Holdings In | COM | 007800105 | 13,976 | 393,352 | SH | DFND | 1 | 273,308 | 0 | 120,044 | |
| AGCO Corp. | COM | 001084102 | 1,392 | 20,015 | SH | DFND | 1 | 20,015 | 0 | 0 | |
| Agilent Technologies Inc. | COM | 00846U101 | 5,137 | 63,908 | SH | DFND | 1 | 63,894 | 0 | 14 | |
| AK Steel Holding Corp. | COM | 001547108 | 1,154 | 419,625 | SH | DFND | 1 | 419,625 | 0 | 0 | |
| Akamai Technologies Inc. | COM | 00971T101 | 5,033 | 70,180 | SH | DFND | 1 | 47,793 | 0 | 22,387 | |
| Alaska Air Group Inc. | COM | 011659109 | 261 | 4,655 | SH | DFND | 1 | 4,655 | 0 | 0 | |
| Albemarle Corp. | COM | 012653101 | 807 | 9,847 | SH | DFND | 1 | 2,347 | 0 | 7,500 | |
| Alcoa Corp. | COM | 013872106 | 2,973 | 105,567 | SH | DFND | 1 | 72,702 | 0 | 32,865 | |
| Alexandria Real Estate Equitie | COM | 015271109 | 5,004 | 35,103 | SH | DFND | 1 | 33,572 | 0 | 1,531 | |
| Alexion Pharmaceuticals Inc. | COM | 015351109 | 8,429 | 62,357 | SH | DFND | 1 | 46,711 | 0 | 15,646 | |
| Alleghany Corp. | COM | 017175100 | 741 | 1,210 | SH | DFND | 1 | 560 | 0 | 650 | |
| Allegheny Technologies Inc. | COM | 01741R102 | 306 | 11,970 | SH | DFND | 1 | 11,970 | 0 | 0 | |
| Allegion PLC | ORD SHS | G0176J109 | 151 | 1,666 | SH | DFND | 1 | 1,666 | 0 | 0 | |
| Allscripts Healthcare Solution | COM | 01988P108 | 1,064 | 111,515 | SH | DFND | 1 | 111,515 | 0 | 0 | |
| Allstate Corp. | COM | 020002101 | 2,578 | 27,373 | SH | DFND | 1 | 6,558 | 0 | 20,815 | |
| Altra Industrial Motion Corp. | COM | 02208R106 | 13,052 | 420,341 | SH | DFND | 1 | 271,603 | 0 | 148,738 | |
| AMAG Pharmaceuticals Inc. | COM | 00163U106 | 1,111 | 86,240 | SH | DFND | 1 | 86,240 | 0 | 0 | |
| Ambac Financial Group Inc. | COM NEW | 023139884 | 1,183 | 65,310 | SH | DFND | 1 | 65,310 | 0 | 0 | |
| AMC Networks Inc. | CL A | 00164V103 | 1,119 | 19,710 | SH | DFND | 1 | 19,710 | 0 | 0 | |
| Amedisys Inc. | COM | 023436108 | 1,904 | 15,450 | SH | DFND | 1 | 15,450 | 0 | 0 | |
| Amerco | COM | 023586100 | 15,131 | 40,728 | SH | DFND | 1 | 27,017 | 0 | 13,711 | |
| American Eagle Outfitters Inc. | COM | 02553E106 | 29,413 | 1,326,722 | SH | DFND | 1 | 896,662 | 0 | 430,060 | |
| American Equity Investment Lif | COM | 025676206 | 803 | 29,705 | SH | DFND | 1 | 29,705 | 0 | 0 | |
| American Express Company | COM | 025816109 | 2,600 | 23,789 | SH | DFND | 1 | 5,704 | 0 | 18,085 | |
| American Public Education Inc. | COM | 02913V103 | 9,743 | 323,460 | SH | DFND | 1 | 219,360 | 0 | 104,100 | |
| American Woodmark Corp. | COM | 030506109 | 9,045 | 109,464 | SH | DFND | 1 | 72,783 | 0 | 36,681 | |
| Amerisafe Inc. | COM | 03071H100 | 1,288 | 21,690 | SH | DFND | 1 | 21,690 | 0 | 0 | |
| AMETEK Inc. | COM | 031100100 | 4,831 | 58,225 | SH | DFND | 1 | 42,748 | 0 | 15,477 | |
| Amgen Inc. | COM | 031162100 | 2,230 | 11,738 | SH | DFND | 1 | 3,598 | 0 | 8,140 | |
| AMN Healthcare Services Inc. | COM | 001744101 | 14,336 | 304,443 | SH | DFND | 1 | 209,241 | 0 | 95,202 | |
| Anadarko Petroleum Corp. | COM | 032511107 | 287 | 6,300 | SH | DFND | 1 | 6,300 | 0 | 0 | |
| Angiodynamics Inc | COM | 03475V101 | 1,268 | 55,450 | SH | DFND | 1 | 55,450 | 0 | 0 | |
| Anika Therapeutics Inc | COM | 035255108 | 1,077 | 35,610 | SH | DFND | 1 | 35,610 | 0 | 0 | |
| Anixter Intl Inc. | COM | 035290105 | 1,179 | 21,005 | SH | DFND | 1 | 21,005 | 0 | 0 | |
| Anthem Inc. | COM | 036752103 | 2,288 | 7,974 | SH | DFND | 1 | 3,029 | 0 | 4,945 | |
| Apple Hospitality REIT Inc. | COM NEW | 03784Y200 | 18,399 | 1,128,788 | SH | DFND | 1 | 748,863 | 0 | 379,925 | |
| Apple Inc. | COM | 037833100 | 741 | 3,900 | SH | DFND | 1 | 3,900 | 0 | 0 | |
| Applied Materials Inc. | COM | 038222105 | 1,677 | 42,278 | SH | DFND | 1 | 42,272 | 0 | 6 | |
| Aptiv PLC | SHS | G6095L109 | 6,225 | 78,309 | SH | DFND | 1 | 68,577 | 0 | 9,732 | |
| ArcBest Corporation | COM | 03937C105 | 1,376 | 44,702 | SH | DFND | 1 | 44,702 | 0 | 0 | |
| Arch Capital Group Ltd. | ORD | G0450A105 | 204 | 6,300 | SH | DFND | 1 | 6,300 | 0 | 0 | |
| Arch Coal Inc. | CL A | 039380407 | 1,300 | 14,245 | SH | DFND | 1 | 14,245 | 0 | 0 | |
| Ares Coml Real Estate Corp (RE | COM | 04013V108 | 1,226 | 80,740 | SH | DFND | 1 | 80,740 | 0 | 0 | |
| Armada Hoffler Properties Inc. | COM | 04208T108 | 327 | 20,950 | SH | DFND | 1 | 20,950 | 0 | 0 | |
| Artisan Partners Asset Managem | CL A | 04316A108 | 1,311 | 52,095 | SH | DFND | 1 | 52,095 | 0 | 0 | |
| Ascena Retail Group Inc | COM | 04351G101 | 495 | 458,790 | SH | DFND | 1 | 458,790 | 0 | 0 | |
| ASGN Incorporated | COM | 00191U102 | 19,185 | 302,167 | SH | DFND | 1 | 197,506 | 0 | 104,661 | |
| Assertio Therapeutics Inc. | COM | 04545L107 | 1,250 | 246,640 | SH | DFND | 1 | 246,640 | 0 | 0 | |
| Assured Guaranty Ltd. | COM | G0585R106 | 1,385 | 31,170 | SH | DFND | 1 | 31,170 | 0 | 0 | |
| AT&T Inc. | COM | 00206R102 | 3,923 | 125,110 | SH | DFND | 1 | 29,920 | 0 | 95,190 | |
| Athene Holding Ltd. | CL A | G0684D107 | 2,750 | 67,408 | SH | DFND | 1 | 67,398 | 0 | 10 | |
| AudioCodes Ltd. | ORD | M15342104 | 257 | 18,555 | SH | DFND | 1 | 18,555 | 0 | 0 | |
| Autozone Inc. | COM | 053332102 | 5,154 | 5,033 | SH | DFND | 1 | 4,333 | 0 | 700 | |
| Avista Corp. | COM | 05379B107 | 172 | 4,240 | SH | DFND | 1 | 4,240 | 0 | 0 | |
| Avnet Inc. | COM | 053807103 | 1,289 | 29,725 | SH | DFND | 1 | 29,725 | 0 | 0 | |
| Axos Financial Inc. | COM | 05465C100 | 1,218 | 42,050 | SH | DFND | 1 | 42,050 | 0 | 0 | |
| AXT Inc. | COM | 00246W103 | 6,143 | 1,380,505 | SH | DFND | 1 | 899,018 | 0 | 481,487 | |
| Bancorp Inc Del | COM | 05969A105 | 875 | 108,330 | SH | DFND | 1 | 108,330 | 0 | 0 | |
| Bank of America Corporation | COM | 060505104 | 8,081 | 292,884 | SH | DFND | 1 | 82,324 | 0 | 210,560 | |
| Bank OZK | COM | 06417N103 | 1,122 | 38,730 | SH | DFND | 1 | 38,730 | 0 | 0 | |
| Bausch Health Cos Inc. | COM | 071734107 | 1,218 | 49,305 | SH | DFND | 1 | 49,305 | 0 | 0 | |
| Bed Bath & Beyond | COM | 075896100 | 1,071 | 63,025 | SH | DFND | 1 | 63,025 | 0 | 0 | |
| Belden Inc. | COM | 077454106 | 1,148 | 21,375 | SH | DFND | 1 | 21,375 | 0 | 0 | |
| Berkshire Hathaway CL B | CL B NEW | 084670702 | 5,668 | 28,213 | SH | DFND | 1 | 6,758 | 0 | 21,455 | |
| Berkshire Hills Bancorp Inc. | COM | 084680107 | 18,883 | 693,215 | SH | DFND | 1 | 458,690 | 0 | 234,525 | |
| Biogen Inc. | COM | 09062X103 | 1,191 | 5,040 | SH | DFND | 1 | 2,415 | 0 | 2,625 | |
| BioTelemetry Inc. | COM | 090672106 | 164 | 2,620 | SH | DFND | 1 | 2,620 | 0 | 0 | |
| BJ's Wholesale Club Holdings I | COM | 05550J101 | 7,822 | 285,481 | SH | DFND | 1 | 285,439 | 0 | 42 | |
| Bloomin Brands Inc. | COM | 094235108 | 8,447 | 413,067 | SH | DFND | 1 | 274,034 | 0 | 139,033 | |
| BMC Stock Holdings Inc. | COM | 05591B109 | 1,287 | 72,810 | SH | DFND | 1 | 72,810 | 0 | 0 | |
| Boise Cascade Co. | COM | 09739D100 | 1,189 | 44,435 | SH | DFND | 1 | 44,435 | 0 | 0 | |
| Bonanza Creek Energy Inc. | COM NEW | 097793400 | 1,292 | 56,940 | SH | DFND | 1 | 56,940 | 0 | 0 | |
| Boston Scientific | COM | 101137107 | 624 | 16,250 | SH | DFND | 1 | 7,950 | 0 | 8,300 | |
| BP PLC ADR | SPONSORED ADR | 055622104 | 971 | 22,200 | SH | DFND | 1 | 22,200 | 0 | 0 | |
| Braemar Hotels & Resorts Inc. | COM | 10482B101 | 1,021 | 83,590 | SH | DFND | 1 | 83,590 | 0 | 0 | |
| Brandywine Realty Trust Inc. ( | SH BEN INT NEW | 105368203 | 16,614 | 1,047,512 | SH | DFND | 1 | 699,864 | 0 | 347,648 | |
| Brinker International Inc. | COM | 109641100 | 1,635 | 36,843 | SH | DFND | 1 | 36,843 | 0 | 0 | |
| Brixmor Property Group Inc. (R | COM | 11120U105 | 1,439 | 78,325 | SH | DFND | 1 | 78,325 | 0 | 0 | |
| Brookdale Senior Living Inc. | COM | 112463104 | 1,241 | 188,570 | SH | DFND | 1 | 188,570 | 0 | 0 | |
| Brooks Automation Inc. | COM | 114340102 | 11,660 | 397,538 | SH | DFND | 1 | 253,092 | 0 | 144,446 | |
| Bruker Corporation | COM | 116794108 | 1,410 | 36,675 | SH | DFND | 1 | 36,675 | 0 | 0 | |
| Brunswick Corp. | COM | 117043109 | 2,671 | 53,077 | SH | DFND | 1 | 53,068 | 0 | 9 | |
| BURLINGTON STORES INC | COM | 122017106 | 0 | 1 | SH | DFND | 1 | 1 | 0 | 0 | |
| Cabot Microelectronics Corp. | COM | 12709P103 | 179 | 1,595 | SH | DFND | 1 | 1,595 | 0 | 0 | |
| CACI International Inc. CL A | CL A | 127190304 | 1,590 | 8,735 | SH | DFND | 1 | 8,735 | 0 | 0 | |
| Cadence Bancorporation | CL A | 12739A100 | 2,799 | 150,889 | SH | DFND | 1 | 150,870 | 0 | 19 | |
| Cal-Maine Foods Inc. | COM NEW | 128030202 | 1,219 | 27,315 | SH | DFND | 1 | 27,315 | 0 | 0 | |
| Callaway Golf Co. | COM | 131193104 | 283 | 17,785 | SH | DFND | 1 | 17,785 | 0 | 0 | |
| Callon Petroleum Co. | COM | 13123X102 | 10,343 | 1,369,930 | SH | DFND | 1 | 887,845 | 0 | 482,085 | |
| Canadian Solar Inc. | COM | 136635109 | 1,016 | 54,520 | SH | DFND | 1 | 54,520 | 0 | 0 | |
| Capri Holdings Ltd. | SHS | G1890L107 | 30,418 | 664,865 | SH | DFND | 1 | 441,381 | 0 | 223,484 | |
| Cardtronics plc class A ords | SHS CL A | G1991C105 | 1,528 | 42,950 | SH | DFND | 1 | 42,950 | 0 | 0 | |
| Carolina Financial Corporation | COM | 143873107 | 781 | 22,590 | SH | DFND | 1 | 22,590 | 0 | 0 | |
| Caterpillar Inc. | COM | 149123101 | 3,484 | 25,711 | SH | DFND | 1 | 6,171 | 0 | 19,540 | |
| Cathay General Bancorp | COM | 149150104 | 1,808 | 53,305 | SH | DFND | 1 | 53,305 | 0 | 0 | |
| Cato Corporation CL A | CL A | 149205106 | 1,023 | 68,315 | SH | DFND | 1 | 68,315 | 0 | 0 | |
| CBL & Associates Properties In | COM NEW | 124830100 | 974 | 628,440 | SH | DFND | 1 | 628,440 | 0 | 0 | |
| CBRE Group Inc. | COM | 12504L109 | 4,800 | 97,058 | SH | DFND | 1 | 94,546 | 0 | 2,512 | |
| Central Garden & Pet Co. CL A | CL A NON-VTG | 153527205 | 659 | 28,345 | SH | DFND | 1 | 28,345 | 0 | 0 | |
| Central Pacific Financial Corp | COM NEW | 154760409 | 1,315 | 45,610 | SH | DFND | 1 | 45,610 | 0 | 0 | |
| Central Valley Community Banco | COM | 155685100 | 578 | 29,550 | SH | DFND | 1 | 14,150 | 0 | 15,400 | |
| Ceragon Networks Ltd. | ORD | M22013102 | 1,261 | 351,190 | SH | DFND | 1 | 351,190 | 0 | 0 | |
| Charles River Laboratories Int | COM | 159864107 | 1,388 | 9,559 | SH | DFND | 1 | 9,559 | 0 | 0 | |
| Chase Corp. | COM | 16150R104 | 5,645 | 61,000 | SH | DFND | 1 | 39,100 | 0 | 21,900 | |
| Chatham Lodging Trust (REIT) | COM | 16208T102 | 4,752 | 247,000 | SH | DFND | 1 | 183,500 | 0 | 63,500 | |
| Chemed Corp. | COM | 16359R103 | 1,336 | 4,175 | SH | DFND | 1 | 4,175 | 0 | 0 | |
| Cheniere Energy Inc. | COM NEW | 16411R208 | 874 | 12,779 | SH | DFND | 1 | 3,069 | 0 | 9,710 | |
| Chesapeake Lodging Trust (REIT | SH BEN INT | 165240102 | 1,207 | 43,405 | SH | DFND | 1 | 43,405 | 0 | 0 | |
| Chevron Corp. | COM | 166764100 | 6,691 | 54,315 | SH | DFND | 1 | 17,100 | 0 | 37,215 | |
| Chico's Fas Inc. | COM | 168615102 | 718 | 168,092 | SH | DFND | 1 | 168,092 | 0 | 0 | |
| Churchill Downs Inc. | COM | 171484108 | 17,881 | 198,109 | SH | DFND | 1 | 132,145 | 0 | 65,964 | |
| Ciena Corp. | COM NEW | 171779309 | 2,265 | 60,660 | SH | DFND | 1 | 60,649 | 0 | 11 | |
| Cigna Corp. | COM | 125523100 | 1,071 | 6,662 | SH | DFND | 1 | 1,602 | 0 | 5,060 | |
| Cirrus Logic Inc. | COM | 172755100 | 1,386 | 32,945 | SH | DFND | 1 | 32,945 | 0 | 0 | |
| Citigroup Inc. | COM NEW | 172967424 | 5,434 | 87,335 | SH | DFND | 1 | 23,660 | 0 | 63,675 | |
| Citizens Financial Group Inc. | COM | 174610105 | 8,131 | 250,198 | SH | DFND | 1 | 240,163 | 0 | 10,035 | |
| Clearway Energy Inc. | CL C | 18539C204 | 1,260 | 83,385 | SH | DFND | 1 | 83,385 | 0 | 0 | |
| CNA Financial Corp. | COM | 126117100 | 4,780 | 110,272 | SH | DFND | 1 | 110,255 | 0 | 17 | |
| CNH Industrial N.V. | SHS | N20944109 | 1,127 | 110,467 | SH | DFND | 1 | 110,449 | 0 | 18 | |
| CNX Resources Corp. | COM | 12653C108 | 1,334 | 123,850 | SH | DFND | 1 | 123,850 | 0 | 0 | |
| Coherent Inc. | COM | 192479103 | 6,388 | 45,078 | SH | DFND | 1 | 30,132 | 0 | 14,946 | |
| Cohu Inc. | COM | 192576106 | 17,129 | 1,161,287 | SH | DFND | 1 | 795,938 | 0 | 365,349 | |
| Colfax Corporation | COM | 194014106 | 4,954 | 166,926 | SH | DFND | 1 | 166,898 | 0 | 28 | |
| Columbus Mckinnon Corp. | COM | 199333105 | 15,495 | 451,094 | SH | DFND | 1 | 295,770 | 0 | 155,324 | |
| Comcast Corporation CL A | CL A | 20030N101 | 3,789 | 94,775 | SH | DFND | 1 | 43,895 | 0 | 50,880 | |
| Comerica Inc. | COM | 200340107 | 5,488 | 74,855 | SH | DFND | 1 | 58,277 | 0 | 16,578 | |
| Comfort Systems USA Inc. | COM | 199908104 | 21,191 | 404,479 | SH | DFND | 1 | 262,422 | 0 | 142,057 | |
| Commercial Metals Company | COM | 201723103 | 18,855 | 1,103,897 | SH | DFND | 1 | 791,030 | 0 | 312,867 | |
| Commercial Vehicle Group Inc. | COM | 202608105 | 622 | 81,109 | SH | DFND | 1 | 81,109 | 0 | 0 | |
| Community Health Systems Inc. | COM | 203668108 | 1,031 | 276,415 | SH | DFND | 1 | 276,415 | 0 | 0 | |
| Community Healthcare Trust Inc | COM | 20369C106 | 25,875 | 720,951 | SH | DFND | 1 | 473,561 | 0 | 247,390 | |
| Community Trust Bancorp | COM | 204149108 | 839 | 20,445 | SH | DFND | 1 | 20,445 | 0 | 0 | |
| Commvault Systems Inc | COM | 204166102 | 1,758 | 27,155 | SH | DFND | 1 | 27,155 | 0 | 0 | |
| Computers Programs and Systems | COM | 205306103 | 1,089 | 36,690 | SH | DFND | 1 | 36,690 | 0 | 0 | |
| Comtech Telecommunications Cor | COM NEW | 205826209 | 1,080 | 46,500 | SH | DFND | 1 | 46,500 | 0 | 0 | |
| Concho Resources Inc. | COM | 20605P101 | 1,259 | 11,350 | SH | DFND | 1 | 2,685 | 0 | 8,665 | |
| CONMED Corp. | COM | 207410101 | 1,503 | 18,070 | SH | DFND | 1 | 18,070 | 0 | 0 | |
| Continental Building Products | COM | 211171103 | 26,524 | 1,069,930 | SH | DFND | 1 | 700,834 | 0 | 369,096 | |
| Control4 Corporation | COM | 21240D107 | 16,676 | 984,990 | SH | DFND | 1 | 647,681 | 0 | 337,309 | |
| Core-Mark Holding Company Inc. | COM | 218681104 | 1,532 | 41,270 | SH | DFND | 1 | 41,270 | 0 | 0 | |
| CoreCivic Inc. | COM | 21871N101 | 1,175 | 60,390 | SH | DFND | 1 | 60,390 | 0 | 0 | |
| CoreSite Realty Corporation (R | COM | 21870Q105 | 692 | 6,465 | SH | DFND | 1 | 6,465 | 0 | 0 | |
| Corning Inc. | COM | 219350105 | 5,314 | 160,538 | SH | DFND | 1 | 135,160 | 0 | 25,378 | |
| Cousins Properties Inc. (REIT) | COM | 222795106 | 417 | 43,200 | SH | DFND | 1 | 43,200 | 0 | 0 | |
| Covenant Transportation Group | CL A | 22284P105 | 1,032 | 54,365 | SH | DFND | 1 | 54,365 | 0 | 0 | |
| Cowen Inc. | CL A NEW | 223622606 | 1,218 | 84,075 | SH | DFND | 1 | 84,075 | 0 | 0 | |
| Criteo S.A. ADR | SPONS ADS | 226718104 | 131 | 6,565 | SH | DFND | 1 | 6,565 | 0 | 0 | |
| CROCS Inc. | COM | 227046109 | 1,103 | 42,853 | SH | DFND | 1 | 42,853 | 0 | 0 | |
| Cross Country Healthcare Inc. | COM | 227483104 | 12,073 | 1,717,400 | SH | DFND | 1 | 1,140,966 | 0 | 576,434 | |
| CSX Corp. | COM | 126408103 | 1,654 | 22,108 | SH | DFND | 1 | 13,038 | 0 | 9,070 | |
| CTS Corp. | COM | 126501105 | 1,308 | 44,540 | SH | DFND | 1 | 44,540 | 0 | 0 | |
| Cubic Corp. | COM | 229669106 | 14,637 | 260,253 | SH | DFND | 1 | 176,116 | 0 | 84,137 | |
| Curtiss-Wright Corp. | COM | 231561101 | 11,731 | 103,504 | SH | DFND | 1 | 70,250 | 0 | 33,254 | |
| Cushman & Wakefield plc | SHS | G2717B108 | 3,457 | 194,227 | SH | DFND | 1 | 194,200 | 0 | 27 | |
| Customers Bancorp Inc. | COM | 23204G100 | 1,122 | 61,260 | SH | DFND | 1 | 61,260 | 0 | 0 | |
| CVS Health Corporation | COM | 126650100 | 3,323 | 61,625 | SH | DFND | 1 | 16,035 | 0 | 45,590 | |
| Daktronics Inc. | CL A | 234264109 | 1,394 | 187,150 | SH | DFND | 1 | 118,950 | 0 | 68,200 | |
| Dana Incorporated | COM | 235825205 | 9,848 | 555,123 | SH | DFND | 1 | 378,197 | 0 | 176,926 | |
| Darden Restaurants Inc. | COM | 237194105 | 3,964 | 32,637 | SH | DFND | 1 | 32,633 | 0 | 4 | |
| Dean Foods Co. | COM NEW | 242370203 | 990 | 326,715 | SH | DFND | 1 | 326,715 | 0 | 0 | |
| Deckers Outdoor Corp | COM | 243537107 | 17,340 | 117,970 | SH | DFND | 1 | 80,317 | 0 | 37,653 | |
| Delek US Holdings Inc. | COM | 24665A103 | 13,287 | 364,830 | SH | DFND | 1 | 244,711 | 0 | 120,119 | |
| Dell Technologies Inc. Class C | CL C | 24703L202 | 3,379 | 57,573 | SH | DFND | 1 | 13,763 | 0 | 43,810 | |
| Delta Air Lines Inc. | COM NEW | 247361702 | 253 | 4,900 | SH | DFND | 1 | 4,900 | 0 | 0 | |
| Deluxe Corp. | COM | 248019101 | 1,216 | 27,810 | SH | DFND | 1 | 27,810 | 0 | 0 | |
| Diamondback Energy Inc. | COM | 25278X109 | 19,207 | 189,178 | SH | DFND | 1 | 135,423 | 0 | 53,755 | |
| Diamondrock Hospitality Co. (R | COM | 252784301 | 20,528 | 1,895,509 | SH | DFND | 1 | 1,250,885 | 0 | 644,624 | |
| Dicks Sporting Goods Inc. | COM | 253393102 | 5,317 | 144,432 | SH | DFND | 1 | 144,418 | 0 | 14 | |
| Digital Realty Trust Inc. (REI | COM | 253868103 | 8,290 | 69,663 | SH | DFND | 1 | 49,013 | 0 | 20,650 | |
| Dime Community Bancshares Inc. | COM | 253922108 | 13,528 | 722,268 | SH | DFND | 1 | 472,339 | 0 | 249,929 | |
| Domtar Corporation | COM NEW | 257559203 | 19,836 | 399,521 | SH | DFND | 1 | 268,863 | 0 | 130,658 | |
| Douglas Dynamics Inc. | COM | 25960R105 | 13,271 | 348,607 | SH | DFND | 1 | 229,838 | 0 | 118,769 | |
| DSW Inc. | COM | 23334L102 | 792 | 35,625 | SH | DFND | 1 | 35,625 | 0 | 0 | |
| Eagle Bancorp Inc Md | COM | 268948106 | 1,161 | 23,125 | SH | DFND | 1 | 23,125 | 0 | 0 | |
| Eastman Chemical Co. | COM | 277432100 | 288 | 3,800 | SH | DFND | 1 | 3,800 | 0 | 0 | |
| eBay Inc. | COM | 278642103 | 1,621 | 43,644 | SH | DFND | 1 | 10,439 | 0 | 33,205 | |
| Echo Global Logistics Inc. | COM | 27875T101 | 1,302 | 52,540 | SH | DFND | 1 | 52,540 | 0 | 0 | |
| Edgewell Personal Care Company | COM | 28035Q102 | 1,282 | 29,215 | SH | DFND | 1 | 29,215 | 0 | 0 | |
| Edison International | COM | 281020107 | 3,302 | 53,331 | SH | DFND | 1 | 53,321 | 0 | 10 | |
| Elbit Systems Ltd. | ORD | M3760D101 | 12,663 | 98,166 | SH | DFND | 1 | 68,074 | 0 | 30,092 | |
| Electronics For Imaging Inc. | COM | 286082102 | 1,389 | 51,650 | SH | DFND | 1 | 51,650 | 0 | 0 | |
| Eli Lilly & Co. | COM | 532457108 | 1,436 | 11,065 | SH | DFND | 1 | 2,635 | 0 | 8,430 | |
| EMCOR Group Inc. | COM | 29084Q100 | 31,075 | 425,214 | SH | DFND | 1 | 294,596 | 0 | 130,618 | |
| Emergent Biosolutions | COM | 29089Q105 | 1,048 | 20,740 | SH | DFND | 1 | 20,740 | 0 | 0 | |
| Employers Holdings Inc. | COM | 292218104 | 178 | 4,445 | SH | DFND | 1 | 4,445 | 0 | 0 | |
| Encompass Health Corp. | COM | 29261A100 | 25,937 | 444,125 | SH | DFND | 1 | 313,048 | 0 | 131,077 | |
| Endo International PLC | SHS | G30401106 | 950 | 118,345 | SH | DFND | 1 | 118,345 | 0 | 0 | |
| Energizer Holdings Inc. | COM | 29272W109 | 204 | 4,550 | SH | DFND | 1 | 4,550 | 0 | 0 | |
| Ennis Inc. | COM | 293389102 | 1,291 | 62,185 | SH | DFND | 1 | 62,185 | 0 | 0 | |
| EnPro Industries Inc. | COM | 29355X107 | 1,212 | 18,800 | SH | DFND | 1 | 18,800 | 0 | 0 | |
| Ensign Group Inc. | COM | 29358P101 | 1,790 | 34,960 | SH | DFND | 1 | 34,960 | 0 | 0 | |
| Entegris Inc. | COM | 29362U104 | 17,569 | 492,278 | SH | DFND | 1 | 326,410 | 0 | 165,868 | |
| Entergy Corp. | COM | 29364G103 | 16,423 | 171,734 | SH | DFND | 1 | 137,291 | 0 | 34,443 | |
| Enterprise Financial Services | COM | 293712105 | 1,084 | 26,595 | SH | DFND | 1 | 26,595 | 0 | 0 | |
| Ericsson | ADR B SEK 10 | 294821608 | 1,208 | 131,633 | SH | DFND | 1 | 31,498 | 0 | 100,135 | |
| Essent Group Ltd. | COM | G3198U102 | 1,363 | 31,370 | SH | DFND | 1 | 31,370 | 0 | 0 | |
| Ethan Allen Interiors Inc. | COM | 297602104 | 1,200 | 62,720 | SH | DFND | 1 | 62,720 | 0 | 0 | |
| Evans Bancorp Inc. | COM NEW | 29911Q208 | 982 | 27,550 | SH | DFND | 1 | 18,750 | 0 | 8,800 | |
| EVERTEC Inc. | COM | 30040P103 | 1,228 | 44,155 | SH | DFND | 1 | 44,155 | 0 | 0 | |
| Exelon Corp. | COM | 30161N101 | 3,223 | 64,294 | SH | DFND | 1 | 64,284 | 0 | 10 | |
| Express Inc | COM | 30219E103 | 855 | 199,665 | SH | DFND | 1 | 199,665 | 0 | 0 | |
| Fabrinet | SHS | G3323L100 | 1,283 | 24,500 | SH | DFND | 1 | 24,500 | 0 | 0 | |
| Facebook Inc. | CL A | 30303M102 | 333 | 2,000 | SH | DFND | 1 | 2,000 | 0 | 0 | |
| Federated Holdings Co. | COM | 31431B109 | 395 | 24,605 | SH | DFND | 1 | 24,605 | 0 | 0 | |
| Fedex Corp. | COM | 31428X106 | 237 | 1,305 | SH | DFND | 1 | 1,305 | 0 | 0 | |
| Financial Institutions Inc. | COM | 317585404 | 959 | 35,265 | SH | DFND | 1 | 35,265 | 0 | 0 | |
| First American Financial Corp. | COM | 31847R102 | 1,363 | 26,470 | SH | DFND | 1 | 26,470 | 0 | 0 | |
| First Citizens Bancshares Inc. | COM | 31946M103 | 46,451 | 114,073 | SH | DFND | 1 | 73,882 | 0 | 40,191 | |
| First Community Bancshares Inc | COM | 31983A103 | 21,231 | 640,642 | SH | DFND | 1 | 419,210 | 0 | 221,432 | |
| First Data Corporation CL A | COM CL A | 32008D106 | 115 | 4,369 | SH | DFND | 1 | 4,369 | 0 | 0 | |
| First Financial Corp. | COM | 320218100 | 978 | 23,285 | SH | DFND | 1 | 23,285 | 0 | 0 | |
| First Internet Bancorp | COM | 320557101 | 457 | 23,645 | SH | DFND | 1 | 23,645 | 0 | 0 | |
| First Merchants Corporation | COM | 320817109 | 2,418 | 65,610 | SH | DFND | 1 | 65,610 | 0 | 0 | |
| First of Long Island Corp. | COM | 320734106 | 1,003 | 45,715 | SH | DFND | 1 | 45,715 | 0 | 0 | |
| First Republic Bank | COM | 33616C100 | 4,922 | 48,998 | SH | DFND | 1 | 35,727 | 0 | 13,271 | |
| Flagstar Bancorp Inc. | COM PAR .001 | 337930705 | 1,317 | 40,020 | SH | DFND | 1 | 40,020 | 0 | 0 | |
| Flowers Foods Inc. | COM | 343498101 | 1,351 | 63,390 | SH | DFND | 1 | 63,390 | 0 | 0 | |
| Fluent Inc. | COM | 34380C102 | 374 | 66,595 | SH | DFND | 1 | 66,595 | 0 | 0 | |
| FMC Corp. | COM NEW | 302491303 | 5,519 | 71,842 | SH | DFND | 1 | 63,345 | 0 | 8,497 | |
| Foot Locker Inc. | COM | 344849104 | 12,423 | 204,998 | SH | DFND | 1 | 141,347 | 0 | 63,651 | |
| Fossil Group Inc. | COM | 34988V106 | 1,070 | 78,005 | SH | DFND | 1 | 78,005 | 0 | 0 | |
| Franklin Financial Network Inc | COM | 35352P104 | 1,078 | 37,160 | SH | DFND | 1 | 37,160 | 0 | 0 | |
| Franklin Street Pptys Corp. (R | COM | 35471R106 | 1,136 | 158,005 | SH | DFND | 1 | 158,005 | 0 | 0 | |
| FTI Consulting Inc. | COM | 302941109 | 9,330 | 121,450 | SH | DFND | 1 | 75,600 | 0 | 45,850 | |
| Funko Inc. | COM CL A | 361008105 | 518 | 23,855 | SH | DFND | 1 | 23,855 | 0 | 0 | |
| GameStop Corp Class A | CL A | 36467W109 | 907 | 89,300 | SH | DFND | 1 | 89,300 | 0 | 0 | |
| Gaming and Leisure Properties | COM | 36467J108 | 6,607 | 171,311 | SH | DFND | 1 | 171,283 | 0 | 28 | |
| Gencor Industries Inc. | COM | 368678108 | 11,308 | 914,906 | SH | DFND | 1 | 601,759 | 0 | 313,147 | |
| General Motors Co. | COM | 37045V100 | 1,471 | 39,647 | SH | DFND | 1 | 9,527 | 0 | 30,120 | |
| Genesco Inc. | COM | 371532102 | 930 | 20,425 | SH | DFND | 1 | 20,425 | 0 | 0 | |
| Gentex Corp. | COM | 371901109 | 4,902 | 237,036 | SH | DFND | 1 | 158,902 | 0 | 78,134 | |
| Genworth Financial Inc. | COM | 37247D106 | 1,280 | 334,205 | SH | DFND | 1 | 334,205 | 0 | 0 | |
| Gibraltar Industries Inc. | COM | 374689107 | 4,041 | 99,500 | SH | DFND | 1 | 60,600 | 0 | 38,900 | |
| Glaxosmithkline PLC ADR | SPONSORED ADR | 37733W105 | 857 | 20,500 | SH | DFND | 1 | 20,500 | 0 | 0 | |
| Global Brass & Copper Holdings | COM | 37953G103 | 1,341 | 38,935 | SH | DFND | 1 | 38,935 | 0 | 0 | |
| Granite Construction Inc. | COM | 387328107 | 14,213 | 329,396 | SH | DFND | 1 | 212,340 | 0 | 117,056 | |
| Great Southern Bancorp Inc. | COM | 390905107 | 980 | 18,880 | SH | DFND | 1 | 18,880 | 0 | 0 | |
| Great Western Bancorp Inc. | COM | 391416104 | 263 | 8,310 | SH | DFND | 1 | 8,310 | 0 | 0 | |
| Greif Inc. | CL A | 397624107 | 1,283 | 31,110 | SH | DFND | 1 | 31,110 | 0 | 0 | |
| Gulfport Energy Corp. | COM NEW | 402635304 | 8,461 | 1,055,037 | SH | DFND | 1 | 746,593 | 0 | 308,444 | |
| Haemonetics Corporation | COM | 405024100 | 1,318 | 15,070 | SH | DFND | 1 | 15,070 | 0 | 0 | |
| Hancock Whitney Corp. | COM | 410120109 | 298 | 7,380 | SH | DFND | 1 | 7,380 | 0 | 0 | |
| Hanmi Financial Corporation | COM NEW | 410495204 | 12,280 | 577,350 | SH | DFND | 1 | 403,402 | 0 | 173,948 | |
| Hartford Financial Services Gr | COM | 416515104 | 5,887 | 118,407 | SH | DFND | 1 | 85,887 | 0 | 32,520 | |
| Haverty Furniture Companies In | COM | 419596101 | 1,000 | 45,705 | SH | DFND | 1 | 45,705 | 0 | 0 | |
| Hawaiian Electric Industries I | COM | 419870100 | 1,405 | 34,455 | SH | DFND | 1 | 34,455 | 0 | 0 | |
| HealthStream Inc. | COM | 42222N103 | 1,068 | 38,075 | SH | DFND | 1 | 38,075 | 0 | 0 | |
| Heidrick & Struggles Intl Inc. | COM | 422819102 | 18,609 | 485,491 | SH | DFND | 1 | 331,396 | 0 | 154,095 | |
| Helen of Troy Corp. Ltd. | COM | G4388N106 | 14,294 | 123,269 | SH | DFND | 1 | 80,772 | 0 | 42,497 | |
| Helix Energy Solutions Group I | COM | 42330P107 | 1,669 | 210,980 | SH | DFND | 1 | 210,980 | 0 | 0 | |
| Helmerich & Payne Inc. | COM | 423452101 | 15,809 | 284,532 | SH | DFND | 1 | 199,419 | 0 | 85,113 | |
| Herman Miller Inc. | COM | 600544100 | 1,050 | 29,841 | SH | DFND | 1 | 27,341 | 0 | 2,500 | |
| Hewlett Packard Enterprise | COM | 42824C109 | 85 | 5,489 | SH | DFND | 1 | 5,489 | 0 | 0 | |
| Hibbett Sports Inc. | COM | 428567101 | 1,586 | 69,525 | SH | DFND | 1 | 69,525 | 0 | 0 | |
| Hill-Rom Holdings Inc. | COM | 431475102 | 1,392 | 13,145 | SH | DFND | 1 | 13,145 | 0 | 0 | |
| HMS Holdings Corp. | COM | 40425J101 | 1,129 | 38,120 | SH | DFND | 1 | 38,120 | 0 | 0 | |
| HNI Corp. | COM | 404251100 | 1,407 | 38,776 | SH | DFND | 1 | 37,326 | 0 | 1,450 | |
| HollySys Automation Technologi | SHS | G45667105 | 1,219 | 58,210 | SH | DFND | 1 | 58,210 | 0 | 0 | |
| Home Bancshares Inc. | COM | 436893200 | 1,209 | 68,835 | SH | DFND | 1 | 68,835 | 0 | 0 | |
| Hope Bancorp Inc. | COM | 43940T109 | 10,335 | 790,100 | SH | DFND | 1 | 562,165 | 0 | 227,935 | |
| Horizon Pharma PLC | SHS | G4617B105 | 1,524 | 57,655 | SH | DFND | 1 | 57,655 | 0 | 0 | |
| Hospitality Properties Trust ( | COM SH BEN INT | 44106M102 | 1,217 | 46,270 | SH | DFND | 1 | 46,270 | 0 | 0 | |
| Host Hotels & Resorts Inc. (RE | COM | 44107P104 | 5,996 | 317,232 | SH | DFND | 1 | 250,286 | 0 | 66,946 | |
| Hub Group Inc. | CL A | 443320106 | 1,168 | 28,590 | SH | DFND | 1 | 28,590 | 0 | 0 | |
| HudBay Minerals Inc. | COM | 443628102 | 1,723 | 241,290 | SH | DFND | 1 | 241,290 | 0 | 0 | |
| Humana Inc. | COM | 444859102 | 894 | 3,360 | SH | DFND | 1 | 800 | 0 | 2,560 | |
| Huntsman Corp. | COM | 447011107 | 15,427 | 685,936 | SH | DFND | 1 | 494,121 | 0 | 191,815 | |
| IAC InterActiveCorp. | SH BEN INT | 44919P508 | 15,510 | 73,819 | SH | DFND | 1 | 44,860 | 0 | 28,959 | |
| Iberiabank Corp. | COM | 450828108 | 1,880 | 26,220 | SH | DFND | 1 | 26,220 | 0 | 0 | |
| ICF International Inc. | COM | 44925C103 | 26,397 | 346,966 | SH | DFND | 1 | 228,690 | 0 | 118,276 | |
| Ichor Holdings Ltd. | SHS | G4740B105 | 160 | 7,075 | SH | DFND | 1 | 7,075 | 0 | 0 | |
| ICON PLC | SHS | G4705A100 | 1,372 | 10,042 | SH | DFND | 1 | 10,042 | 0 | 0 | |
| II-VI Inc. | COM | 902104108 | 4,519 | 121,355 | SH | DFND | 1 | 121,342 | 0 | 13 | |
| IMAX Corporation | COM | 45245E109 | 1,351 | 59,585 | SH | DFND | 1 | 59,585 | 0 | 0 | |
| Immersion Corporation | COM | 452521107 | 858 | 101,745 | SH | DFND | 1 | 101,745 | 0 | 0 | |
| Independence Contract Drilling | COM | 453415309 | 83 | 29,810 | SH | DFND | 1 | 29,810 | 0 | 0 | |
| Independent Bank Corporation | COM NEW | 453838609 | 940 | 43,735 | SH | DFND | 1 | 43,735 | 0 | 0 | |
| Ingersoll-Rand Co. Ltd. PLC SH | SHS | G47791101 | 1,637 | 15,169 | SH | DFND | 1 | 15,167 | 0 | 2 | |
| Innerworkings Inc. | COM | 45773Y105 | 449 | 123,975 | SH | DFND | 1 | 123,975 | 0 | 0 | |
| Innoviva Inc. | COM | 45781M101 | 1,153 | 82,195 | SH | DFND | 1 | 82,195 | 0 | 0 | |
| Insight Enterprises Inc. | COM | 45765U103 | 1,296 | 23,545 | SH | DFND | 1 | 23,545 | 0 | 0 | |
| Insteel Industries Inc. | COM | 45774W108 | 4,098 | 195,896 | SH | DFND | 1 | 130,504 | 0 | 65,392 | |
| Integer Holdngs Corp. | COM | 45826H109 | 1,113 | 14,755 | SH | DFND | 1 | 14,755 | 0 | 0 | |
| Intel Corp. | COM | 458140100 | 6,412 | 119,399 | SH | DFND | 1 | 40,664 | 0 | 78,735 | |
| Inter Parfums Inc. | COM | 458334109 | 1,370 | 18,060 | SH | DFND | 1 | 18,060 | 0 | 0 | |
| International Paper Co. | CL A | 460146103 | 329 | 7,100 | SH | DFND | 1 | 7,100 | 0 | 0 | |
| Intrepid Potash Inc. | COM | 46121Y102 | 222 | 58,555 | SH | DFND | 1 | 58,555 | 0 | 0 | |
| Invesco Mortgage Capital Inc. | COM | 46131B100 | 1,300 | 82,285 | SH | DFND | 1 | 82,285 | 0 | 0 | |
| Investors Bancorp Inc. | COM | 46146L101 | 299 | 25,240 | SH | DFND | 1 | 25,240 | 0 | 0 | |
| IQVIA Holdings Inc. | COM | 46266C105 | 3,310 | 23,008 | SH | DFND | 1 | 23,004 | 0 | 4 | |
| ISHARES RUSSELL 2000 VALUE ETF | RUS 2000 VAL ETF | 464287630 | 219 | 1,823 | SH | DFND | 1 | 1,768 | 0 | 55 | |
| ISHARES RUSSELL MIDCAP V ETF | RUS MDCP VAL ETF | 464287473 | 3 | 36 | SH | DFND | 1 | 36 | 0 | 0 | |
| Janus Henderson Group PLC | ORD SHS | G4474Y214 | 1,380 | 55,250 | SH | DFND | 1 | 55,250 | 0 | 0 | |
| Jazz Pharmaceuticals PLC | SHS USD | G50871105 | 7,027 | 49,158 | SH | DFND | 1 | 36,898 | 0 | 12,260 | |
| Jeld-Wen Holding Inc. | COM | 47580P103 | 3,410 | 193,100 | SH | DFND | 1 | 122,850 | 0 | 70,250 | |
| John Wiley & Sons CL A | CL A | 968223206 | 1,060 | 23,965 | SH | DFND | 1 | 23,965 | 0 | 0 | |
| Johnson & Johnson | COM | 478160104 | 713 | 5,100 | SH | DFND | 1 | 5,100 | 0 | 0 | |
| JPMorgan Chase & Co. | COM | 46625H100 | 3,490 | 34,480 | SH | DFND | 1 | 16,676 | 0 | 17,804 | |
| K12 Inc. | COM | 48273U102 | 8,357 | 244,853 | SH | DFND | 1 | 180,653 | 0 | 64,200 | |
| Kaiser Aluminum Corporation | COM PAR $0.01 | 483007704 | 15,802 | 150,883 | SH | DFND | 1 | 99,182 | 0 | 51,701 | |
| KBR Inc. | COM | 48242W106 | 22,377 | 1,172,166 | SH | DFND | 1 | 820,516 | 0 | 351,650 | |
| Kelly Services Inc. CL A | CL A | 488152208 | 1,171 | 53,090 | SH | DFND | 1 | 53,090 | 0 | 0 | |
| Kemet Corp. | COM NEW | 488360207 | 2,112 | 124,437 | SH | DFND | 1 | 124,425 | 0 | 12 | |
| Kennametal Inc. | COM | 489170100 | 691 | 18,816 | SH | DFND | 1 | 18,816 | 0 | 0 | |
| KeyCorp | COM | 493267108 | 3,229 | 205,016 | SH | DFND | 1 | 169,234 | 0 | 35,782 | |
| Keysight Technologies Inc. | COM | 49338L103 | 1,043 | 11,961 | SH | DFND | 1 | 2,831 | 0 | 9,130 | |
| Kforce Inc. | COM | 493732101 | 1,278 | 36,385 | SH | DFND | 1 | 36,385 | 0 | 0 | |
| Kinder Morgan Inc Del | COM | 49456B101 | 5,909 | 295,301 | SH | DFND | 1 | 254,440 | 0 | 40,861 | |
| Kite Realty Group Trust (REIT) | COM NEW | 49803T300 | 1,221 | 76,365 | SH | DFND | 1 | 76,365 | 0 | 0 | |
| KLA-Tencor Corp. | COM | 482480100 | 14,181 | 118,760 | SH | DFND | 1 | 77,697 | 0 | 41,063 | |
| Knight-Swift Transportation Ho | CL A | 499049104 | 3,254 | 99,560 | SH | DFND | 1 | 99,544 | 0 | 16 | |
| Knoll Inc. | COM NEW | 498904200 | 9,169 | 484,896 | SH | DFND | 1 | 315,867 | 0 | 169,029 | |
| Kohl's Corp. | COM | 500255104 | 3,722 | 54,118 | SH | DFND | 1 | 15,273 | 0 | 38,845 | |
| Kraton Corporation | COM | 50077C106 | 1,175 | 36,505 | SH | DFND | 1 | 36,505 | 0 | 0 | |
| Kroger Co. | COM | 501044101 | 71 | 2,899 | SH | DFND | 1 | 2,899 | 0 | 0 | |
| Kulicke & Soffa Industries | COM | 501242101 | 1,831 | 82,795 | SH | DFND | 1 | 82,795 | 0 | 0 | |
| KVH Industries Inc. | COM | 482738101 | 17,789 | 1,745,703 | SH | DFND | 1 | 1,201,207 | 0 | 544,496 | |
| L.B. Foster Co. | COM | 350060109 | 152 | 8,100 | SH | DFND | 1 | 8,100 | 0 | 0 | |
| L3 Technologies Inc. | COM | 502413107 | 8,468 | 41,034 | SH | DFND | 1 | 33,424 | 0 | 7,610 | |
| La-Z-Boy Inc. | COM | 505336107 | 14,721 | 446,230 | SH | DFND | 1 | 290,441 | 0 | 155,789 | |
| Laboratory Corporation of Amer | COM NEW | 50540R409 | 811 | 5,300 | SH | DFND | 1 | 2,500 | 0 | 2,800 | |
| Lakeland Bancorp Inc. | COM | 511637100 | 18,026 | 1,207,397 | SH | DFND | 1 | 800,352 | 0 | 407,045 | |
| Lakeland Financial Corp. | COM | 511656100 | 1,236 | 27,335 | SH | DFND | 1 | 27,335 | 0 | 0 | |
| LAM Research Corp. | COM | 512807108 | 2,546 | 14,223 | SH | DFND | 1 | 4,928 | 0 | 9,295 | |
| Laredo Petroleum Inc. | COM | 516806106 | 1,116 | 361,215 | SH | DFND | 1 | 361,215 | 0 | 0 | |
| Lattice Semiconductor Corporat | COM | 518415104 | 306 | 25,625 | SH | DFND | 1 | 25,625 | 0 | 0 | |
| Lear Corp. | COM NEW | 521865204 | 482 | 3,550 | SH | DFND | 1 | 1,700 | 0 | 1,850 | |
| Legg Mason Inc. | COM | 524901105 | 13,695 | 500,375 | SH | DFND | 1 | 338,442 | 0 | 161,933 | |
| Leidos Holdings Inc. | COM | 525327102 | 15,160 | 236,539 | SH | DFND | 1 | 153,504 | 0 | 83,035 | |
| Lexington Realty Trust (REIT) | COM | 529043101 | 19,618 | 2,165,318 | SH | DFND | 1 | 1,465,389 | 0 | 699,929 | |
| Liberty Formula One Series C | COM SER C FRMLA | 531229854 | 2,458 | 70,127 | SH | DFND | 1 | 70,117 | 0 | 10 | |
| Liberty Property Trust (REIT) | COM | 531172104 | 6,560 | 135,487 | SH | DFND | 1 | 128,317 | 0 | 7,170 | |
| Ligand Pharmaceuticals Inc. | COM NEW | 53220K504 | 1,292 | 10,275 | SH | DFND | 1 | 10,275 | 0 | 0 | |
| Lincoln National Corp. | COM | 534187109 | 9,221 | 157,080 | SH | DFND | 1 | 120,320 | 0 | 36,760 | |
| Lions Gate Entertainment CL B | CL B NON VTG | 535919500 | 10,522 | 696,807 | SH | DFND | 1 | 448,179 | 0 | 248,628 | |
| Livent Corp. | COM | 53814L108 | 1,705 | 138,871 | SH | DFND | 1 | 138,851 | 0 | 20 | |
| Logmein Inc. | COM | 54142L109 | 8,073 | 100,792 | SH | DFND | 1 | 67,206 | 0 | 33,586 | |
| Louisiana-Pacific Corp. | COM | 546347105 | 289 | 11,835 | SH | DFND | 1 | 11,835 | 0 | 0 | |
| Lowe's Companies Inc. | COM | 548661107 | 1,084 | 9,900 | SH | DFND | 1 | 9,900 | 0 | 0 | |
| LSI Industries Inc. | COM | 50216C108 | 2,744 | 1,043,474 | SH | DFND | 1 | 709,902 | 0 | 333,572 | |
| Lumentum Holdings Inc. | COM | 55024U109 | 242 | 4,285 | SH | DFND | 1 | 4,285 | 0 | 0 | |
| Luminex Corp Del | COM | 55027E102 | 1,120 | 48,680 | SH | DFND | 1 | 48,680 | 0 | 0 | |
| Magellan Health Inc. | COM | 559079207 | 1,299 | 19,705 | SH | DFND | 1 | 19,705 | 0 | 0 | |
| Magnolia Oil & Gas Corporation | CL A | 559663109 | 12,822 | 1,068,493 | SH | DFND | 1 | 695,956 | 0 | 372,537 | |
| Mallinckrodt PLC | SHS | G5785G107 | 1,173 | 53,945 | SH | DFND | 1 | 53,945 | 0 | 0 | |
| ManpowerGroup Inc. | COM | 56418H100 | 1,342 | 16,230 | SH | DFND | 1 | 16,230 | 0 | 0 | |
| Marathon Oil Corp. | COM | 565849106 | 6,650 | 397,983 | SH | DFND | 1 | 311,862 | 0 | 86,121 | |
| MARATHON PETROLEUM CORP | COM | 56585A102 | 0 | 1 | SH | DFND | 1 | 1 | 0 | 0 | |
| Masimo Corporation | COM | 574795100 | 1,428 | 10,330 | SH | DFND | 1 | 10,330 | 0 | 0 | |
| Masonite International Corpora | COM | 575385109 | 5,402 | 108,275 | SH | DFND | 1 | 68,475 | 0 | 39,800 | |
| MasterCraft Boat Holdings Inc. | COM | 57637H103 | 11,347 | 502,738 | SH | DFND | 1 | 331,605 | 0 | 171,133 | |
| Materion Corp. | COM | 576690101 | 1,324 | 23,200 | SH | DFND | 1 | 23,200 | 0 | 0 | |
| Matrix Service Co. | COM | 576853105 | 1,188 | 60,655 | SH | DFND | 1 | 60,655 | 0 | 0 | |
| Maximus Inc. | COM | 577933104 | 1,227 | 17,280 | SH | DFND | 1 | 17,280 | 0 | 0 | |
| MDU Resources Group Inc. | COM | 552690109 | 1,212 | 46,926 | SH | DFND | 1 | 46,926 | 0 | 0 | |
| Medical Properties Trust Inc. | COM | 58463J304 | 2,149 | 116,090 | SH | DFND | 1 | 116,090 | 0 | 0 | |
| MEDNAX Inc. | COM | 58502B106 | 1,035 | 38,090 | SH | DFND | 1 | 38,090 | 0 | 0 | |
| Medpace Holdings Inc. | COM | 58506Q109 | 1,341 | 22,745 | SH | DFND | 1 | 22,745 | 0 | 0 | |
| Mellanox Technologies LTD | SHS | M51363113 | 1,448 | 12,230 | SH | DFND | 1 | 12,230 | 0 | 0 | |
| Mercer International Inc. | COM | 588056101 | 4,238 | 313,700 | SH | DFND | 1 | 200,400 | 0 | 113,300 | |
| Merck & Co. Inc. | COM | 58933Y105 | 3,654 | 43,933 | SH | DFND | 1 | 16,078 | 0 | 27,855 | |
| Meridian Bioscience Inc. | COM | 589584101 | 20,224 | 1,148,419 | SH | DFND | 1 | 772,336 | 0 | 376,083 | |
| Meritor Inc. | COM | 59001K100 | 2,609 | 128,219 | SH | DFND | 1 | 128,219 | 0 | 0 | |
| Methanex Corp. | COM | 59151K108 | 13,737 | 241,585 | SH | DFND | 1 | 166,287 | 0 | 75,298 | |
| Methode Electronics Inc. | COM | 591520200 | 15,801 | 549,029 | SH | DFND | 1 | 362,066 | 0 | 186,963 | |
| MetLife Inc. | COM | 59156R108 | 3,072 | 72,157 | SH | DFND | 1 | 17,322 | 0 | 54,835 | |
| MGIC Investment Corp. | COM | 552848103 | 1,405 | 106,500 | SH | DFND | 1 | 106,500 | 0 | 0 | |
| Microsoft Corporation | COM | 594918104 | 4,041 | 34,261 | SH | DFND | 1 | 11,176 | 0 | 23,085 | |
| Miller Industries Inc. | COM NEW | 600551204 | 985 | 31,935 | SH | DFND | 1 | 17,635 | 0 | 14,300 | |
| MKS Instruments Inc. | COM | 55306N104 | 21,171 | 227,527 | SH | DFND | 1 | 156,836 | 0 | 70,691 | |
| Mohawk Industries Inc. | COM | 608190104 | 265 | 2,100 | SH | DFND | 1 | 2,100 | 0 | 0 | |
| Molina Healthcare Inc. | COM | 60855R100 | 1,346 | 9,483 | SH | DFND | 1 | 9,483 | 0 | 0 | |
| Molson Coors Brewing Company C | CL B | 60871R209 | 1,067 | 17,882 | SH | DFND | 1 | 4,277 | 0 | 13,605 | |
| Moog Inc. | CL A | 615394202 | 298 | 3,425 | SH | DFND | 1 | 3,425 | 0 | 0 | |
| Morgan Stanley | COM NEW | 617446448 | 3,280 | 77,727 | SH | DFND | 1 | 28,822 | 0 | 48,905 | |
| Motorola Solutions Inc. | COM NEW | 620076307 | 3,905 | 27,809 | SH | DFND | 1 | 27,803 | 0 | 6 | |
| Movado Group Inc. | COM | 624580106 | 1,824 | 50,146 | SH | DFND | 1 | 50,146 | 0 | 0 | |
| MSG Networks Inc. class A | CL A | 553573106 | 26,301 | 1,209,253 | SH | DFND | 1 | 812,326 | 0 | 396,927 | |
| Mueller Industries Inc. | COM | 624756102 | 11,024 | 351,767 | SH | DFND | 1 | 236,374 | 0 | 115,393 | |
| Myers Industries Inc. | COM | 628464109 | 991 | 57,945 | SH | DFND | 1 | 57,945 | 0 | 0 | |
| Myriad Genetics Inc. | COM | 62855J104 | 1,321 | 39,780 | SH | DFND | 1 | 39,780 | 0 | 0 | |
| Nabors Industries Ltd. | SHS | G6359F103 | 1,472 | 428,005 | SH | DFND | 1 | 428,005 | 0 | 0 | |
| Nanometrics Inc. | COM | 630077105 | 1,305 | 42,250 | SH | DFND | 1 | 42,250 | 0 | 0 | |
| National Healthcare Corp. | COM | 635906100 | 1,096 | 14,445 | SH | DFND | 1 | 14,445 | 0 | 0 | |
| National Retail Properties Inc | COM | 637417106 | 410 | 7,400 | SH | DFND | 1 | 3,550 | 0 | 3,850 | |
| Natural Grocers by Vitamin Cot | COM | 63888U108 | 1,038 | 86,890 | SH | DFND | 1 | 86,890 | 0 | 0 | |
| Natus Medical Inc. | COM | 639050103 | 1,220 | 48,064 | SH | DFND | 1 | 48,064 | 0 | 0 | |
| Navient Corporation | COM | 63938C108 | 1,283 | 110,860 | SH | DFND | 1 | 110,860 | 0 | 0 | |
| Navigant Consulting | COM | 63935N107 | 1,247 | 64,060 | SH | DFND | 1 | 64,060 | 0 | 0 | |
| NCI Building Systems Inc. | COM NEW | 628852204 | 1,028 | 166,835 | SH | DFND | 1 | 166,835 | 0 | 0 | |
| NCR Corporation | COM | 62886E108 | 1,322 | 48,425 | SH | DFND | 1 | 48,425 | 0 | 0 | |
| Netgear Inc. | COM | 64111Q104 | 8,540 | 257,849 | SH | DFND | 1 | 168,152 | 0 | 89,697 | |
| Newmark Group Inc. Class A | CL A | 65158N102 | 12,187 | 1,461,214 | SH | DFND | 1 | 955,522 | 0 | 505,692 | |
| News Corp CL A (Limited Votin | CL A | 65249B109 | 1,200 | 96,445 | SH | DFND | 1 | 96,445 | 0 | 0 | |
| NextGen Healthcare Inc. | COM | 65343C102 | 1,180 | 70,130 | SH | DFND | 1 | 70,130 | 0 | 0 | |
| NIC Inc. | COM | 62914B100 | 1,329 | 77,755 | SH | DFND | 1 | 77,755 | 0 | 0 | |
| Nicolet Bankshares Inc. | COM | 65406E102 | 437 | 7,335 | SH | DFND | 1 | 7,335 | 0 | 0 | |
| NMI Holdings Inc. | CL A | 629209305 | 1,083 | 41,865 | SH | DFND | 1 | 41,865 | 0 | 0 | |
| Noble Corporation PLC | SHS USD | G65431101 | 1,156 | 402,715 | SH | DFND | 1 | 402,715 | 0 | 0 | |
| Noble Energy Inc. | COM | 655044105 | 1,772 | 71,656 | SH | DFND | 1 | 17,171 | 0 | 54,485 | |
| Nomad Foods Limited | USD ORD SHS | G6564A105 | 7,334 | 358,616 | SH | DFND | 1 | 358,564 | 0 | 52 | |
| NorthWestern Corp. | COM NEW | 668074305 | 32,419 | 460,433 | SH | DFND | 1 | 305,543 | 0 | 154,890 | |
| NRG Energy Inc. | COM | 629377508 | 5,453 | 128,367 | SH | DFND | 1 | 112,939 | 0 | 15,428 | |
| Nu Skin Enterprises Inc. CL A | CL A | 67018T105 | 1,014 | 21,190 | SH | DFND | 1 | 21,190 | 0 | 0 | |
| Nuance Communications Inc. | COM | 67020Y100 | 1,371 | 80,985 | SH | DFND | 1 | 80,985 | 0 | 0 | |
| Oaktree Specialty Lending Corp | COM | 67401P108 | 1,211 | 233,700 | SH | DFND | 1 | 233,700 | 0 | 0 | |
| Ocwen Financial Corp. | COM NEW | 675746309 | 919 | 504,830 | SH | DFND | 1 | 504,830 | 0 | 0 | |
| Office Depot Inc. | COM | 676220106 | 1,117 | 307,835 | SH | DFND | 1 | 307,835 | 0 | 0 | |
| Office Properties Income Trust | COM SHS BEN INT | 67623C109 | 1,161 | 42,015 | SH | DFND | 1 | 42,015 | 0 | 0 | |
| Old Republic Intl Corp. | COM | 680223104 | 4,738 | 226,475 | SH | DFND | 1 | 226,448 | 0 | 27 | |
| Olin Corp. | COM PAR $1 | 680665205 | 1,162 | 50,225 | SH | DFND | 1 | 50,225 | 0 | 0 | |
| Omnicell Inc. | COM | 68213N109 | 9,193 | 113,718 | SH | DFND | 1 | 75,211 | 0 | 38,507 | |
| OneMain Holdings Inc. | COM | 68268W103 | 359 | 11,315 | SH | DFND | 1 | 11,315 | 0 | 0 | |
| OraSure Technologies Inc. | COM | 68554V108 | 12,472 | 1,118,596 | SH | DFND | 1 | 716,166 | 0 | 402,430 | |
| ORBOTECH LTD | ORD | M75253100 | 1,480 | 22,727 | SH | DFND | 1 | 22,311 | 0 | 416 | |
| Oritani Financial Corp. | COM | 68633D103 | 3,951 | 237,555 | SH | DFND | 1 | 168,652 | 0 | 68,903 | |
| Orthofix Medical Inc. | COM | 68752M108 | 1,220 | 21,625 | SH | DFND | 1 | 21,625 | 0 | 0 | |
| Oshkosh Corp. | COM | 688239201 | 16,766 | 223,163 | SH | DFND | 1 | 145,284 | 0 | 77,879 | |
| OSI Systems Inc. | COM | 671044105 | 1,325 | 15,120 | SH | DFND | 1 | 15,120 | 0 | 0 | |
| OUTFRONT Media Inc. (REIT) | COM | 69007J106 | 12,134 | 518,551 | SH | DFND | 1 | 324,022 | 0 | 194,529 | |
| Overseas Shipholding Group Inc | CL A NEW | 69036R863 | 470 | 205,370 | SH | DFND | 1 | 205,370 | 0 | 0 | |
| Owens & Minor Inc. | COM | 690732102 | 865 | 210,995 | SH | DFND | 1 | 210,995 | 0 | 0 | |
| Owens Illinois | COM NEW | 690768403 | 1,207 | 63,570 | SH | DFND | 1 | 63,570 | 0 | 0 | |
| Pacific City Financial Corpora | COM NEW | 69406T408 | 415 | 23,760 | SH | DFND | 1 | 23,760 | 0 | 0 | |
| Patterson Companies Inc. | COM | 703395103 | 1,225 | 56,085 | SH | DFND | 1 | 56,085 | 0 | 0 | |
| PBF Energy Inc. | CL A | 69318G106 | 3,980 | 127,820 | SH | DFND | 1 | 127,808 | 0 | 12 | |
| PC Connection Inc. | COM | 69318J100 | 1,083 | 29,530 | SH | DFND | 1 | 29,530 | 0 | 0 | |
| PCM Inc. | COM | 69323K100 | 1,482 | 40,455 | SH | DFND | 1 | 40,455 | 0 | 0 | |
| PDL BioPharma Inc. | COM | 69329Y104 | 1,332 | 357,980 | SH | DFND | 1 | 357,980 | 0 | 0 | |
| Peabody Energy Corporation | COM | 704551100 | 1,082 | 38,190 | SH | DFND | 1 | 38,190 | 0 | 0 | |
| Peapack-Gladstone Financial Co | COM | 704699107 | 1,323 | 50,450 | SH | DFND | 1 | 50,450 | 0 | 0 | |
| Penn National Gaming Inc | COM | 707569109 | 348 | 17,290 | SH | DFND | 1 | 17,290 | 0 | 0 | |
| PennyMac Financial Services In | CL A | 70932M107 | 1,259 | 56,625 | SH | DFND | 1 | 56,625 | 0 | 0 | |
| Perficient Inc. | COM | 71375U101 | 2,152 | 78,563 | SH | DFND | 1 | 78,563 | 0 | 0 | |
| PerkinElmer Inc. | COM | 714046109 | 134 | 1,395 | SH | DFND | 1 | 1,395 | 0 | 0 | |
| Perrigo Co. PLC | SHS | G97822103 | 559 | 11,600 | SH | DFND | 1 | 6,150 | 0 | 5,450 | |
| Perspecta Inc. | COM | 715347100 | 3,083 | 152,469 | SH | DFND | 1 | 152,447 | 0 | 22 | |
| PGT Innovations Inc. | COM | 69336V101 | 9,249 | 667,819 | SH | DFND | 1 | 439,539 | 0 | 228,280 | |
| PH Glatfelter Co. | COM | 377316104 | 7,859 | 556,589 | SH | DFND | 1 | 355,245 | 0 | 201,344 | |
| Photronics Inc. | COM | 719405102 | 1,175 | 124,370 | SH | DFND | 1 | 124,370 | 0 | 0 | |
| Physicians Realty Trust (REIT) | COM | 71943U104 | 20,397 | 1,084,353 | SH | DFND | 1 | 708,973 | 0 | 375,380 | |
| Piedmont Office Realty Trust I | COM CL A | 720190206 | 13,306 | 638,199 | SH | DFND | 1 | 524,402 | 0 | 113,797 | |
| Piper Jaffray Co. | COM | 724078100 | 17,268 | 237,098 | SH | DFND | 1 | 154,242 | 0 | 82,856 | |
| Pitney Bowes Inc. | COM | 724479100 | 1,160 | 168,795 | SH | DFND | 1 | 168,795 | 0 | 0 | |
| Plantronics Inc. | COM | 727493108 | 143 | 3,095 | SH | DFND | 1 | 3,095 | 0 | 0 | |
| PNC Financial Services Group I | COM | 693475105 | 564 | 4,600 | SH | DFND | 1 | 4,600 | 0 | 0 | |
| Points International Ltd. | COM NEW | 730843208 | 593 | 44,150 | SH | DFND | 1 | 44,150 | 0 | 0 | |
| Portland General Electric | COM NEW | 736508847 | 1,274 | 24,585 | SH | DFND | 1 | 24,585 | 0 | 0 | |
| Post Holdings Inc. | COM | 737446104 | 111 | 1,011 | SH | DFND | 1 | 1,011 | 0 | 0 | |
| Precision Drilling Corporation | COM | 74022D308 | 1,733 | 724,959 | SH | DFND | 1 | 724,959 | 0 | 0 | |
| Preferred Bank | COM NEW | 740367404 | 1,077 | 23,950 | SH | DFND | 1 | 23,950 | 0 | 0 | |
| Premier Inc. | CL A | 74051N102 | 1,247 | 36,160 | SH | DFND | 1 | 36,160 | 0 | 0 | |
| Prestige Consumer Healthcare I | COM | 74112D101 | 1,355 | 45,290 | SH | DFND | 1 | 45,290 | 0 | 0 | |
| Procter & Gamble Co. | COM | 742718109 | 4,026 | 38,691 | SH | DFND | 1 | 12,526 | 0 | 26,165 | |
| Providence Service Corp. | COM | 743815102 | 1,274 | 19,130 | SH | DFND | 1 | 19,130 | 0 | 0 | |
| Provident Financial Services I | COM | 74386T105 | 15,280 | 590,173 | SH | DFND | 1 | 385,311 | 0 | 204,862 | |
| Prudential Financial Inc. | COM | 744320102 | 303 | 3,300 | SH | DFND | 1 | 3,300 | 0 | 0 | |
| Public Service Enterprise Grou | COM | 744573106 | 4,385 | 73,801 | SH | DFND | 1 | 73,789 | 0 | 12 | |
| PVH Corporation | COM | 693656100 | 335 | 2,750 | SH | DFND | 1 | 1,300 | 0 | 1,450 | |
| Qiagen N.V. | SHS NEW | N72482123 | 5,283 | 129,866 | SH | DFND | 1 | 129,847 | 0 | 19 | |
| Qorvo Inc. | COM | 74736K101 | 14,764 | 205,830 | SH | DFND | 1 | 136,012 | 0 | 69,818 | |
| Quad/Graphics Inc. | COM NEW | 747301109 | 1,080 | 90,727 | SH | DFND | 1 | 90,727 | 0 | 0 | |
| Quanex Building Products Corpo | COM | 747619104 | 1,145 | 72,080 | SH | DFND | 1 | 72,080 | 0 | 0 | |
| QuinStreet Inc. | COM | 74874Q100 | 1,303 | 97,285 | SH | DFND | 1 | 97,285 | 0 | 0 | |
| R.R. Donnelley & Sons Company | COM | 257867200 | 1,043 | 221,066 | SH | DFND | 1 | 221,066 | 0 | 0 | |
| Radian Group Inc. | COM | 750236101 | 1,358 | 65,475 | SH | DFND | 1 | 65,475 | 0 | 0 | |
| Ralph Lauren Corp. | CL A | 751212101 | 10,185 | 78,539 | SH | DFND | 1 | 57,454 | 0 | 21,085 | |
| Raymond James Financial Inc. | COM | 754730109 | 482 | 6,000 | SH | DFND | 1 | 2,850 | 0 | 3,150 | |
| RBB Bancorp | COM | 74930B105 | 451 | 23,970 | SH | DFND | 1 | 23,970 | 0 | 0 | |
| Red Robin Gourmet Burgers Inc. | COM | 75689M101 | 1,280 | 44,420 | SH | DFND | 1 | 44,420 | 0 | 0 | |
| Regal Beloit Corp. | COM | 758750103 | 23,272 | 284,253 | SH | DFND | 1 | 191,519 | 0 | 92,734 | |
| Regions Financial Corp. | COM | 7591EP100 | 1,431 | 101,112 | SH | DFND | 1 | 24,237 | 0 | 76,875 | |
| Renewable Energy Group Inc. | COM NEW | 75972A301 | 996 | 45,365 | SH | DFND | 1 | 45,365 | 0 | 0 | |
| Rent-A-Center Inc. | COM | 76009N100 | 1,122 | 53,775 | SH | DFND | 1 | 53,775 | 0 | 0 | |
| Resolute Forest Products Inc. | COM | 76117W109 | 1,310 | 165,805 | SH | DFND | 1 | 165,805 | 0 | 0 | |
| Resources Connection Inc. | COM | 76122Q105 | 1,142 | 69,045 | SH | DFND | 1 | 69,045 | 0 | 0 | |
| REX American Resources Corp. | COM | 761624105 | 14,948 | 185,437 | SH | DFND | 1 | 119,691 | 0 | 65,746 | |
| Rexnord Corp. | COM | 76169B102 | 1,123 | 44,675 | SH | DFND | 1 | 44,675 | 0 | 0 | |
| RH | COM | 74967X103 | 483 | 4,695 | SH | DFND | 1 | 4,695 | 0 | 0 | |
| RLJ Lodging Trust (REIT) | COM | 74965L101 | 1,193 | 67,875 | SH | DFND | 1 | 67,875 | 0 | 0 | |
| Royal Caribbean Cruises Ltd. | COM | V7780T103 | 4,935 | 43,057 | SH | DFND | 1 | 43,050 | 0 | 7 | |
| Royal Dutch Shell PLC ADS CL B | SPON ADR B | 780259107 | 1,535 | 24,000 | SH | DFND | 1 | 24,000 | 0 | 0 | |
| Rush Enterprises Inc Cl A | CL A | 781846209 | 633 | 15,147 | SH | DFND | 1 | 15,147 | 0 | 0 | |
| Ryman Hospitality Pptys Inc (R | COM | 78377T107 | 275 | 3,340 | SH | DFND | 1 | 3,340 | 0 | 0 | |
| Sabra Health Care REIT Inc. | COM | 78573L106 | 14,199 | 729,257 | SH | DFND | 1 | 489,443 | 0 | 239,814 | |
| Sally Beauty Holdings Inc. | COM | 79546E104 | 982 | 53,315 | SH | DFND | 1 | 53,315 | 0 | 0 | |
| SandRidge Energy Inc. | COM NEW | 80007P869 | 106 | 13,260 | SH | DFND | 1 | 13,260 | 0 | 0 | |
| Sandy Spring Bancorp Inc. | COM | 800363103 | 21,305 | 681,096 | SH | DFND | 1 | 462,630 | 0 | 218,466 | |
| Sanmina Corporation | COM | 801056102 | 1,179 | 40,850 | SH | DFND | 1 | 40,850 | 0 | 0 | |
| ScanSource Inc. | COM | 806037107 | 1,142 | 31,890 | SH | DFND | 1 | 31,890 | 0 | 0 | |
| Schlumberger Limited | COM | 806857108 | 362 | 8,300 | SH | DFND | 1 | 8,300 | 0 | 0 | |
| Schnitzer Steel Industries Inc | COM | 806882106 | 6,221 | 259,228 | SH | DFND | 1 | 193,216 | 0 | 66,012 | |
| Schweitzer-Mauduit Internation | COM | 808541106 | 1,223 | 31,595 | SH | DFND | 1 | 31,595 | 0 | 0 | |
| Seacor Holdings Inc. | COM | 811904101 | 1,173 | 27,745 | SH | DFND | 1 | 27,745 | 0 | 0 | |
| Select Medical Holdings Corp. | COM | 81619Q105 | 1,196 | 84,885 | SH | DFND | 1 | 84,885 | 0 | 0 | |
| Selective Insurance Group Inc. | COM | 816300107 | 30,301 | 478,837 | SH | DFND | 1 | 314,979 | 0 | 163,858 | |
| Senior Housing Properties Trus | SH BEN INT | 81721M109 | 1,103 | 93,665 | SH | DFND | 1 | 93,665 | 0 | 0 | |
| Shoe Carnival Inc. | COM | 824889109 | 857 | 25,178 | SH | DFND | 1 | 25,178 | 0 | 0 | |
| Signet Jewelers Limited | SHS | G81276100 | 1,010 | 37,190 | SH | DFND | 1 | 37,190 | 0 | 0 | |
| Silicon Motion Technology Corp | SPONSORED ADR | 82706C108 | 14,745 | 371,975 | SH | DFND | 1 | 244,962 | 0 | 127,013 | |
| Sinclair Broadcast Group Inc. | CL A | 829226109 | 1,497 | 38,905 | SH | DFND | 1 | 38,905 | 0 | 0 | |
| SL Green Realty Corp. (REIT) | COM | 78440X101 | 1,795 | 19,958 | SH | DFND | 1 | 19,955 | 0 | 3 | |
| SLM Corp. | COM | 78442P106 | 406 | 41,005 | SH | DFND | 1 | 41,005 | 0 | 0 | |
| SM Energy Company | COM | 78454L100 | 1,371 | 78,410 | SH | DFND | 1 | 78,410 | 0 | 0 | |
| Sonoco Products Co. | COM | 835495102 | 2,000 | 32,508 | SH | DFND | 1 | 32,502 | 0 | 6 | |
| SONY Corp. ADR | SPONSORED ADR | 835699307 | 696 | 16,485 | SH | DFND | 1 | 3,925 | 0 | 12,560 | |
| South Jersey Industries Inc. | COM | 838518108 | 464 | 14,460 | SH | DFND | 1 | 14,460 | 0 | 0 | |
| South State Corp. | COM | 840441109 | 133 | 1,945 | SH | DFND | 1 | 1,945 | 0 | 0 | |
| Southwestern Engergy Co. | COM | 845467109 | 1,427 | 304,355 | SH | DFND | 1 | 304,355 | 0 | 0 | |
| SpartanNash Company | COM | 847215100 | 923 | 58,145 | SH | DFND | 1 | 58,145 | 0 | 0 | |
| Spectrum Brands Holdings Inc. | COM | 84790A105 | 13,522 | 246,839 | SH | DFND | 1 | 162,057 | 0 | 84,782 | |
| Spirit Realty Capital Inc. (ne | COM NEW | 84860W300 | 1,284 | 32,325 | SH | DFND | 1 | 32,325 | 0 | 0 | |
| Sprouts Farmers Market Inc. | COM | 85208M102 | 1,212 | 56,280 | SH | DFND | 1 | 56,280 | 0 | 0 | |
| State Street Corp. | COM | 857477103 | 355 | 5,400 | SH | DFND | 1 | 5,400 | 0 | 0 | |
| Sterling Bancorp | COM | 85917A100 | 20,946 | 1,124,300 | SH | DFND | 1 | 773,852 | 0 | 350,448 | |
| Sterling Construction Co. Inc. | COM | 859241101 | 871 | 69,545 | SH | DFND | 1 | 69,545 | 0 | 0 | |
| Steven Madden Ltd. | COM | 556269108 | 15,460 | 456,847 | SH | DFND | 1 | 303,847 | 0 | 153,000 | |
| Stifel Financial Corp. | CL A | 860630102 | 20,832 | 394,845 | SH | DFND | 1 | 292,272 | 0 | 102,573 | |
| Stoneridge Inc. | COM | 86183P102 | 14,008 | 485,366 | SH | DFND | 1 | 316,448 | 0 | 168,918 | |
| Stratasys Ltd. | SHS | M85548101 | 1,091 | 45,820 | SH | DFND | 1 | 45,820 | 0 | 0 | |
| Summit Hotel Properties Inc. ( | COM | 866082100 | 21,808 | 1,911,330 | SH | DFND | 1 | 1,287,802 | 0 | 623,528 | |
| Suncoke Energy Inc. | COM | 86722A103 | 1,018 | 119,880 | SH | DFND | 1 | 119,880 | 0 | 0 | |
| SunTrust Banks Inc. | COM | 867914103 | 350 | 5,915 | SH | DFND | 1 | 5,915 | 0 | 0 | |
| SVB Financial Group | COM | 78486Q101 | 2,558 | 11,504 | SH | DFND | 1 | 2,724 | 0 | 8,780 | |
| Sykes Enterprises Inc. | COM | 871237103 | 1,301 | 45,995 | SH | DFND | 1 | 45,995 | 0 | 0 | |
| Symantec Corporation | COM | 871503108 | 5,292 | 230,191 | SH | DFND | 1 | 177,439 | 0 | 52,752 | |
| Synaptics Inc. | COM | 87157D109 | 1,233 | 31,020 | SH | DFND | 1 | 31,020 | 0 | 0 | |
| Synopsys Inc. | COM | 871607107 | 6,329 | 54,965 | SH | DFND | 1 | 45,943 | 0 | 9,022 | |
| Synovus Financial Corporation | COM NEW | 87161C501 | 1,398 | 40,699 | SH | DFND | 1 | 40,699 | 0 | 0 | |
| Tailored Brands Inc. | COM | 87403A107 | 577 | 73,555 | SH | DFND | 1 | 73,555 | 0 | 0 | |
| Tapestry Inc. | COM | 876030107 | 442 | 13,600 | SH | DFND | 1 | 6,500 | 0 | 7,100 | |
| Taro Pharma Inds A Ford Par IL | SHS | M8737E108 | 1,344 | 12,435 | SH | DFND | 1 | 12,435 | 0 | 0 | |
| Tech Data Corp. | COM | 878237106 | 1,353 | 13,209 | SH | DFND | 1 | 13,209 | 0 | 0 | |
| TEGNA Inc. | COM | 87901J105 | 1,358 | 96,295 | SH | DFND | 1 | 96,295 | 0 | 0 | |
| Telephone and Data Systems Inc | COM NEW | 879433829 | 4,466 | 145,338 | SH | DFND | 1 | 145,329 | 0 | 9 | |
| Tenet Healthcare Corp. | COM NEW | 88033G407 | 1,330 | 46,120 | SH | DFND | 1 | 46,120 | 0 | 0 | |
| Terex Corp. | COM | 880779103 | 1,268 | 39,465 | SH | DFND | 1 | 39,465 | 0 | 0 | |
| Tetra Tech Inc. | COM | 88162G103 | 16,879 | 283,256 | SH | DFND | 1 | 184,272 | 0 | 98,984 | |
| Texas Capital BancShares Inc. | COM | 88224Q107 | 1,169 | 21,410 | SH | DFND | 1 | 21,410 | 0 | 0 | |
| The AES Corporation | COM | 00130H105 | 2,740 | 151,560 | SH | DFND | 1 | 36,365 | 0 | 115,195 | |
| The Bank of Princeton | COM | 064520109 | 8,898 | 280,440 | SH | DFND | 1 | 191,325 | 0 | 89,115 | |
| The J. M. Smucker Company | COM NEW | 832696405 | 5,157 | 44,264 | SH | DFND | 1 | 36,788 | 0 | 7,476 | |
| The Mosaic Company | COM | 61945C103 | 4,131 | 151,260 | SH | DFND | 1 | 112,924 | 0 | 38,336 | |
| Tillys Inc. | CL A | 886885102 | 931 | 83,635 | SH | DFND | 1 | 83,635 | 0 | 0 | |
| Timken Co. | COM | 887389104 | 4,419 | 101,305 | SH | DFND | 1 | 97,788 | 0 | 3,517 | |
| TimkenSteel Corporation | COM | 887399103 | 3,664 | 337,405 | SH | DFND | 1 | 222,755 | 0 | 114,650 | |
| Titan International Inc. | COM | 88830M102 | 981 | 164,390 | SH | DFND | 1 | 164,390 | 0 | 0 | |
| Tivity Health Inc. | COM | 88870R102 | 950 | 54,121 | SH | DFND | 1 | 54,121 | 0 | 0 | |
| TiVo Corp. | COM | 88870P106 | 6,147 | 659,541 | SH | DFND | 1 | 482,010 | 0 | 177,531 | |
| Toyota Motor Corp. ADR | COM | 892331307 | 1,310 | 11,100 | SH | DFND | 1 | 11,100 | 0 | 0 | |
| Tredegar Corp. | COM | 894650100 | 862 | 53,380 | SH | DFND | 1 | 53,380 | 0 | 0 | |
| TreeHouse Foods Inc. | COM | 89469A104 | 1,435 | 22,235 | SH | DFND | 1 | 22,235 | 0 | 0 | |
| Trimas Corporation | COM NEW | 896215209 | 1,344 | 44,445 | SH | DFND | 1 | 44,445 | 0 | 0 | |
| Trinseo SA | SHS | L9340P101 | 13,435 | 296,581 | SH | DFND | 1 | 201,423 | 0 | 95,158 | |
| Triple-S Management Corporatio | COM | 896749108 | 1,102 | 48,279 | SH | DFND | 1 | 48,279 | 0 | 0 | |
| Triton International Limited C | CL A | G9078F107 | 188 | 6,050 | SH | DFND | 1 | 6,050 | 0 | 0 | |
| TrueBlue Inc. | COM | 89785X101 | 1,259 | 53,255 | SH | DFND | 1 | 53,255 | 0 | 0 | |
| Trustco Bank Corp NY | COM | 898349105 | 8,151 | 1,050,356 | SH | DFND | 1 | 713,261 | 0 | 337,095 | |
| Tutor Perini Corp. | COM | 901109108 | 1,202 | 70,200 | SH | DFND | 1 | 70,200 | 0 | 0 | |
| Two Harbors Investment Corp. ( | COM NEW | 90187B408 | 1,191 | 88,050 | SH | DFND | 1 | 88,050 | 0 | 0 | |
| U.S. Concrete Inc. | COM NEW | 90333L201 | 13,419 | 323,985 | SH | DFND | 1 | 209,729 | 0 | 114,256 | |
| U.S. Physical Therapy Inc. | COM | 90337L108 | 1,186 | 11,295 | SH | DFND | 1 | 11,295 | 0 | 0 | |
| Umpqua Holdings Corp. | COM | 904214103 | 15,452 | 936,460 | SH | DFND | 1 | 608,742 | 0 | 327,718 | |
| Union Bankshares Corporation | COM | 90539J109 | 11,622 | 359,494 | SH | DFND | 1 | 238,280 | 0 | 121,214 | |
| Unisys Corp. | COM NEW | 909214306 | 1,184 | 101,415 | SH | DFND | 1 | 101,415 | 0 | 0 | |
| Unit Corp. | COM | 909218109 | 1,204 | 84,521 | SH | DFND | 1 | 84,521 | 0 | 0 | |
| United Community Banks Inc. | COM | 90984P303 | 13,839 | 555,097 | SH | DFND | 1 | 368,553 | 0 | 186,544 | |
| United Community Financial Cor | COM | 909839102 | 601 | 64,235 | SH | DFND | 1 | 64,235 | 0 | 0 | |
| United Continental Holdings In | COM | 910047109 | 7,535 | 94,453 | SH | DFND | 1 | 69,385 | 0 | 25,068 | |
| United Financial Bancorp Inc. | COM | 910304104 | 21,002 | 1,463,549 | SH | DFND | 1 | 962,477 | 0 | 501,072 | |
| United Fire Group Inc. | COM | 910340108 | 21,492 | 491,688 | SH | DFND | 1 | 320,389 | 0 | 171,299 | |
| United States Cellular Corp. | COM | 911684108 | 1,298 | 28,280 | SH | DFND | 1 | 28,280 | 0 | 0 | |
| United States Steel Corp. | COM | 912909108 | 1,141 | 58,520 | SH | DFND | 1 | 58,520 | 0 | 0 | |
| United Technologies Corp. | COM | 913017109 | 2,153 | 16,701 | SH | DFND | 1 | 8,561 | 0 | 8,140 | |
| United Therapeutics Corp. | COM | 91307C102 | 1,218 | 10,380 | SH | DFND | 1 | 10,380 | 0 | 0 | |
| Universal Display Corp. | COM | 91347P105 | 19,381 | 126,797 | SH | DFND | 1 | 83,110 | 0 | 43,687 | |
| Urban Outfitters Inc. | COM | 917047102 | 18,365 | 619,596 | SH | DFND | 1 | 414,362 | 0 | 205,234 | |
| USA Truck Inc. | COM | 902925106 | 778 | 53,910 | SH | DFND | 1 | 53,910 | 0 | 0 | |
| USANA Health Science Inc. | COM | 90328M107 | 1,115 | 13,300 | SH | DFND | 1 | 13,300 | 0 | 0 | |
| Valero Energy Corp. | COM | 91913Y100 | 1,325 | 15,618 | SH | DFND | 1 | 3,758 | 0 | 11,860 | |
| Venator Materials PLC | SHS | G9329Z100 | 293 | 52,095 | SH | DFND | 1 | 52,095 | 0 | 0 | |
| Vera Bradley Inc. | COM | 92335C106 | 1,386 | 104,595 | SH | DFND | 1 | 104,595 | 0 | 0 | |
| Verint Systems Inc. | COM | 92343X100 | 5,839 | 97,548 | SH | DFND | 1 | 97,532 | 0 | 16 | |
| Verso Corporation | CL A | 92531L207 | 1,112 | 51,925 | SH | DFND | 1 | 51,925 | 0 | 0 | |
| Virtu Financial Inc. | CL A | 928254101 | 474 | 19,955 | SH | DFND | 1 | 19,955 | 0 | 0 | |
| Visa Inc. CL A | COM | 92826C839 | 1,609 | 10,300 | SH | DFND | 1 | 10,300 | 0 | 0 | |
| Vishay Intertechnology Inc. | COM | 928298108 | 15,658 | 847,758 | SH | DFND | 1 | 585,032 | 0 | 262,726 | |
| Vishay Precision Group | COM | 92835K103 | 1,036 | 30,280 | SH | DFND | 1 | 30,280 | 0 | 0 | |
| Visteon Corp. | COM NEW | 92839U206 | 11,572 | 171,825 | SH | DFND | 1 | 111,522 | 0 | 60,303 | |
| Vitamin Shoppe Inc. | COM | 92849E101 | 1,005 | 142,805 | SH | DFND | 1 | 142,805 | 0 | 0 | |
| Voya Financial Inc. | COM | 929089100 | 2,527 | 50,578 | SH | DFND | 1 | 50,571 | 0 | 7 | |
| W&T Offshore Inc. | COM | 92922P106 | 1,679 | 243,370 | SH | DFND | 1 | 243,370 | 0 | 0 | |
| Wabash National Corp. | COM | 929566107 | 1,148 | 84,760 | SH | DFND | 1 | 84,760 | 0 | 0 | |
| Waddell & Reed Financial Inc. | CL A | 930059100 | 2,606 | 150,724 | SH | DFND | 1 | 126,388 | 0 | 24,336 | |
| Washington Federal Inc. | COM | 938824109 | 25,317 | 876,323 | SH | DFND | 1 | 590,913 | 0 | 285,410 | |
| Washington Prime Group Inc. | COM | 93964W108 | 1,316 | 232,985 | SH | DFND | 1 | 232,985 | 0 | 0 | |
| Washington Trust Bancorp Inc. | COM | 940610108 | 10,715 | 222,542 | SH | DFND | 1 | 144,870 | 0 | 77,672 | |
| Watts Water Technologies Inc. | COM | 942749102 | 17,409 | 215,399 | SH | DFND | 1 | 140,758 | 0 | 74,641 | |
| Webster Financial Corp. | COM | 947890109 | 7,572 | 149,443 | SH | DFND | 1 | 100,743 | 0 | 48,700 | |
| Weis Markets Inc. | COM | 948849104 | 1,046 | 25,635 | SH | DFND | 1 | 25,635 | 0 | 0 | |
| WellCare Health Plans Inc. | COM | 94946T106 | 2,318 | 8,594 | SH | DFND | 1 | 4,349 | 0 | 4,245 | |
| Wells Fargo & Company | COM | 949746101 | 447 | 9,245 | SH | DFND | 1 | 9,245 | 0 | 0 | |
| WESCO International Inc. | COM | 95082P105 | 1,221 | 23,030 | SH | DFND | 1 | 23,030 | 0 | 0 | |
| Western Alliance Bancorp. | COM | 957638109 | 1,464 | 35,675 | SH | DFND | 1 | 35,675 | 0 | 0 | |
| WestRock Company | COM | 96145D105 | 2,884 | 75,210 | SH | DFND | 1 | 75,191 | 0 | 19 | |
| Whiting Petroleum Corp. | COM NEW | 966387409 | 8,724 | 333,750 | SH | DFND | 1 | 219,066 | 0 | 114,684 | |
| Williams-Sonoma Inc. | COM | 969904101 | 16,728 | 297,276 | SH | DFND | 1 | 200,840 | 0 | 96,436 | |
| Willis Towers Watson Public Li | SHS | G96629103 | 7,528 | 42,860 | SH | DFND | 1 | 35,179 | 0 | 7,681 | |
| World Fuel Services Corp. | COM | 981475106 | 1,387 | 48,015 | SH | DFND | 1 | 48,015 | 0 | 0 | |
| Worthington Industries Inc. | COM | 981811102 | 1,252 | 33,545 | SH | DFND | 1 | 33,545 | 0 | 0 | |
| WPX Energy Inc. | COM | 98212B103 | 4,511 | 344,079 | SH | DFND | 1 | 344,027 | 0 | 52 | |
| Wyndham Destinations Inc. | COM | 98310W108 | 292 | 7,200 | SH | DFND | 1 | 7,200 | 0 | 0 | |
| Wyndham Hotels & Resorts Inc. | COM | 98311A105 | 360 | 7,200 | SH | DFND | 1 | 7,200 | 0 | 0 | |
| Xenia Hotels & Resorts Inc. (R | COM | 984017103 | 1,372 | 62,600 | SH | DFND | 1 | 62,600 | 0 | 0 | |
| Xilinx Inc. | COM | 983919101 | 3,761 | 29,662 | SH | DFND | 1 | 10,357 | 0 | 19,305 | |
| Xperi Corp. | COM | 98421B100 | 1,275 | 54,472 | SH | DFND | 1 | 54,472 | 0 | 0 | |
| YETI Holdings Inc. | COM | 98585X104 | 225 | 7,435 | SH | DFND | 1 | 7,435 | 0 | 0 | |
| YRC Worldwide Inc. | COM PAR $.01 | 984249607 | 1,078 | 161,070 | SH | DFND | 1 | 161,070 | 0 | 0 | |
| Zagg Inc. | COM | 98884U108 | 960 | 105,850 | SH | DFND | 1 | 105,850 | 0 | 0 | |
| Zebra Technologies Corp. | CL A | 989207105 | 2,648 | 12,638 | SH | DFND | 1 | 12,636 | 0 | 2 | |
| Zimmer Biomet Holdings Inc. | COM | 98956P102 | 4,593 | 35,964 | SH | DFND | 1 | 35,958 | 0 | 6 | |
| Zions Bancorp N.A. | COM | 989701107 | 6,106 | 134,455 | SH | DFND | 1 | 106,761 | 0 | 27,694 | |
| Zumiez Inc. | COM | 989817101 | 995 | 39,986 | SH | DFND | 1 | 39,986 | 0 | 0 | |