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 |
| 1-800-Flowers.com Inc. | CL A | 68243Q106 | 306 | 23,165 | SH | DFND | 1 | 23,165 | 0 | 0 | |
| 1st Source Corp. | COM | 336901103 | 180 | 5,550 | SH | DFND | 1 | 5,550 | 0 | 0 | |
| AAR Corp. | COM | 000361105 | 193 | 10,865 | SH | DFND | 1 | 10,865 | 0 | 0 | |
| Abbott Laboratories | COM | 002824100 | 268 | 3,400 | SH | DFND | 1 | 3,400 | 0 | 0 | |
| AbbVie Inc. | COM | 00287Y109 | 709 | 9,300 | SH | DFND | 1 | 9,300 | 0 | 0 | |
| Abercrombie & Fitch Co. | COM | 002896207 | 5,914 | 650,586 | SH | DFND | 1 | 412,403 | 0 | 238,183 | |
| ABM Industries Inc. | COM | 000957100 | 311 | 12,760 | SH | DFND | 1 | 12,760 | 0 | 0 | |
| Acadia Healthcare Company I | COM | 00404A109 | 260 | 14,165 | SH | DFND | 1 | 14,165 | 0 | 0 | |
| ACCO Brands Corporation | COM | 00081T108 | 253 | 50,120 | SH | DFND | 1 | 50,120 | 0 | 0 | |
| Acuity Brands Inc. | CL A NEW | 00508Y102 | 10,173 | 118,764 | SH | DFND | 1 | 71,938 | 0 | 46,826 | |
| Aegion Corp | COM | 00770F104 | 171 | 9,515 | SH | DFND | 1 | 9,515 | 0 | 0 | |
| AerCap Holdings N.V. | SHS | N00985106 | 408 | 17,900 | SH | DFND | 1 | 17,900 | 0 | 0 | |
| Aerojet Rocketdyne Holdings In | COM | 007800105 | 13,864 | 331,443 | SH | DFND | 1 | 214,746 | 0 | 116,697 | |
| AGCO Corp. | COM | 001084102 | 317 | 6,715 | SH | DFND | 1 | 6,715 | 0 | 0 | |
| Alexandria Real Estate Equitie | COM | 015271109 | 792 | 5,775 | SH | DFND | 1 | 4,825 | 0 | 950 | |
| Alexion Pharmaceuticals Inc. | COM | 015351109 | 10 | 113 | SH | DFND | 1 | 113 | 0 | 0 | |
| Alleghany Corp. | COM | 017175100 | 662 | 1,198 | SH | DFND | 1 | 998 | 0 | 200 | |
| Allegion PLC | ORD SHS | G0176J109 | 153 | 1,666 | SH | DFND | 1 | 1,666 | 0 | 0 | |
| Alliance Data Systems Corporat | COM | 018581108 | 176 | 5,235 | SH | DFND | 1 | 5,235 | 0 | 0 | |
| Allscripts Healthcare Solution | COM | 01988P108 | 412 | 58,475 | SH | DFND | 1 | 58,475 | 0 | 0 | |
| Altra Industrial Motion Corp. | COM | 02208R106 | 8,084 | 462,200 | SH | DFND | 1 | 288,989 | 0 | 173,211 | |
| AMC Networks Inc. | CL A | 00164V103 | 347 | 14,280 | SH | DFND | 1 | 14,280 | 0 | 0 | |
| Amdocs Ltd. | SHS | G02602103 | 643 | 11,695 | SH | DFND | 1 | 9,845 | 0 | 1,850 | |
| Amedisys Inc. | COM | 023436108 | 456 | 2,485 | SH | DFND | 1 | 2,485 | 0 | 0 | |
| Amerco | COM | 023586100 | 12,936 | 44,522 | SH | DFND | 1 | 27,968 | 0 | 16,554 | |
| American Axle & Manufacturing | COM | 024061103 | 251 | 69,450 | SH | DFND | 1 | 69,450 | 0 | 0 | |
| American Eagle Outfitters Inc. | COM | 02553E106 | 11,093 | 1,395,388 | SH | DFND | 1 | 872,022 | 0 | 523,366 | |
| American Equity Investment Lif | COM | 025676206 | 315 | 16,745 | SH | DFND | 1 | 16,745 | 0 | 0 | |
| American Public Education Inc. | COM | 02913V103 | 15,690 | 655,655 | SH | DFND | 1 | 405,189 | 0 | 250,466 | |
| American Woodmark Corp. | COM | 030506109 | 6,938 | 152,254 | SH | DFND | 1 | 93,980 | 0 | 58,274 | |
| Amkor Technology Inc. | COM | 031652100 | 291 | 37,315 | SH | DFND | 1 | 37,315 | 0 | 0 | |
| AMN Healthcare Services Inc. | COM | 001744101 | 19,470 | 336,793 | SH | DFND | 1 | 207,227 | 0 | 129,566 | |
| Amneal Pharmaceuticals Inc. cl | COM STK CL A | 03168L105 | 385 | 110,580 | SH | DFND | 1 | 110,580 | 0 | 0 | |
| Angiodynamics Inc | COM | 03475V101 | 7,237 | 693,832 | SH | DFND | 1 | 444,676 | 0 | 249,156 | |
| ANI Pharmaceuticals Inc. | COM | 00182C103 | 377 | 9,255 | SH | DFND | 1 | 9,255 | 0 | 0 | |
| Anika Therapeutics Inc | COM | 035255108 | 312 | 10,790 | SH | DFND | 1 | 10,790 | 0 | 0 | |
| Anthem Inc. | COM | 036752103 | 13 | 58 | SH | DFND | 1 | 58 | 0 | 0 | |
| Apple Hospitality REIT Inc. | COM NEW | 03784Y200 | 12,922 | 1,409,115 | SH | DFND | 1 | 879,856 | 0 | 529,259 | |
| Apple Inc. | COM | 037833100 | 992 | 3,900 | SH | DFND | 1 | 3,900 | 0 | 0 | |
| Applied Materials Inc. | COM | 038222105 | 163 | 3,564 | SH | DFND | 1 | 3,564 | 0 | 0 | |
| Aptiv PLC | SHS | G6095L109 | 141 | 2,857 | SH | DFND | 1 | 2,857 | 0 | 0 | |
| ArcBest Corporation | COM | 03937C105 | 359 | 20,511 | SH | DFND | 1 | 20,511 | 0 | 0 | |
| Arch Capital Group Ltd. | ORD | G0450A105 | 179 | 6,300 | SH | DFND | 1 | 6,300 | 0 | 0 | |
| Arch Coal Inc. | CL A | 039380407 | 183 | 6,315 | SH | DFND | 1 | 6,315 | 0 | 0 | |
| Arena Pharmaceuticals Inc. | COM NEW | 040047607 | 419 | 9,965 | SH | DFND | 1 | 9,965 | 0 | 0 | |
| ASGN Incorporated | COM | 00191U102 | 11,522 | 326,204 | SH | DFND | 1 | 202,095 | 0 | 124,109 | |
| Assurant Inc | COM | 04621X108 | 617 | 5,930 | SH | DFND | 1 | 4,980 | 0 | 950 | |
| Atlantic Union Bankshares Corp | COM | 04911A107 | 7,963 | 363,615 | SH | DFND | 1 | 220,843 | 0 | 142,772 | |
| Atlas Air Worldwide Holdings I | COM NEW | 049164205 | 411 | 16,015 | SH | DFND | 1 | 16,015 | 0 | 0 | |
| AutoNation Inc. | COM | 05329W102 | 187 | 6,655 | SH | DFND | 1 | 6,655 | 0 | 0 | |
| Avnet Inc. | COM | 053807103 | 341 | 13,600 | SH | DFND | 1 | 13,600 | 0 | 0 | |
| AXT Inc. | COM | 00246W103 | 3,626 | 1,129,723 | SH | DFND | 1 | 720,350 | 0 | 409,373 | |
| Badger Meter Inc. | COM | 056525108 | 357 | 6,655 | SH | DFND | 1 | 6,655 | 0 | 0 | |
| Bancorp Inc Del | COM | 05969A105 | 204 | 33,645 | SH | DFND | 1 | 33,645 | 0 | 0 | |
| Bank OZK | COM | 06417N103 | 285 | 17,040 | SH | DFND | 1 | 17,040 | 0 | 0 | |
| Bausch Health Cos Inc. | COM | 071734107 | 260 | 16,745 | SH | DFND | 1 | 16,745 | 0 | 0 | |
| Benchmark Electronics Inc. | COM | 08160H101 | 311 | 15,575 | SH | DFND | 1 | 15,575 | 0 | 0 | |
| Berkshire Hills Bancorp Inc. | COM | 084680107 | 10,173 | 684,581 | SH | DFND | 1 | 418,874 | 0 | 265,707 | |
| BioDelivery Sciences Internati | COM | 09060J106 | 9,037 | 2,384,362 | SH | DFND | 1 | 1,491,490 | 0 | 892,872 | |
| Biogen Inc. | COM | 09062X103 | 506 | 1,600 | SH | DFND | 1 | 1,600 | 0 | 0 | |
| BioTelemetry Inc. | COM | 090672106 | 3,620 | 94,000 | SH | DFND | 1 | 55,500 | 0 | 38,500 | |
| BMC Stock Holdings Inc. | COM | 05591B109 | 301 | 16,965 | SH | DFND | 1 | 16,965 | 0 | 0 | |
| Boise Cascade Co. | COM | 09739D100 | 304 | 12,775 | SH | DFND | 1 | 12,775 | 0 | 0 | |
| Boston Private Finl Holdings I | COM | 101119105 | 301 | 42,145 | SH | DFND | 1 | 42,145 | 0 | 0 | |
| Brandywine Realty Trust Inc. ( | SH BEN INT NEW | 105368203 | 14,661 | 1,393,604 | SH | DFND | 1 | 859,700 | 0 | 533,904 | |
| Brixmor Property Group Inc. (R | COM | 11120U105 | 209 | 22,030 | SH | DFND | 1 | 22,030 | 0 | 0 | |
| Brookdale Senior Living Inc. | COM | 112463104 | 200 | 64,025 | SH | DFND | 1 | 64,025 | 0 | 0 | |
| Brooks Automation Inc. | COM | 114340102 | 8,768 | 287,464 | SH | DFND | 1 | 182,292 | 0 | 105,172 | |
| Bruker Corporation | COM | 116794108 | 330 | 9,200 | SH | DFND | 1 | 9,200 | 0 | 0 | |
| Buckle Inc. | COM | 118440106 | 182 | 13,255 | SH | DFND | 1 | 13,255 | 0 | 0 | |
| Builders Firstsource Inc | COM | 12008R107 | 223 | 18,265 | SH | DFND | 1 | 18,265 | 0 | 0 | |
| Cadence Bancorporation | CL A | 12739A100 | 189 | 28,850 | SH | DFND | 1 | 28,850 | 0 | 0 | |
| Capri Holdings Ltd. | SHS | G1890L107 | 2,930 | 271,581 | SH | DFND | 1 | 180,041 | 0 | 91,540 | |
| Cardtronics plc class A ords | SHS CL A | G1991C105 | 268 | 12,795 | SH | DFND | 1 | 12,795 | 0 | 0 | |
| Carolina Financial Corporation | COM | 143873107 | 1,127 | 43,550 | SH | DFND | 1 | 25,550 | 0 | 18,000 | |
| Cathay General Bancorp | COM | 149150104 | 301 | 13,120 | SH | DFND | 1 | 13,120 | 0 | 0 | |
| Cato Corporation CL A | CL A | 149205106 | 205 | 19,175 | SH | DFND | 1 | 19,175 | 0 | 0 | |
| CBRE Group Inc. | COM | 12504L109 | 14 | 369 | SH | DFND | 1 | 369 | 0 | 0 | |
| Celestica Inc. Sub Voting Shs | SUB VTG SHS | 15101Q108 | 231 | 65,860 | SH | DFND | 1 | 65,860 | 0 | 0 | |
| Centene Corp. | COM | 15135B101 | 9 | 152 | SH | DFND | 1 | 152 | 0 | 0 | |
| Central Garden & Pet Co. CL A | CL A NON-VTG | 153527205 | 421 | 16,459 | SH | DFND | 1 | 16,459 | 0 | 0 | |
| Central Garden & Pet Company | COM | 153527106 | 236 | 8,590 | SH | DFND | 1 | 8,590 | 0 | 0 | |
| Central Valley Community Banco | COM | 155685100 | 363 | 27,840 | SH | DFND | 1 | 23,240 | 0 | 4,600 | |
| Charles River Laboratories Int | COM | 159864107 | 330 | 2,615 | SH | DFND | 1 | 2,615 | 0 | 0 | |
| Chase Corp. | COM | 16150R104 | 3,608 | 43,850 | SH | DFND | 1 | 26,650 | 0 | 17,200 | |
| Chatham Lodging Trust (REIT) | COM | 16208T102 | 164 | 27,578 | SH | DFND | 1 | 27,578 | 0 | 0 | |
| Chemed Corp. | COM | 16359R103 | 447 | 1,032 | SH | DFND | 1 | 1,032 | 0 | 0 | |
| Chico's Fas Inc. | COM | 168615102 | 121 | 93,425 | SH | DFND | 1 | 93,425 | 0 | 0 | |
| Churchill Downs Inc. | COM | 171484108 | 15,375 | 149,349 | SH | DFND | 1 | 95,021 | 0 | 54,328 | |
| Cirrus Logic Inc. | COM | 172755100 | 392 | 5,975 | SH | DFND | 1 | 5,975 | 0 | 0 | |
| CIT Group | COM NEW | 125581801 | 184 | 10,650 | SH | DFND | 1 | 10,650 | 0 | 0 | |
| Citizens Financial Group Inc. | COM | 174610105 | 331 | 17,578 | SH | DFND | 1 | 14,828 | 0 | 2,750 | |
| Clearway Energy Inc. | CL A | 18539C204 | 372 | 19,805 | SH | DFND | 1 | 19,805 | 0 | 0 | |
| CNO Financial Group Inc. | COM | 12621E103 | 339 | 27,330 | SH | DFND | 1 | 27,330 | 0 | 0 | |
| Coherent Inc. | COM | 192479103 | 5,071 | 47,656 | SH | DFND | 1 | 30,524 | 0 | 17,132 | |
| Cohu Inc. | COM | 192576106 | 15,380 | 1,242,347 | SH | DFND | 1 | 774,550 | 0 | 467,797 | |
| Collegium Pharmaceutical Inc. | COM | 19459J104 | 309 | 18,915 | SH | DFND | 1 | 18,915 | 0 | 0 | |
| Columbus Mckinnon Corp. | COM | 199333105 | 11,926 | 477,022 | SH | DFND | 1 | 300,350 | 0 | 176,672 | |
| Comcast Corporation CL A | CL A | 20030N101 | 397 | 11,558 | SH | DFND | 1 | 11,558 | 0 | 0 | |
| Comfort Systems USA Inc. | COM | 199908104 | 17,869 | 488,887 | SH | DFND | 1 | 300,022 | 0 | 188,865 | |
| Commercial Metals Company | COM | 201723103 | 15,575 | 986,409 | SH | DFND | 1 | 616,509 | 0 | 369,900 | |
| Community Healthcare Trust Inc | COM | 20369C106 | 17,328 | 452,674 | SH | DFND | 1 | 281,157 | 0 | 171,517 | |
| Community Trust Bancorp | COM | 204149108 | 147 | 4,620 | SH | DFND | 1 | 4,620 | 0 | 0 | |
| Commvault Systems Inc | COM | 204166102 | 414 | 10,220 | SH | DFND | 1 | 10,220 | 0 | 0 | |
| Computers Programs and Systems | COM | 205306103 | 247 | 11,110 | SH | DFND | 1 | 11,110 | 0 | 0 | |
| Comtech Telecommunications Cor | COM NEW | 205826209 | 187 | 14,075 | SH | DFND | 1 | 14,075 | 0 | 0 | |
| CONSOL Energy Inc. (new) | COM | 20854L108 | 205 | 55,545 | SH | DFND | 1 | 55,545 | 0 | 0 | |
| Corcept Therapeutics Inc. | COM | 218352102 | 427 | 35,890 | SH | DFND | 1 | 35,890 | 0 | 0 | |
| Costamare Inc. | SHS | Y1771G102 | 301 | 66,700 | SH | DFND | 1 | 66,700 | 0 | 0 | |
| Cowen Inc. | CL A NEW | 223622606 | 251 | 26,010 | SH | DFND | 1 | 26,010 | 0 | 0 | |
| Cross Country Healthcare Inc. | COM | 227483104 | 13,803 | 2,047,881 | SH | DFND | 1 | 1,257,929 | 0 | 789,952 | |
| CSG Systems International Inc. | COM | 126349109 | 407 | 9,735 | SH | DFND | 1 | 9,735 | 0 | 0 | |
| CSX Corp. | COM | 126408103 | 584 | 10,200 | SH | DFND | 1 | 10,200 | 0 | 0 | |
| Cubic Corp. | COM | 229669106 | 10,787 | 261,116 | SH | DFND | 1 | 167,228 | 0 | 93,888 | |
| Curtiss-Wright Corp. | COM | 231561101 | 10,196 | 110,335 | SH | DFND | 1 | 67,233 | 0 | 43,102 | |
| Customers Bancorp Inc. | COM | 23204G100 | 153 | 14,015 | SH | DFND | 1 | 14,015 | 0 | 0 | |
| CVR Energy Inc. | COM | 12662P108 | 177 | 10,700 | SH | DFND | 1 | 10,700 | 0 | 0 | |
| CVS Health Corporation | COM | 126650100 | 100 | 1,688 | SH | DFND | 1 | 1,688 | 0 | 0 | |
| Daktronics Inc. | CL A | 234264109 | 427 | 86,650 | SH | DFND | 1 | 54,750 | 0 | 31,900 | |
| Dana Incorporated | COM | 235825205 | 5,251 | 672,378 | SH | DFND | 1 | 410,474 | 0 | 261,904 | |
| Deckers Outdoor Corp | COM | 243537107 | 12,231 | 91,277 | SH | DFND | 1 | 55,563 | 0 | 35,714 | |
| Delek US Holdings Inc. | COM | 24665A103 | 6,756 | 428,667 | SH | DFND | 1 | 261,496 | 0 | 167,171 | |
| Delta Air Lines Inc. | COM NEW | 247361702 | 143 | 5,000 | SH | DFND | 1 | 5,000 | 0 | 0 | |
| Deluxe Corp. | COM | 248019101 | 346 | 13,340 | SH | DFND | 1 | 13,340 | 0 | 0 | |
| Diamondback Energy Inc. | COM | 25278X109 | 345 | 13,179 | SH | DFND | 1 | 11,541 | 0 | 1,638 | |
| Diamondrock Hospitality Co. (R | COM | 252784301 | 10,264 | 2,020,447 | SH | DFND | 1 | 1,265,268 | 0 | 755,179 | |
| Dicks Sporting Goods Inc. | COM | 253393102 | 9 | 408 | SH | DFND | 1 | 408 | 0 | 0 | |
| Diebold Nixdorf Inc. | COM | 253651103 | 211 | 60,025 | SH | DFND | 1 | 60,025 | 0 | 0 | |
| Digital Realty Trust Inc. (REI | COM | 253868103 | 182 | 1,313 | SH | DFND | 1 | 1,313 | 0 | 0 | |
| Dime Community Bancshares Inc. | COM | 253922108 | 9,940 | 724,983 | SH | DFND | 1 | 438,088 | 0 | 286,895 | |
| Diodes Inc | COM | 254543101 | 385 | 9,485 | SH | DFND | 1 | 9,485 | 0 | 0 | |
| Discovery Inc. CL A | COM SER A | 25470F104 | 3 | 180 | SH | DFND | 1 | 180 | 0 | 0 | |
| Diversified Healthcare Trust ( | COM SH BEN INT | 25525P107 | 228 | 62,875 | SH | DFND | 1 | 62,875 | 0 | 0 | |
| Domtar Corporation | COM NEW | 257559203 | 8,134 | 375,867 | SH | DFND | 1 | 238,409 | 0 | 137,458 | |
| Douglas Dynamics Inc. | COM | 25960R105 | 9,642 | 271,527 | SH | DFND | 1 | 165,005 | 0 | 106,522 | |
| Eagle Bancorp Inc Md | COM | 268948106 | 322 | 10,650 | SH | DFND | 1 | 10,650 | 0 | 0 | |
| Eagle Pharmaceuticals Inc. | COM | 269796108 | 456 | 9,920 | SH | DFND | 1 | 9,920 | 0 | 0 | |
| Eastman Chemical Co. | COM | 277432100 | 183 | 3,925 | SH | DFND | 1 | 3,925 | 0 | 0 | |
| Echo Global Logistics Inc. | COM | 27875T101 | 377 | 22,080 | SH | DFND | 1 | 22,080 | 0 | 0 | |
| Edgewell Personal Care Company | COM | 28035Q102 | 314 | 13,025 | SH | DFND | 1 | 13,025 | 0 | 0 | |
| Elbit Systems Ltd. | ORD | M3760D101 | 12,802 | 100,259 | SH | DFND | 1 | 65,440 | 0 | 34,819 | |
| EMCOR Group Inc. | COM | 29084Q100 | 20,336 | 331,634 | SH | DFND | 1 | 204,857 | 0 | 126,777 | |
| Encompass Health Corp. | COM | 29261A100 | 19,238 | 300,453 | SH | DFND | 1 | 188,919 | 0 | 111,534 | |
| Encore Capital Group | COM | 292554102 | 258 | 11,025 | SH | DFND | 1 | 11,025 | 0 | 0 | |
| Endo International PLC | SHS | G30401106 | 282 | 76,320 | SH | DFND | 1 | 76,320 | 0 | 0 | |
| Enerplus Corp | COM | 292766102 | 102 | 68,650 | SH | DFND | 1 | 68,650 | 0 | 0 | |
| Ensign Group Inc. | COM | 29358P101 | 372 | 9,890 | SH | DFND | 1 | 9,890 | 0 | 0 | |
| Entegris Inc. | COM | 29362U104 | 17,701 | 395,375 | SH | DFND | 1 | 243,135 | 0 | 152,240 | |
| EQT Corp. | COM | 26884L109 | 327 | 46,225 | SH | DFND | 1 | 46,225 | 0 | 0 | |
| Ethan Allen Interiors Inc. | COM | 297602104 | 1,603 | 156,816 | SH | DFND | 1 | 117,354 | 0 | 39,462 | |
| Evans Bancorp Inc. | COM NEW | 29911Q208 | 1,473 | 60,600 | SH | DFND | 1 | 34,050 | 0 | 26,550 | |
| Exelon Corp. | COM | 30161N101 | 13 | 349 | SH | DFND | 1 | 349 | 0 | 0 | |
| Express Inc | COM | 30219E103 | 124 | 83,020 | SH | DFND | 1 | 83,020 | 0 | 0 | |
| EZCORP Inc. CL A | CL A NON VTG | 302301106 | 374 | 89,780 | SH | DFND | 1 | 89,780 | 0 | 0 | |
| F5 Networks Inc | COM | 315616102 | 640 | 6,000 | SH | DFND | 1 | 5,025 | 0 | 975 | |
| Fabrinet | SHS | G3323L100 | 408 | 7,475 | SH | DFND | 1 | 7,475 | 0 | 0 | |
| Facebook Inc. | CL A | 30303M102 | 334 | 2,000 | SH | DFND | 1 | 2,000 | 0 | 0 | |
| First Citizens Bancshares Inc. | COM | 31946M103 | 34,250 | 102,894 | SH | DFND | 1 | 63,260 | 0 | 39,634 | |
| First Community Bancshares Inc | COM | 31983A103 | 13,004 | 558,130 | SH | DFND | 1 | 345,733 | 0 | 212,397 | |
| First Financial Corp. | COM | 320218100 | 162 | 4,810 | SH | DFND | 1 | 4,810 | 0 | 0 | |
| First Merchants Corporation | COM | 320817109 | 328 | 12,395 | SH | DFND | 1 | 12,395 | 0 | 0 | |
| First Republic Bank | COM | 33616C100 | 569 | 6,920 | SH | DFND | 1 | 5,770 | 0 | 1,150 | |
| Flagstar Bancorp Inc. | COM PAR .001 | 337930705 | 259 | 13,055 | SH | DFND | 1 | 13,055 | 0 | 0 | |
| Foot Locker Inc. | COM | 344849104 | 8,322 | 377,401 | SH | DFND | 1 | 236,410 | 0 | 140,991 | |
| Foundation Building Materials | COM | 350392106 | 264 | 25,620 | SH | DFND | 1 | 25,620 | 0 | 0 | |
| FTI Consulting Inc. | COM | 302941109 | 10,246 | 85,550 | SH | DFND | 1 | 50,600 | 0 | 34,950 | |
| Gaming and Leisure Properties | COM | 36467J108 | 6 | 231 | SH | DFND | 1 | 231 | 0 | 0 | |
| Gencor Industries Inc. | COM | 368678108 | 10,577 | 1,007,314 | SH | DFND | 1 | 621,097 | 0 | 386,217 | |
| Genesco Inc. | COM | 371532102 | 108 | 8,075 | SH | DFND | 1 | 8,075 | 0 | 0 | |
| Gentex Corp. | COM | 371901109 | 5,624 | 253,778 | SH | DFND | 1 | 158,232 | 0 | 95,546 | |
| Gibraltar Industries Inc. | COM | 374689107 | 4,453 | 103,750 | SH | DFND | 1 | 61,650 | 0 | 42,100 | |
| Glaxosmithkline PLC ADR | SPONSORED ADR | 37733W105 | 841 | 22,200 | SH | DFND | 1 | 22,200 | 0 | 0 | |
| Granite Construction Inc. | COM | 387328107 | 5,843 | 384,894 | SH | DFND | 1 | 240,343 | 0 | 144,551 | |
| Great Southern Bancorp Inc. | COM | 390905107 | 137 | 3,395 | SH | DFND | 1 | 3,395 | 0 | 0 | |
| Haemonetics Corporation | COM | 405024100 | 389 | 3,900 | SH | DFND | 1 | 3,900 | 0 | 0 | |
| Hanesbrands Inc | COM | 410345102 | 265 | 33,735 | SH | DFND | 1 | 33,735 | 0 | 0 | |
| Hanmi Financial Corporation | COM NEW | 410495204 | 5,269 | 485,607 | SH | DFND | 1 | 295,987 | 0 | 189,620 | |
| Harmonic Inc. | COM | 413160102 | 5,592 | 970,819 | SH | DFND | 1 | 595,329 | 0 | 375,490 | |
| Hartford Financial Services Gr | COM | 416515104 | 3 | 90 | SH | DFND | 1 | 90 | 0 | 0 | |
| Haverty Furniture Companies In | COM | 419596101 | 198 | 16,620 | SH | DFND | 1 | 16,620 | 0 | 0 | |
| Hawaiian Electric Industries I | COM | 419870100 | 401 | 9,315 | SH | DFND | 1 | 9,315 | 0 | 0 | |
| Haynes International | COM NEW | 420877201 | 252 | 12,235 | SH | DFND | 1 | 12,235 | 0 | 0 | |
| HealthStream Inc. | COM | 42222N103 | 278 | 11,595 | SH | DFND | 1 | 11,595 | 0 | 0 | |
| Heidrick & Struggles Intl Inc. | COM | 422819102 | 10,130 | 450,210 | SH | DFND | 1 | 278,617 | 0 | 171,593 | |
| Helen of Troy Corp. Ltd. | COM | G4388N106 | 15,994 | 111,045 | SH | DFND | 1 | 67,727 | 0 | 43,318 | |
| Helix Energy Solutions Group I | COM | 42330P107 | 73 | 44,575 | SH | DFND | 1 | 44,575 | 0 | 0 | |
| Helmerich & Payne Inc. | COM | 423452101 | 4,652 | 297,237 | SH | DFND | 1 | 183,469 | 0 | 113,768 | |
| Heritage Commerce Corp | COM | 426927109 | 208 | 27,135 | SH | DFND | 1 | 27,135 | 0 | 0 | |
| Herman Miller Inc. | COM | 600544100 | 273 | 12,289 | SH | DFND | 1 | 12,289 | 0 | 0 | |
| Hersha Hospitality Trust (REIT | PR SHS BEN INT | 427825500 | 120 | 33,560 | SH | DFND | 1 | 33,560 | 0 | 0 | |
| Hibbett Sports Inc. | COM | 428567101 | 146 | 13,355 | SH | DFND | 1 | 13,355 | 0 | 0 | |
| Hill-Rom Holdings Inc. | COM | 431475102 | 436 | 4,330 | SH | DFND | 1 | 4,330 | 0 | 0 | |
| HMS Holdings Corp. | COM | 40425J101 | 438 | 17,325 | SH | DFND | 1 | 17,325 | 0 | 0 | |
| HNI Corp. | COM | 404251100 | 3,182 | 126,325 | SH | DFND | 1 | 79,525 | 0 | 46,800 | |
| HollySys Automation Technologi | SHS | G45667105 | 355 | 27,515 | SH | DFND | 1 | 27,515 | 0 | 0 | |
| Home Bancshares Inc. | COM | 436893200 | 287 | 23,965 | SH | DFND | 1 | 23,965 | 0 | 0 | |
| Hope Bancorp Inc. | COM | 43940T109 | 6,185 | 752,477 | SH | DFND | 1 | 477,985 | 0 | 274,492 | |
| Horace Mann Educators Corp. | COM | 440327104 | 402 | 10,990 | SH | DFND | 1 | 10,990 | 0 | 0 | |
| Horizon Therapeutics plc | SHS | G46188101 | 390 | 13,165 | SH | DFND | 1 | 13,165 | 0 | 0 | |
| Host Hotels & Resorts Inc. (RE | COM | 44107P104 | 347 | 31,460 | SH | DFND | 1 | 26,460 | 0 | 5,000 | |
| Hub Group Inc. | CL A | 443320106 | 429 | 9,425 | SH | DFND | 1 | 9,425 | 0 | 0 | |
| Huntsman Corp. | COM | 447011107 | 6,605 | 457,744 | SH | DFND | 1 | 286,614 | 0 | 171,130 | |
| IAC InterActiveCorp. | SH BEN INT | 44919P508 | 4 | 20 | SH | DFND | 1 | 20 | 0 | 0 | |
| ICF International Inc. | COM | 44925C103 | 22,153 | 322,459 | SH | DFND | 1 | 199,405 | 0 | 123,054 | |
| ICON PLC | SHS | G4705A100 | 386 | 2,835 | SH | DFND | 1 | 2,835 | 0 | 0 | |
| IdaCorp Inc. | COM | 451107106 | 395 | 4,505 | SH | DFND | 1 | 4,505 | 0 | 0 | |
| II-VI Inc. | COM | 902104108 | 7 | 257 | SH | DFND | 1 | 257 | 0 | 0 | |
| Independent Bank Corporation | COM NEW | 453838609 | 164 | 12,775 | SH | DFND | 1 | 12,775 | 0 | 0 | |
| Industrial Logistics Propertie | COM SHS BEN INT | 456237106 | 347 | 19,795 | SH | DFND | 1 | 19,795 | 0 | 0 | |
| Ingersoll Rand Inc. | COM | 45687V106 | 109 | 4,412 | SH | DFND | 1 | 4,412 | 0 | 0 | |
| Innoviva Inc. | COM | 45781M101 | 372 | 31,595 | SH | DFND | 1 | 31,595 | 0 | 0 | |
| Insteel Industries Inc. | COM | 45774W108 | 831 | 62,749 | SH | DFND | 1 | 43,139 | 0 | 19,610 | |
| Integer Holdngs Corp. | COM | 45826H109 | 305 | 4,860 | SH | DFND | 1 | 4,860 | 0 | 0 | |
| Intel Corp. | COM | 458140100 | 428 | 7,900 | SH | DFND | 1 | 7,900 | 0 | 0 | |
| International Paper Co. | CL A | 460146103 | 221 | 7,100 | SH | DFND | 1 | 7,100 | 0 | 0 | |
| Invacare Corp. | COM | 461203101 | 409 | 55,070 | SH | DFND | 1 | 55,070 | 0 | 0 | |
| ISHARES RUSSELL 2000 VALUE ETF | RUS 2000 VAL ETF | 464287630 | 408 | 4,977 | SH | DFND | 1 | 4,977 | 0 | 0 | |
| Janus Henderson Group PLC | ORD SHS | G4474Y214 | 305 | 19,880 | SH | DFND | 1 | 19,880 | 0 | 0 | |
| Jazz Pharmaceuticals PLC | SHS USD | G50871105 | 16,472 | 165,147 | SH | DFND | 1 | 103,352 | 0 | 61,795 | |
| Johnson & Johnson | COM | 478160104 | 669 | 5,100 | SH | DFND | 1 | 5,100 | 0 | 0 | |
| Jounce Therapeutics Inc. | COM | 481116101 | 267 | 56,255 | SH | DFND | 1 | 56,255 | 0 | 0 | |
| JPMorgan Chase & Co. | COM | 46625H100 | 547 | 6,075 | SH | DFND | 1 | 6,075 | 0 | 0 | |
| K12 Inc. | COM | 48273U102 | 15,937 | 845,027 | SH | DFND | 1 | 522,563 | 0 | 322,464 | |
| Kaiser Aluminum Corporation | COM PAR $0.01 | 483007704 | 10,976 | 158,435 | SH | DFND | 1 | 99,972 | 0 | 58,463 | |
| KB Home | COM | 48666K109 | 1,406 | 77,700 | SH | DFND | 1 | 45,550 | 0 | 32,150 | |
| KBR Inc. | COM | 48242W106 | 17,941 | 867,545 | SH | DFND | 1 | 535,764 | 0 | 331,781 | |
| Kelly Services Inc. CL A | CL A | 488152208 | 342 | 26,980 | SH | DFND | 1 | 26,980 | 0 | 0 | |
| Kemet Corp. | COM NEW | 488360207 | 6 | 236 | SH | DFND | 1 | 236 | 0 | 0 | |
| Kennametal Inc. | COM | 489170100 | 4 | 194 | SH | DFND | 1 | 194 | 0 | 0 | |
| KeyCorp | COM | 493267108 | 350 | 33,780 | SH | DFND | 1 | 28,280 | 0 | 5,500 | |
| Kforce Inc. | COM | 493732101 | 322 | 12,590 | SH | DFND | 1 | 12,590 | 0 | 0 | |
| KLA Corp. | COM NEW | 482480100 | 765 | 5,322 | SH | DFND | 1 | 4,772 | 0 | 550 | |
| Knoll Inc. | COM NEW | 498904200 | 7,049 | 683,037 | SH | DFND | 1 | 412,349 | 0 | 270,688 | |
| Kohl's Corp. | COM | 500255104 | 2 | 119 | SH | DFND | 1 | 119 | 0 | 0 | |
| Kraton Corporation | COM | 50077C106 | 327 | 40,325 | SH | DFND | 1 | 40,325 | 0 | 0 | |
| Kronos Worldwide Inc. | COM | 50105F105 | 246 | 29,195 | SH | DFND | 1 | 29,195 | 0 | 0 | |
| KVH Industries Inc. | COM | 482738101 | 16,332 | 1,731,906 | SH | DFND | 1 | 1,099,465 | 0 | 632,441 | |
| L.B. Foster Co. | COM | 350060109 | 168 | 13,605 | SH | DFND | 1 | 12,945 | 0 | 660 | |
| L3Harris Technologies Inc. | COM | 502431109 | 1,092 | 6,065 | SH | DFND | 1 | 5,365 | 0 | 700 | |
| La-Z-Boy Inc. | COM | 505336107 | 10,656 | 518,550 | SH | DFND | 1 | 320,610 | 0 | 197,940 | |
| Laboratory Corporation of Amer | COM NEW | 50540R409 | 640 | 5,063 | SH | DFND | 1 | 4,263 | 0 | 800 | |
| Lakeland Bancorp Inc. | COM | 511637100 | 14,024 | 1,297,300 | SH | DFND | 1 | 806,236 | 0 | 491,064 | |
| LAM Research Corp. | COM | 512807108 | 601 | 2,505 | SH | DFND | 1 | 2,255 | 0 | 250 | |
| Lannett Co. Inc | COM | 516012101 | 381 | 54,795 | SH | DFND | 1 | 54,795 | 0 | 0 | |
| Lear Corp. | COM NEW | 521865204 | 293 | 3,600 | SH | DFND | 1 | 3,000 | 0 | 600 | |
| Legg Mason Inc. | COM | 524901105 | 14,913 | 305,285 | SH | DFND | 1 | 187,306 | 0 | 117,979 | |
| Leidos Holdings Inc. | COM | 525327102 | 17,686 | 192,975 | SH | DFND | 1 | 119,205 | 0 | 73,770 | |
| Lexington Realty Trust (REIT) | COM | 529043101 | 17,941 | 1,806,758 | SH | DFND | 1 | 1,109,173 | 0 | 697,585 | |
| Ligand Pharmaceuticals Inc. | COM NEW | 53220K504 | 297 | 4,080 | SH | DFND | 1 | 4,080 | 0 | 0 | |
| Lincoln National Corp. | COM | 534187109 | 192 | 7,293 | SH | DFND | 1 | 6,143 | 0 | 1,150 | |
| Litha MTRS Inc. | CL A | 536797103 | 178 | 2,175 | SH | DFND | 1 | 2,175 | 0 | 0 | |
| Logmein Inc. | COM | 54142L109 | 13,142 | 157,806 | SH | DFND | 1 | 96,083 | 0 | 61,723 | |
| Louisiana-Pacific Corp. | COM | 546347105 | 2 | 128 | SH | DFND | 1 | 128 | 0 | 0 | |
| Lowe's Companies Inc. | COM | 548661107 | 852 | 9,900 | SH | DFND | 1 | 9,900 | 0 | 0 | |
| LSI Industries Inc. | COM | 50216C108 | 3,054 | 807,955 | SH | DFND | 1 | 503,169 | 0 | 304,786 | |
| Lydall Inc. Del | COM | 550819106 | 149 | 23,120 | SH | DFND | 1 | 23,120 | 0 | 0 | |
| Macerich Co. (REIT) | COM | 554382101 | 115 | 20,345 | SH | DFND | 1 | 20,345 | 0 | 0 | |
| Macy's Inc. | COM | 55616P104 | 153 | 31,090 | SH | DFND | 1 | 31,090 | 0 | 0 | |
| Magellan Health Inc. | COM | 559079207 | 359 | 7,460 | SH | DFND | 1 | 7,460 | 0 | 0 | |
| Magna International (Cl A) | COM | 559222401 | 4 | 135 | SH | DFND | 1 | 135 | 0 | 0 | |
| MagnaChip Semiconductor Corp | COM | 55933J203 | 14,902 | 1,348,554 | SH | DFND | 1 | 816,803 | 0 | 531,751 | |
| Magnolia Oil & Gas Corporation | CL A | 559663109 | 6,783 | 1,695,722 | SH | DFND | 1 | 1,036,558 | 0 | 659,164 | |
| ManpowerGroup Inc. | COM | 56418H100 | 306 | 5,770 | SH | DFND | 1 | 5,770 | 0 | 0 | |
| Masonite International Corpora | COM | 575385109 | 6,793 | 143,167 | SH | DFND | 1 | 89,523 | 0 | 53,644 | |
| MasTec Inc. | COM | 576323109 | 261 | 7,975 | SH | DFND | 1 | 7,975 | 0 | 0 | |
| MasterCraft Boat Holdings Inc. | COM | 57637H103 | 7,683 | 1,052,502 | SH | DFND | 1 | 650,477 | 0 | 402,025 | |
| Materion Corp. | COM | 576690101 | 312 | 8,900 | SH | DFND | 1 | 8,900 | 0 | 0 | |
| Matrix Service Co. | COM | 576853105 | 224 | 23,610 | SH | DFND | 1 | 23,610 | 0 | 0 | |
| Matthews International CP | CL A | 577128101 | 317 | 13,100 | SH | DFND | 1 | 13,100 | 0 | 0 | |
| Maximus Inc. | COM | 577933104 | 365 | 6,280 | SH | DFND | 1 | 6,280 | 0 | 0 | |
| MaxLinear Inc. | COM | 57776J100 | 2,063 | 176,800 | SH | DFND | 1 | 105,050 | 0 | 71,750 | |
| MDU Resources Group Inc. | COM | 552690109 | 312 | 14,525 | SH | DFND | 1 | 14,525 | 0 | 0 | |
| MEDNAX Inc. | COM | 58502B106 | 294 | 25,235 | SH | DFND | 1 | 25,235 | 0 | 0 | |
| Medpace Holdings Inc. | COM | 58506Q109 | 335 | 4,570 | SH | DFND | 1 | 4,570 | 0 | 0 | |
| Merck & Co. Inc. | COM | 58933Y105 | 562 | 7,300 | SH | DFND | 1 | 7,300 | 0 | 0 | |
| Mercury General Corp. | COM | 589400100 | 398 | 9,765 | SH | DFND | 1 | 9,765 | 0 | 0 | |
| Meridian Bioscience Inc. | COM | 589584101 | 10,426 | 1,241,185 | SH | DFND | 1 | 796,928 | 0 | 444,257 | |
| Meritor Inc. | COM | 59001K100 | 7 | 501 | SH | DFND | 1 | 501 | 0 | 0 | |
| Meta Financial Group Inc. | COM | 59100U108 | 273 | 12,555 | SH | DFND | 1 | 12,555 | 0 | 0 | |
| Methode Electronics Inc. | COM | 591520200 | 15,775 | 596,845 | SH | DFND | 1 | 367,267 | 0 | 229,578 | |
| MGIC Investment Corp. | COM | 552848103 | 220 | 34,630 | SH | DFND | 1 | 34,630 | 0 | 0 | |
| Microsoft Corporation | COM | 594918104 | 618 | 3,920 | SH | DFND | 1 | 3,920 | 0 | 0 | |
| Miller Industries Inc. | COM NEW | 600551204 | 5,383 | 190,344 | SH | DFND | 1 | 122,694 | 0 | 67,650 | |
| Minerals Technologies Inc. | COM | 603158106 | 321 | 8,845 | SH | DFND | 1 | 8,845 | 0 | 0 | |
| MKS Instruments Inc. | COM | 55306N104 | 19,396 | 238,136 | SH | DFND | 1 | 147,652 | 0 | 90,484 | |
| Mohawk Industries Inc. | COM | 608190104 | 160 | 2,100 | SH | DFND | 1 | 2,100 | 0 | 0 | |
| Molina Healthcare Inc. | COM | 60855R100 | 492 | 3,525 | SH | DFND | 1 | 3,525 | 0 | 0 | |
| Montage Resources Corp. | COM | 61179L100 | 167 | 74,205 | SH | DFND | 1 | 74,205 | 0 | 0 | |
| Morgan Stanley | COM NEW | 617446448 | 459 | 13,500 | SH | DFND | 1 | 13,500 | 0 | 0 | |
| MSG Networks Inc. class A | CL A | 553573106 | 14,702 | 1,441,403 | SH | DFND | 1 | 903,006 | 0 | 538,397 | |
| Mueller Industries Inc. | COM | 624756102 | 13,885 | 580,008 | SH | DFND | 1 | 352,038 | 0 | 227,970 | |
| Murphy Oil | COM | 626717102 | 93 | 15,130 | SH | DFND | 1 | 15,130 | 0 | 0 | |
| Myers Industries Inc. | COM | 628464109 | 223 | 20,755 | SH | DFND | 1 | 20,755 | 0 | 0 | |
| Myriad Genetics Inc. | COM | 62855J104 | 357 | 24,945 | SH | DFND | 1 | 24,945 | 0 | 0 | |
| National Cinemedia Inc | COM | 635309107 | 148 | 45,485 | SH | DFND | 1 | 45,485 | 0 | 0 | |
| National Fuel Gas Co. | COM | 636180101 | 419 | 11,245 | SH | DFND | 1 | 11,245 | 0 | 0 | |
| National Healthcare Corp. | COM | 635906100 | 410 | 5,720 | SH | DFND | 1 | 5,720 | 0 | 0 | |
| National Retail Properties Inc | COM | 637417106 | 231 | 7,180 | SH | DFND | 1 | 6,080 | 0 | 1,100 | |
| Natus Medical Inc. | COM | 639050103 | 357 | 15,415 | SH | DFND | 1 | 15,415 | 0 | 0 | |
| Navient Corporation | COM | 63938C108 | 302 | 39,790 | SH | DFND | 1 | 39,790 | 0 | 0 | |
| NCR Corporation | COM | 62886E108 | 305 | 17,235 | SH | DFND | 1 | 17,235 | 0 | 0 | |
| NeoPhotonics Corporation | COM | 64051T100 | 421 | 58,025 | SH | DFND | 1 | 58,025 | 0 | 0 | |
| Netgear Inc. | COM | 64111Q104 | 2,301 | 100,729 | SH | DFND | 1 | 63,920 | 0 | 36,809 | |
| NetScout Systems Inc. | COM | 64115T104 | 392 | 16,545 | SH | DFND | 1 | 16,545 | 0 | 0 | |
| Newmark Group Inc. Class A | CL A | 65158N102 | 6,723 | 1,581,784 | SH | DFND | 1 | 984,155 | 0 | 597,629 | |
| NextGen Healthcare Inc. | COM | 65343C102 | 238 | 22,760 | SH | DFND | 1 | 22,760 | 0 | 0 | |
| NIC Inc. | COM | 62914B100 | 534 | 23,225 | SH | DFND | 1 | 23,225 | 0 | 0 | |
| Nomad Foods Limited | USD ORD SHS | G6564A105 | 1,445 | 77,863 | SH | DFND | 1 | 46,663 | 0 | 31,200 | |
| NorthWestern Corp. | COM NEW | 668074305 | 33,147 | 554,017 | SH | DFND | 1 | 338,948 | 0 | 215,069 | |
| NOW Inc. | COM | 67011P100 | 252 | 48,915 | SH | DFND | 1 | 48,915 | 0 | 0 | |
| Nu Skin Enterprises Inc. CL A | CL A | 67018T105 | 370 | 16,955 | SH | DFND | 1 | 16,955 | 0 | 0 | |
| NuVasive Inc. | COM | 670704105 | 339 | 6,695 | SH | DFND | 1 | 6,695 | 0 | 0 | |
| NXP Semiconductors N.V. | COM | N6596X109 | 8 | 100 | SH | DFND | 1 | 100 | 0 | 0 | |
| Occidental Petroleum Corporati | COM | 674599105 | 21 | 1,848 | SH | DFND | 1 | 1,848 | 0 | 0 | |
| OceanFirst Financial Corp. (OC | COM | 675234108 | 5,545 | 348,552 | SH | DFND | 1 | 217,235 | 0 | 131,317 | |
| Office Depot Inc. | COM | 676220106 | 227 | 138,285 | SH | DFND | 1 | 138,285 | 0 | 0 | |
| Office Properties Income Trust | COM SHS BEN INT | 67623C109 | 400 | 14,673 | SH | DFND | 1 | 14,673 | 0 | 0 | |
| Omnicell Inc. | COM | 68213N109 | 6,771 | 103,244 | SH | DFND | 1 | 64,614 | 0 | 38,630 | |
| OneMain Holdings Inc. | COM | 68268W103 | 210 | 10,980 | SH | DFND | 1 | 10,980 | 0 | 0 | |
| Onto Innovations Inc. | COM | 683344105 | 9,006 | 303,554 | SH | DFND | 1 | 184,677 | 0 | 118,877 | |
| OraSure Technologies Inc. | COM | 68554V108 | 16,984 | 1,578,422 | SH | DFND | 1 | 995,881 | 0 | 582,541 | |
| Orthofix Medical Inc. | COM | 68752M108 | 327 | 11,680 | SH | DFND | 1 | 11,680 | 0 | 0 | |
| Oshkosh Corp. | COM | 688239201 | 6,042 | 93,920 | SH | DFND | 1 | 58,487 | 0 | 35,433 | |
| OSI Systems Inc. | COM | 671044105 | 11,240 | 163,090 | SH | DFND | 1 | 99,999 | 0 | 63,091 | |
| OUTFRONT Media Inc. (REIT) | COM | 69007J106 | 5,236 | 388,464 | SH | DFND | 1 | 244,977 | 0 | 143,487 | |
| Owens & Minor Inc. | COM | 690732102 | 591 | 64,590 | SH | DFND | 1 | 64,590 | 0 | 0 | |
| Owens Corning New | COM | 690742101 | 7,482 | 192,782 | SH | DFND | 1 | 117,856 | 0 | 74,926 | |
| Pacira Pharmaceuticals Inc | COM | 695127100 | 339 | 10,125 | SH | DFND | 1 | 10,125 | 0 | 0 | |
| Patterson Companies Inc. | COM | 703395103 | 270 | 17,660 | SH | DFND | 1 | 17,660 | 0 | 0 | |
| PC Connection Inc. | COM | 69318J100 | 413 | 10,030 | SH | DFND | 1 | 10,030 | 0 | 0 | |
| PDL BioPharma Inc. | COM | 69329Y104 | 340 | 120,410 | SH | DFND | 1 | 120,410 | 0 | 0 | |
| Peabody Energy Corporation | COM | 704551100 | 178 | 61,475 | SH | DFND | 1 | 61,475 | 0 | 0 | |
| Peapack-Gladstone Financial Co | COM | 704699107 | 127 | 7,050 | SH | DFND | 1 | 7,050 | 0 | 0 | |
| Pebblebrook Hotel Trust (REIT) | COM | 70509V100 | 236 | 21,695 | SH | DFND | 1 | 21,695 | 0 | 0 | |
| People's United Financial Inc. | COM | 712704105 | 9,877 | 893,879 | SH | DFND | 1 | 541,145 | 0 | 352,734 | |
| Perdoceo Education Corporation | COM | 71363P106 | 305 | 28,250 | SH | DFND | 1 | 28,250 | 0 | 0 | |
| Perficient Inc. | COM | 71375U101 | 2,723 | 100,519 | SH | DFND | 1 | 62,224 | 0 | 38,295 | |
| Perrigo Co. PLC | SHS | G97822103 | 536 | 11,145 | SH | DFND | 1 | 9,145 | 0 | 2,000 | |
| PGT Innovations Inc. | COM | 69336V101 | 7,648 | 911,526 | SH | DFND | 1 | 559,786 | 0 | 351,740 | |
| PH Glatfelter Co. | COM | 377316104 | 7,748 | 634,013 | SH | DFND | 1 | 407,613 | 0 | 226,400 | |
| Physicians Realty Trust (REIT) | COM | 71943U104 | 16,614 | 1,191,851 | SH | DFND | 1 | 732,633 | 0 | 459,218 | |
| Piedmont Office Realty Trust I | COM CL A | 720190206 | 6,699 | 379,305 | SH | DFND | 1 | 238,783 | 0 | 140,522 | |
| Piper Sandler Companies | COM | 724078100 | 12,225 | 241,754 | SH | DFND | 1 | 148,213 | 0 | 93,541 | |
| Pitney Bowes Inc. | COM | 724479100 | 246 | 120,540 | SH | DFND | 1 | 120,540 | 0 | 0 | |
| Plexus Corp. | COM | 729132100 | 351 | 6,440 | SH | DFND | 1 | 6,440 | 0 | 0 | |
| PNC Financial Services Group I | COM | 693475105 | 440 | 4,600 | SH | DFND | 1 | 4,600 | 0 | 0 | |
| Portland General Electric | COM NEW | 736508847 | 353 | 7,370 | SH | DFND | 1 | 7,370 | 0 | 0 | |
| Powell Industries Inc. | COM | 739128106 | 231 | 8,980 | SH | DFND | 1 | 8,980 | 0 | 0 | |
| Preferred Bank | COM NEW | 740367404 | 286 | 8,445 | SH | DFND | 1 | 8,445 | 0 | 0 | |
| Premier Inc. | CL A | 74051N102 | 424 | 12,965 | SH | DFND | 1 | 12,965 | 0 | 0 | |
| Prestige Consumer Healthcare I | COM | 74112D101 | 436 | 11,875 | SH | DFND | 1 | 11,875 | 0 | 0 | |
| Progress Software Corp. | COM | 743312100 | 8,275 | 258,607 | SH | DFND | 1 | 156,728 | 0 | 101,879 | |
| Prologis Inc. (REIT) | COM | 74340W103 | 233 | 2,895 | SH | DFND | 1 | 2,423 | 0 | 472 | |
| Prothena Corporation plc | SHS | G72800108 | 229 | 21,370 | SH | DFND | 1 | 21,370 | 0 | 0 | |
| Providence Service Corp. | COM | 743815102 | 412 | 7,505 | SH | DFND | 1 | 7,505 | 0 | 0 | |
| Provident Financial Services I | COM | 74386T105 | 7,019 | 545,770 | SH | DFND | 1 | 334,523 | 0 | 211,247 | |
| Prudential Financial Inc. | COM | 744320102 | 172 | 3,300 | SH | DFND | 1 | 3,300 | 0 | 0 | |
| Pulte Homes Inc. | COM | 745867101 | 4 | 160 | SH | DFND | 1 | 160 | 0 | 0 | |
| QCR Holdings Inc. | COM | 74727A104 | 121 | 4,475 | SH | DFND | 1 | 4,475 | 0 | 0 | |
| Qorvo Inc. | COM | 74736K101 | 18,267 | 226,548 | SH | DFND | 1 | 139,294 | 0 | 87,254 | |
| Quanex Building Products Corpo | COM | 747619104 | 7,399 | 734,054 | SH | DFND | 1 | 456,836 | 0 | 277,218 | |
| Qurate Retail Group Inc. | COM SER A | 74915M100 | 426 | 69,740 | SH | DFND | 1 | 69,740 | 0 | 0 | |
| Radian Group Inc. | COM | 750236101 | 241 | 18,580 | SH | DFND | 1 | 18,580 | 0 | 0 | |
| Ralph Lauren Corp. | CL A | 751212101 | 553 | 8,272 | SH | DFND | 1 | 7,672 | 0 | 600 | |
| Raymond James Financial Inc. | COM | 754730109 | 364 | 5,765 | SH | DFND | 1 | 4,815 | 0 | 950 | |
| Realogy Holdings Corp. | COM | 75605Y106 | 150 | 49,810 | SH | DFND | 1 | 49,810 | 0 | 0 | |
| Regal Beloit Corp. | COM | 758750103 | 16,467 | 261,581 | SH | DFND | 1 | 161,247 | 0 | 100,334 | |
| Rent-A-Center Inc. | COM | 76009N100 | 194 | 13,695 | SH | DFND | 1 | 13,695 | 0 | 0 | |
| Resolute Forest Products Inc. | COM | 76117W109 | 81 | 64,115 | SH | DFND | 1 | 64,115 | 0 | 0 | |
| Retail Value Inc. | COM | 76133Q102 | 99 | 8,065 | SH | DFND | 1 | 8,065 | 0 | 0 | |
| REX American Resources Corp. | COM | 761624105 | 9,296 | 199,879 | SH | DFND | 1 | 120,168 | 0 | 79,711 | |
| RLJ Lodging Trust (REIT) | COM | 74965L101 | 249 | 32,275 | SH | DFND | 1 | 32,275 | 0 | 0 | |
| Royal Dutch Shell PLC ADS CL B | SPON ADR B | 780259107 | 754 | 23,100 | SH | DFND | 1 | 23,100 | 0 | 0 | |
| Sabra Health Care REIT Inc. | COM | 78573L106 | 9,090 | 832,406 | SH | DFND | 1 | 509,211 | 0 | 323,195 | |
| Sally Beauty Holdings Inc. | COM | 79546E104 | 161 | 19,910 | SH | DFND | 1 | 19,910 | 0 | 0 | |
| Sanderson Farms Inc. | COM | 800013104 | 7,418 | 60,155 | SH | DFND | 1 | 36,855 | 0 | 23,300 | |
| Sandy Spring Bancorp Inc. | COM | 800363103 | 16,742 | 739,505 | SH | DFND | 1 | 457,550 | 0 | 281,955 | |
| Sanmina Corporation | COM | 801056102 | 441 | 16,170 | SH | DFND | 1 | 16,170 | 0 | 0 | |
| ScanSource Inc. | COM | 806037107 | 318 | 14,865 | SH | DFND | 1 | 14,865 | 0 | 0 | |
| Schlumberger Limited | COM | 806857108 | 112 | 8,300 | SH | DFND | 1 | 8,300 | 0 | 0 | |
| Schnitzer Steel Industries Inc | COM | 806882106 | 5,511 | 422,637 | SH | DFND | 1 | 260,633 | 0 | 162,004 | |
| Schweitzer-Mauduit Internation | COM | 808541106 | 369 | 13,260 | SH | DFND | 1 | 13,260 | 0 | 0 | |
| Science Applications Internati | COM | 808625107 | 644 | 8,635 | SH | DFND | 1 | 7,235 | 0 | 1,400 | |
| Select Medical Holdings Corp. | COM | 81619Q105 | 266 | 17,700 | SH | DFND | 1 | 17,700 | 0 | 0 | |
| Selective Insurance Group Inc. | COM | 816300107 | 23,143 | 465,658 | SH | DFND | 1 | 284,777 | 0 | 180,881 | |
| Service Properties Trust (REIT | COM SH BEN INT | 81761L102 | 131 | 24,290 | SH | DFND | 1 | 24,290 | 0 | 0 | |
| Shutterstock Inc. | COM | 825690100 | 353 | 10,980 | SH | DFND | 1 | 10,980 | 0 | 0 | |
| Sierra Wireless Inc. | COM | 826516106 | 215 | 37,850 | SH | DFND | 1 | 37,850 | 0 | 0 | |
| Signature Bank | COM | 82669G104 | 504 | 6,265 | SH | DFND | 1 | 5,265 | 0 | 1,000 | |
| Signet Jewelers Limited | SHS | G81276100 | 80 | 12,455 | SH | DFND | 1 | 12,455 | 0 | 0 | |
| Silicom Ltd. | ORD | M84116108 | 6,696 | 247,992 | SH | DFND | 1 | 147,992 | 0 | 100,000 | |
| Silicon Motion Technology Corp | SPONSORED ADR | 82706C108 | 20,551 | 560,580 | SH | DFND | 1 | 344,735 | 0 | 215,845 | |
| SITE Centers Corp. | COM | 82981J109 | 178 | 34,110 | SH | DFND | 1 | 34,110 | 0 | 0 | |
| Skyworks Solutions Inc. | COM | 83088M102 | 478 | 5,345 | SH | DFND | 1 | 4,495 | 0 | 850 | |
| SONY Corp. ADR | SPONSORED ADR | 835699307 | 734 | 12,400 | SH | DFND | 1 | 12,400 | 0 | 0 | |
| Southwestern Engergy Co. | COM | 845467109 | 371 | 219,400 | SH | DFND | 1 | 219,400 | 0 | 0 | |
| SpartanNash Company | COM | 847215100 | 480 | 33,495 | SH | DFND | 1 | 33,495 | 0 | 0 | |
| Spectrum Brands Holdings Inc. | COM | 84790A105 | 10,114 | 278,078 | SH | DFND | 1 | 171,687 | 0 | 106,391 | |
| Sprouts Farmers Market Inc. | COM | 85208M102 | 523 | 28,120 | SH | DFND | 1 | 28,120 | 0 | 0 | |
| State Street Corp. | COM | 857477103 | 288 | 5,400 | SH | DFND | 1 | 5,400 | 0 | 0 | |
| Steelcase Inc. CL A | CL A | 858155203 | 260 | 26,375 | SH | DFND | 1 | 26,375 | 0 | 0 | |
| Sterling Bancorp | COM | 85917A100 | 8,775 | 839,676 | SH | DFND | 1 | 521,194 | 0 | 318,482 | |
| Steven Madden Ltd. | COM | 556269108 | 10,877 | 468,245 | SH | DFND | 1 | 288,316 | 0 | 179,929 | |
| Stifel Financial Corp. | CL A | 860630102 | 12,259 | 296,981 | SH | DFND | 1 | 184,570 | 0 | 112,411 | |
| Stoneridge Inc. | COM | 86183P102 | 6,470 | 386,254 | SH | DFND | 1 | 241,224 | 0 | 145,030 | |
| Summit Hotel Properties Inc. ( | COM | 866082100 | 6,831 | 1,618,719 | SH | DFND | 1 | 1,029,497 | 0 | 589,222 | |
| Suncoke Energy Inc. | COM | 86722A103 | 343 | 89,085 | SH | DFND | 1 | 89,085 | 0 | 0 | |
| Sunstone Hotel Investors Inc. | COM | 867892101 | 336 | 38,615 | SH | DFND | 1 | 38,615 | 0 | 0 | |
| Supernus Pharmaceuticals In | COM | 868459108 | 388 | 21,580 | SH | DFND | 1 | 21,580 | 0 | 0 | |
| Sykes Enterprises Inc. | COM | 871237103 | 346 | 12,763 | SH | DFND | 1 | 12,763 | 0 | 0 | |
| Synaptics Inc. | COM | 87157D109 | 352 | 6,080 | SH | DFND | 1 | 6,080 | 0 | 0 | |
| Synchronoss Technologies Inc. | COM | 87157B103 | 148 | 48,445 | SH | DFND | 1 | 48,445 | 0 | 0 | |
| Syneos Health Inc. class A | CL A | 87166B102 | 237 | 6,015 | SH | DFND | 1 | 6,015 | 0 | 0 | |
| Synovus Financial Corporation | COM NEW | 87161C501 | 260 | 14,800 | SH | DFND | 1 | 14,800 | 0 | 0 | |
| Tapestry Inc. | COM | 876030107 | 386 | 29,800 | SH | DFND | 1 | 24,950 | 0 | 4,850 | |
| Taro Pharmaceutical Industries | SHS | M8737E108 | 354 | 5,785 | SH | DFND | 1 | 5,785 | 0 | 0 | |
| Teekay Shipping Corp. | COM | Y8564W103 | 279 | 88,280 | SH | DFND | 1 | 88,280 | 0 | 0 | |
| Tenet Healthcare Corp. | COM NEW | 88033G407 | 234 | 16,225 | SH | DFND | 1 | 16,225 | 0 | 0 | |
| Tetra Tech Inc. | COM | 88162G103 | 12,397 | 175,549 | SH | DFND | 1 | 108,411 | 0 | 67,138 | |
| The Bank of N.T. Butterfield & | SHS NEW | G0772R208 | 234 | 13,755 | SH | DFND | 1 | 13,755 | 0 | 0 | |
| The Bank of Princeton | COM | 064520109 | 6,620 | 284,734 | SH | DFND | 1 | 176,777 | 0 | 107,957 | |
| The Meet Group Inc. | COM | 58513U101 | 456 | 77,665 | SH | DFND | 1 | 77,665 | 0 | 0 | |
| The Michaels Companies Inc. | COM | 59408Q106 | 119 | 73,225 | SH | DFND | 1 | 73,225 | 0 | 0 | |
| The Mosaic Company | COM | 61945C103 | 1 | 125 | SH | DFND | 1 | 125 | 0 | 0 | |
| Tillys Inc. | CL A | 886885102 | 170 | 41,135 | SH | DFND | 1 | 41,135 | 0 | 0 | |
| Tivity Health Inc. | COM | 88870R102 | 226 | 35,945 | SH | DFND | 1 | 35,945 | 0 | 0 | |
| TiVo Corp. | COM | 88870P106 | 414 | 58,535 | SH | DFND | 1 | 58,535 | 0 | 0 | |
| Tower Semiconductor Ltd. | SHS NEW | M87915274 | 11,010 | 691,440 | SH | DFND | 1 | 418,694 | 0 | 272,746 | |
| Toyota Motor Corp. ADR | COM | 892331307 | 900 | 7,500 | SH | DFND | 1 | 7,500 | 0 | 0 | |
| Trane Technologies plc | SHS | G8994E103 | 413 | 5,000 | SH | DFND | 1 | 5,000 | 0 | 0 | |
| TreeHouse Foods Inc. | COM | 89469A104 | 464 | 10,505 | SH | DFND | 1 | 10,505 | 0 | 0 | |
| TriCo Bancshares | COM | 896095106 | 196 | 6,565 | SH | DFND | 1 | 6,565 | 0 | 0 | |
| Trinseo SA | SHS | L9340P101 | 7,098 | 391,931 | SH | DFND | 1 | 247,665 | 0 | 144,266 | |
| TripAdvisor Inc. | COM | 896945201 | 293 | 16,825 | SH | DFND | 1 | 16,825 | 0 | 0 | |
| Triple-S Management Corporatio | CL B | 896749108 | 281 | 19,920 | SH | DFND | 1 | 19,920 | 0 | 0 | |
| Triton International Limited C | CL A | G9078F107 | 329 | 12,705 | SH | DFND | 1 | 12,705 | 0 | 0 | |
| TrueBlue Inc. | COM | 89785X101 | 373 | 29,260 | SH | DFND | 1 | 29,260 | 0 | 0 | |
| Truist Financial Corp. | COM | 89832Q109 | 236 | 7,659 | SH | DFND | 1 | 7,659 | 0 | 0 | |
| Trustco Bank Corp NY | COM | 898349105 | 7,087 | 1,309,948 | SH | DFND | 1 | 804,083 | 0 | 505,865 | |
| Tsakos Energy Navigation Ltd. | SHS | G9108L108 | 229 | 70,280 | SH | DFND | 1 | 70,280 | 0 | 0 | |
| TTM Technologies Inc. | COM | 87305R109 | 329 | 31,860 | SH | DFND | 1 | 31,860 | 0 | 0 | |
| Turtle Beach Corp. | COM NEW | 900450206 | 4,690 | 751,546 | SH | DFND | 1 | 465,907 | 0 | 285,639 | |
| Tutor Perini Corp. | COM | 901109108 | 198 | 29,530 | SH | DFND | 1 | 29,530 | 0 | 0 | |
| U.S. Concrete Inc. | COM NEW | 90333L201 | 6,042 | 333,069 | SH | DFND | 1 | 206,583 | 0 | 126,486 | |
| U.S. Physical Therapy Inc. | COM | 90337L108 | 290 | 4,205 | SH | DFND | 1 | 4,205 | 0 | 0 | |
| Ultra Clean Holdings Inc. | COM | 90385V107 | 278 | 20,140 | SH | DFND | 1 | 20,140 | 0 | 0 | |
| Umpqua Holdings Corp. | COM | 904214103 | 11,586 | 1,062,946 | SH | DFND | 1 | 649,790 | 0 | 413,156 | |
| United Community Banks Inc. | COM | 90984P303 | 11,763 | 642,453 | SH | DFND | 1 | 396,820 | 0 | 245,633 | |
| United Fire Group Inc. | COM | 910340108 | 10,757 | 329,874 | SH | DFND | 1 | 202,559 | 0 | 127,315 | |
| United Technologies Corp.. | COM | 913017109 | 566 | 6,000 | SH | DFND | 1 | 6,000 | 0 | 0 | |
| Universal Display Corp. | COM | 91347P105 | 10,369 | 78,685 | SH | DFND | 1 | 48,913 | 0 | 29,772 | |
| Universal Electronics Inc. | COM | 913483103 | 362 | 9,435 | SH | DFND | 1 | 9,435 | 0 | 0 | |
| Universal Insurance Holdings I | COM | 91359V107 | 366 | 20,430 | SH | DFND | 1 | 20,430 | 0 | 0 | |
| Urban Outfitters Inc. | COM | 917047102 | 9,726 | 683,040 | SH | DFND | 1 | 422,506 | 0 | 260,534 | |
| USANA Health Science Inc. | COM | 90328M107 | 368 | 6,375 | SH | DFND | 1 | 6,375 | 0 | 0 | |
| Vanda Pharmaceuticals Inc | COM | 921659108 | 402 | 38,760 | SH | DFND | 1 | 38,760 | 0 | 0 | |
| Veritiv Corp. | COM | 923454102 | 114 | 14,505 | SH | DFND | 1 | 14,505 | 0 | 0 | |
| Village Super Mkt Inc | CL A NEW | 927107409 | 9,061 | 368,630 | SH | DFND | 1 | 235,232 | 0 | 133,398 | |
| Virtus Invt Partners Inc | COM | 92828Q109 | 318 | 4,175 | SH | DFND | 1 | 4,175 | 0 | 0 | |
| Visa Inc. CL A | COM | 92826C839 | 1,337 | 8,300 | SH | DFND | 1 | 8,300 | 0 | 0 | |
| Vishay Intertechnology Inc. | COM | 928298108 | 13,273 | 921,100 | SH | DFND | 1 | 576,934 | 0 | 344,166 | |
| Vista Outdoor Inc. | COM | 928377100 | 517 | 58,770 | SH | DFND | 1 | 58,770 | 0 | 0 | |
| Visteon Corp. | COM NEW | 92839U206 | 11,201 | 233,456 | SH | DFND | 1 | 144,304 | 0 | 89,152 | |
| Wabash National Corp. | COM | 929566107 | 283 | 39,210 | SH | DFND | 1 | 39,210 | 0 | 0 | |
| Waddell & Reed Financial Inc. | CL A | 930059100 | 344 | 30,235 | SH | DFND | 1 | 30,235 | 0 | 0 | |
| Washington Federal Inc. | COM | 938824109 | 23,114 | 890,387 | SH | DFND | 1 | 554,594 | 0 | 335,793 | |
| Washington Trust Bancorp Inc. | COM | 940610108 | 6,227 | 170,329 | SH | DFND | 1 | 103,955 | 0 | 66,374 | |
| Watts Water Technologies Inc. | COM | 942749102 | 5,401 | 63,801 | SH | DFND | 1 | 39,818 | 0 | 23,983 | |
| Webster Financial Corp. | COM | 947890109 | 3,651 | 159,440 | SH | DFND | 1 | 96,126 | 0 | 63,314 | |
| WESCO International Inc. | COM | 95082P105 | 246 | 10,750 | SH | DFND | 1 | 10,750 | 0 | 0 | |
| Western Alliance Bancorp. | COM | 957638109 | 8,346 | 272,657 | SH | DFND | 1 | 165,662 | 0 | 106,995 | |
| Western Asset Mtg Cap Corp (RE | COM | 95790D105 | 90 | 39,425 | SH | DFND | 1 | 39,425 | 0 | 0 | |
| Whitestone REIT | COM | 966084204 | 159 | 25,650 | SH | DFND | 1 | 25,650 | 0 | 0 | |
| Williams-Sonoma Inc. | COM | 969904101 | 10,302 | 242,288 | SH | DFND | 1 | 150,824 | 0 | 91,464 | |
| World Fuel Services Corp. | COM | 981475106 | 258 | 10,235 | SH | DFND | 1 | 10,235 | 0 | 0 | |
| WSFS Financial Corp. | COM | 929328102 | 295 | 11,850 | SH | DFND | 1 | 11,850 | 0 | 0 | |
| Wyndham Destinations Inc. | COM | 98310W108 | 156 | 7,200 | SH | DFND | 1 | 7,200 | 0 | 0 | |
| Wyndham Hotels & Resorts Inc. | COM | 98311A105 | 227 | 7,200 | SH | DFND | 1 | 7,200 | 0 | 0 | |
| Xilinx Inc. | COM | 983919101 | 335 | 4,300 | SH | DFND | 1 | 4,300 | 0 | 0 | |
| Xperi Corp. | COM | 98421B100 | 363 | 26,071 | SH | DFND | 1 | 26,071 | 0 | 0 | |
| Yelp Inc. | CL A | 985817105 | 265 | 14,690 | SH | DFND | 1 | 14,690 | 0 | 0 | |
| Zagg Inc. | COM | 98884U108 | 1,133 | 364,200 | SH | DFND | 1 | 214,300 | 0 | 149,900 | |
| Zions Bancorp N.A. | COM | 989701107 | 222 | 8,290 | SH | DFND | 1 | 6,890 | 0 | 1,400 | |
| Zumiez Inc. | COM | 989817101 | 190 | 10,950 | SH | DFND | 1 | 10,950 | 0 | 0 | |