The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
3M CO COM 88579Y101 95,517 546,468 SH   DFND   546,468 0 0
ABBVIE INC COM 00287Y109 19,535 182,312 SH   DFND   182,312 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 154 39,046 SH   DFND   39,046 0 0
ACCO BRANDS CORP COM 00081T108 2,832 335,181 SH   DFND   335,181 0 0
ACUITY BRANDS INC COM 00508Y102 1,315 10,860 SH   DFND   10,860 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 12,444 79,005 SH   DFND   79,005 0 0
ADVANSIX INC COM 00773T101 445 22,260 SH   DFND   22,260 0 0
AERCAP HOLDINGS NV SHS N00985106 23,750 521,070 SH   DFND   521,070 0 0
AES CORP COM 00130H105 15,052 640,490 SH   DFND   640,490 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 15,075 148,232 SH   DFND   148,232 0 0
AFLAC INC COM 001055102 33,618 755,976 SH   DFND   755,976 0 0
AGCO CORP COM 001084102 6,480 62,859 SH   DFND   62,859 0 0
AGILE THERAPEUTICS INC COM 00847L100 595 207,292 SH   DFND   207,292 0 0
AIR LEASE CORP CL A 00912X302 13,990 314,959 SH   DFND   314,959 0 0
ALASKA AIR GROUP INC COM 011659109 1,914 36,799 SH   DFND   36,799 0 0
ALBEMARLE CORP COM 012653101 13,026 88,303 SH   DFND   88,303 0 0
ALCOA CORP COM 013872106 24,116 1,046,255 SH   DFND   1,046,255 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 59,619 381,585 SH   DFND   381,585 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 203 5,937 SH   DFND   5,937 0 0
ALLEGIANT TRAVEL CO COM 01748X102 2,966 15,672 SH   DFND   15,672 0 0
ALLEGION PLC ORD SHS G0176J109 6,049 51,976 SH   DFND   51,976 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,436 59,862 SH   DFND   59,862 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 17,809 412,918 SH   DFND   412,918 0 0
ALLSTATE CORP COM 020002101 47,733 434,216 SH   DFND   434,216 0 0
ALLY FINL INC COM 02005N100 19,542 548,007 SH   DFND   548,007 0 0
AMCOR PLC ORD G0250X107 17,408 1,479,021 SH   DFND   1,479,021 0 0
AMERCO COM 023586100 8,444 18,601 SH   DFND   18,601 0 0
AMERICAN ELEC PWR CO INC COM 025537101 2,366 28,412 SH   DFND   28,412 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 6,755 244,210 SH   DFND   244,210 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 7,225 82,464 SH   DFND   82,464 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 8,291 88,342 SH   DFND   88,342 0 0
AMERICAS CAR-MART INC COM 03062T105 488 4,441 SH   DFND   4,441 0 0
AMERIPRISE FINL INC COM 03076C106 34,432 177,181 SH   DFND   177,181 0 0
AMERIS BANCORP COM 03076K108 1,081 28,397 SH   DFND   28,397 0 0
AMERISOURCEBERGEN CORP COM 03073E105 17,057 174,479 SH   DFND   174,479 0 0
AMGEN INC COM 031162100 121,017 526,345 SH   DFND   526,345 0 0
AMKOR TECHNOLOGY INC COM 031652100 15,474 1,026,112 SH   DFND   1,026,112 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 846 185,188 SH   DFND   185,188 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 3,709 581,397 SH   DFND   581,397 0 0
ANDERSONS INC COM 034164103 4,078 166,365 SH   DFND   166,365 0 0
ANI PHARMACEUTICALS INC COM 00182C103 431 14,840 SH   DFND   14,840 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 47,849 5,662,592 SH   DFND   5,662,592 0 0
ANTARES PHARMA INC COM 036642106 1,214 304,217 SH   DFND   304,217 0 0
ANTERO MIDSTREAM CORP COM 03676B102 18,527 2,402,949 SH   DFND   2,402,949 0 0
ANTHEM INC COM 036752103 67,816 211,206 SH   DFND   211,206 0 0
APOGEE ENTERPRISES INC COM 037598109 3,743 118,162 SH   DFND   118,162 0 0
APPLIED MATLS INC COM 038222105 74,804 866,791 SH   DFND   866,791 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 736 137,616 SH   DFND   137,616 0 0
ARCBEST CORP COM 03937C105 3,949 92,546 SH   DFND   92,546 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 26,919 534,002 SH   DFND   534,002 0 0
ARISTA NETWORKS INC COM 040413106 79,637 274,072 SH   DFND   274,072 0 0
ARMSTRONG FLOORING INC COM 04238R106 65 17,146 SH   DFND   17,146 0 0
ARROW ELECTRS INC COM 042735100 13,470 138,440 SH   DFND   138,440 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 9,556 65,570 SH   DFND   65,570 0 0
ASSOCIATED BANC CORP COM 045487105 5,383 315,690 SH   DFND   315,690 0 0
ASSURANT INC COM 04621X108 7,661 56,237 SH   DFND   56,237 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 13,336 266,764 SH   DFND   266,764 0 0
AT&T INC COM 00206R102 37,293 1,296,684 SH   DFND   1,296,684 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 5,343 335,637 SH   DFND   335,637 0 0
ATLANTIC UN BANKSHARES CORP COM 04911A107 1,060 32,165 SH   DFND   32,165 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 6,062 111,142 SH   DFND   111,142 0 0
AUTONATION INC COM 05329W102 20,517 293,988 SH   DFND   293,988 0 0
AUTOZONE INC COM 053332102 25,540 21,545 SH   DFND   21,545 0 0
AVERY DENNISON CORP COM 053611109 10,082 64,999 SH   DFND   64,999 0 0
AVNET INC COM 053807103 12,019 342,326 SH   DFND   342,326 0 0
AXIS CAP HLDGS LTD SHS G0692U109 10,964 217,592 SH   DFND   217,592 0 0
AXOS FINANCIAL INC COM 05465C100 6,860 182,777 SH   DFND   182,777 0 0
BANC OF CALIFORNIA INC COM 05990K106 1,717 116,736 SH   DFND   116,736 0 0
BANCO DE CHILE SPONSORED ADS 059520106 613 30,100 SH   DFND   30,100 0 0
BANCO SANTANDER S.A. ADR 05964H105 30,354 9,952,214 SH   DFND   9,952,214 0 0
BANCORP INC DEL COM 05969A105 382 27,962 SH   DFND   27,962 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 5,419 197,479 SH   DFND   197,479 0 0
BANK NEW YORK MELLON CORP COM 064058100 35,895 845,778 SH   DFND   845,778 0 0
BANK OZK COM 06417N103 10,358 331,241 SH   DFND   331,241 0 0
BANKUNITED INC COM 06652K103 3,001 86,293 SH   DFND   86,293 0 0
BANNER CORP COM NEW 06652V208 3,603 77,335 SH   DFND   77,335 0 0
BAUDAX BIO INC COM 07160F107 223 220,893 SH   DFND   220,893 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 373 24,627 SH   DFND   24,627 0 0
BENCHMARK ELECTRS INC COM 08160H101 2,348 86,936 SH   DFND   86,936 0 0
BERKLEY W R CORP COM 084423102 11,167 168,129 SH   DFND   168,129 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 53,735 231,747 SH   DFND   231,747 0 0
BERRY GLOBAL GROUP INC COM 08579W103 6,090 108,384 SH   DFND   108,384 0 0
BEST BUY INC COM 086516101 24,761 248,135 SH   DFND   248,135 0 0
BIG LOTS INC COM 089302103 8,498 197,944 SH   DFND   197,944 0 0
BIO RAD LABS INC CL A 090572207 11,544 19,803 SH   DFND   19,803 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 760 180,947 SH   DFND   180,947 0 0
BIOGEN INC COM 09062X103 26,865 109,717 SH   DFND   109,717 0 0
BK OF AMERICA CORP COM 060505104 342,290 11,292,968 SH   DFND   11,292,968 0 0
BLACKROCK INC COM 09247X101 110,301 152,869 SH   DFND   152,869 0 0
BOISE CASCADE CO DEL COM 09739D100 4,466 93,425 SH   DFND   93,425 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 319 16,524 SH   DFND   16,524 0 0
BOSTON PROPERTIES INC COM 101121101 33,559 355,013 SH   DFND   355,013 0 0
BP PLC SPONSORED ADR 055622104 36,832 1,794,943 SH   DFND   1,794,943 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 167 13,362 SH   DFND   13,362 0 0
BRIGHTHOUSE FINL INC COM 10922N103 7,898 218,157 SH   DFND   218,157 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 4,728 245,245 SH   DFND   245,245 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 24,486 394,751 SH   DFND   394,751 0 0
BROADCOM INC COM 11135F101 145,584 332,497 SH   DFND   332,497 0 0
BRUNSWICK CORP COM 117043109 6,747 88,503 SH   DFND   88,503 0 0
BRYN MAWR BK CORP COM 117665109 215 7,030 SH   DFND   7,030 0 0
BUCKLE INC COM 118440106 4,398 150,633 SH   DFND   150,633 0 0
BUNGE LIMITED COM G16962105 8,754 133,485 SH   DFND   133,485 0 0
BWX TECHNOLOGIES INC COM 05605H100 3,248 53,885 SH   DFND   53,885 0 0
BYLINE BANCORP INC COM 124411109 225 14,533 SH   DFND   14,533 0 0
CABOT OIL & GAS CORP COM 127097103 4,614 283,413 SH   DFND   283,413 0 0
CACTUS INC CL A 127203107 858 32,910 SH   DFND   32,910 0 0
CADENCE BANCORPORATION CL A 12739A100 845 51,484 SH   DFND   51,484 0 0
CAI INTERNATIONAL INC COM 12477X106 436 13,948 SH   DFND   13,948 0 0
CAMDEN NATL CORP COM 133034108 224 6,262 SH   DFND   6,262 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 2,655 101,932 SH   DFND   101,932 0 0
CANADIAN NAT RES LTD COM 136385101 44,165 1,837,910 SH   DFND   1,837,910 0 0
CAPITAL ONE FINL CORP COM 14040H105 48,579 491,444 SH   DFND   491,444 0 0
CARDINAL HEALTH INC COM 14149Y108 13,180 246,086 SH   DFND   246,086 0 0
CARLISLE COS INC COM 142339100 8,516 54,530 SH   DFND   54,530 0 0
CARMAX INC COM 143130102 8,754 92,672 SH   DFND   92,672 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 1,193 357,325 SH   DFND   357,325 0 0
CATERPILLAR INC COM 149123101 11,626 63,873 SH   DFND   63,873 0 0
CATHAY GEN BANCORP COM 149150104 5,741 178,343 SH   DFND   178,343 0 0
CBRE GROUP INC CL A 12504L109 20,093 320,357 SH   DFND   320,357 0 0
CDK GLOBAL INC COM 12508E101 5,144 99,252 SH   DFND   99,252 0 0
CDW CORP COM 12514G108 17,774 134,863 SH   DFND   134,863 0 0
CELANESE CORP DEL COM 150870103 25,780 198,401 SH   DFND   198,401 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 5,539 291,354 SH   DFND   291,354 0 0
CENTURY ALUM CO COM 156431108 345 31,321 SH   DFND   31,321 0 0
CENTURY CMNTYS INC COM 156504300 6,295 143,792 SH   DFND   143,792 0 0
CF INDS HLDGS INC COM 125269100 5,903 152,480 SH   DFND   152,480 0 0
CHART INDS INC COM PAR $0.01 16115Q308 35,101 297,997 SH   DFND   297,997 0 0
CHEFS WHSE INC COM 163086101 9,592 373,378 SH   DFND   373,378 0 0
CHEMOURS CO COM 163851108 17,514 706,494 SH   DFND   706,494 0 0
CHENIERE ENERGY INC COM NEW 16411R208 14,324 238,622 SH   DFND   238,622 0 0
CHEVRON CORP NEW COM 166764100 32,030 379,282 SH   DFND   379,282 0 0
CHIASMA INC COM 16706W102 629 144,488 SH   DFND   144,488 0 0
CHUBB LIMITED COM H1467J104 65,838 427,739 SH   DFND   427,739 0 0
CIENA CORP COM NEW 171779309 7,706 145,800 SH   DFND   145,800 0 0
CIGNA CORP NEW COM 125523100 61,695 296,352 SH   DFND   296,352 0 0
CIMPRESS PLC SHS EURO G2143T103 2,363 26,937 SH   DFND   26,937 0 0
CISCO SYS INC COM 17275R102 154,840 3,460,115 SH   DFND   3,460,115 0 0
CITIGROUP INC COM NEW 172967424 181,717 2,947,081 SH   DFND   2,947,081 0 0
CITIZENS FINL GROUP INC COM 174610105 72,623 2,030,854 SH   DFND   2,030,854 0 0
CITRIX SYS INC COM 177376100 3,042 23,385 SH   DFND   23,385 0 0
CLEAN ENERGY FUELS CORP COM 184499101 822 104,600 SH   DFND   104,600 0 0
CLEARWATER PAPER CORP COM 18538R103 422 11,176 SH   DFND   11,176 0 0
CNO FINL GROUP INC COM 12621E103 8,113 364,977 SH   DFND   364,977 0 0
CNX RES CORP COM 12653C108 12,225 1,131,944 SH   DFND   1,131,944 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 63,390 773,520 SH   DFND   773,520 0 0
COHERENT INC COM 192479103 2,124 14,156 SH   DFND   14,156 0 0
COHERUS BIOSCIENCES INC COM 19249H103 6,263 360,344 SH   DFND   360,344 0 0
COHU INC COM 192576106 5,531 144,863 SH   DFND   144,863 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 1,696 84,650 SH   DFND   84,650 0 0
COLUMBIA BKG SYS INC COM 197236102 6,013 167,501 SH   DFND   167,501 0 0
COMCAST CORP NEW CL A 20030N101 203,549 3,884,514 SH   DFND   3,884,514 0 0
COMERICA INC COM 200340107 51,035 913,626 SH   DFND   913,626 0 0
COMMERCE BANCSHARES INC COM 200525103 6,453 98,225 SH   DFND   98,225 0 0
COMMERCIAL METALS CO COM 201723103 12,385 602,994 SH   DFND   602,994 0 0
COMPUTER TASK GROUP INC COM 205477102 62 10,063 SH   DFND   10,063 0 0
CONAGRA BRANDS INC COM 205887102 16,721 461,136 SH   DFND   461,136 0 0
CONDUENT INC COM 206787103 2,394 498,826 SH   DFND   498,826 0 0
CONNECTONE BANCORP INC COM 20786W107 6,670 337,037 SH   DFND   337,037 0 0
CONNS INC COM 208242107 269 23,050 SH   DFND   23,050 0 0
CONOCOPHILLIPS COM 20825C104 10,575 264,435 SH   DFND   264,435 0 0
CONTINENTAL RES INC COM 212015101 4,310 264,390 SH   DFND   264,390 0 0
CONTURA ENERGY INC COM 21241B100 165 14,510 SH   DFND   14,510 0 0
COOPER TIRE & RUBR CO COM 216831107 5,947 146,851 SH   DFND   146,851 0 0
CORE LABORATORIES N V COM N22717107 3,484 131,404 SH   DFND   131,404 0 0
CORNERSTONE BLDG BRANDS INC COM 21925D109 6,808 733,654 SH   DFND   733,654 0 0
CORNING INC COM 219350105 21,438 595,499 SH   DFND   595,499 0 0
CORTEVA INC COM 22052L104 56,015 1,446,664 SH   DFND   1,446,664 0 0
COWEN INC CL A NEW 223622606 362 13,933 SH   DFND   13,933 0 0
CREDIT ACCEP CORP MICH COM 225310101 1,772 5,118 SH   DFND   5,118 0 0
CROWN HLDGS INC COM 228368106 47,705 476,101 SH   DFND   476,101 0 0
CSX CORP COM 126408103 58,878 648,795 SH   DFND   648,795 0 0
CULLEN FROST BANKERS INC COM 229899109 4,351 49,878 SH   DFND   49,878 0 0
CUMMINS INC COM 231021106 58,795 258,893 SH   DFND   258,893 0 0
CVS HEALTH CORP COM 126650100 57,576 842,992 SH   DFND   842,992 0 0
D R HORTON INC COM 23331A109 58,311 846,070 SH   DFND   846,070 0 0
DANA INC COM 235825205 8,990 460,560 SH   DFND   460,560 0 0
DARLING INGREDIENTS INC COM 237266101 11,382 197,331 SH   DFND   197,331 0 0
DAVITA INC COM 23918K108 26,723 227,627 SH   DFND   227,627 0 0
DECKERS OUTDOOR CORP COM 243537107 2,504 8,730 SH   DFND   8,730 0 0
DICKS SPORTING GOODS INC COM 253393102 4,202 74,751 SH   DFND   74,751 0 0
DIGI INTL INC COM 253798102 350 18,511 SH   DFND   18,511 0 0
DISCOVER FINL SVCS COM 254709108 29,781 328,966 SH   DFND   328,966 0 0
DISCOVERY INC COM SER A 25470F104 4,600 152,863 SH   DFND   152,863 0 0
DISCOVERY INC COM SER C 25470F302 1 52 SH   DFND   52 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 31,874 33,350,000 PRN   DFND   33,350,000 0 0
DISNEY WALT CO COM 254687106 6,816 37,621 SH   DFND   37,621 0 0
DOLLAR GEN CORP NEW COM 256677105 48,950 232,764 SH   DFND   232,764 0 0
DOLLAR TREE INC COM 256746108 24,147 223,505 SH   DFND   223,505 0 0
DOMTAR CORP COM NEW 257559203 6,499 205,762 SH   DFND   205,762 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 278 16,375 SH   DFND   16,375 0 0
DOVER CORP COM 260003108 17,163 135,942 SH   DFND   135,942 0 0
DRIL QUIP INC COM 262037104 740 24,976 SH   DFND   24,976 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,604 28,438 SH   DFND   28,438 0 0
DUPONT DE NEMOURS INC COM 26614N102 53,691 755,045 SH   DFND   755,045 0 0
EAST WEST BANCORP INC COM 27579R104 12,289 242,336 SH   DFND   242,336 0 0
EASTMAN CHEM CO COM 277432100 47,436 473,034 SH   DFND   473,034 0 0
EBAY INC. COM 278642103 61,339 1,220,668 SH   DFND   1,220,668 0 0
EBIX INC COM NEW 278715206 1,474 38,813 SH   DFND   38,813 0 0
EDGEWELL PERS CARE CO COM 28035Q102 9,476 274,037 SH   DFND   274,037 0 0
EMERSON ELEC CO COM 291011104 39,494 491,408 SH   DFND   491,408 0 0
ENCORE CAP GROUP INC COM 292554102 3,736 95,926 SH   DFND   95,926 0 0
ENSTAR GROUP LIMITED SHS G3075P101 11,688 57,047 SH   DFND   57,047 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 1,835 52,517 SH   DFND   52,517 0 0
EOG RES INC COM 26875P101 27,743 556,307 SH   DFND   556,307 0 0
EQT CORP COM 26884L109 15,324 1,205,628 SH   DFND   1,205,628 0 0
EQUITABLE HLDGS INC COM 29452E101 10,962 428,382 SH   DFND   428,382 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 13,075 1,626,205 SH   DFND   1,626,205 0 0
ESSENT GROUP LTD COM G3198U102 31,994 740,600 SH   DFND   740,600 0 0
EVERCORE INC CLASS A 29977A105 13,623 124,255 SH   DFND   124,255 0 0
EVEREST RE GROUP LTD COM G3223R108 7,390 31,569 SH   DFND   31,569 0 0
EVOLUS INC COM 30052C107 400 119,196 SH   DFND   119,196 0 0
EXELON CORP COM 30161N101 42,095 997,047 SH   DFND   997,047 0 0
EXXON MOBIL CORP COM 30231G102 75,029 1,820,213 SH   DFND   1,820,213 0 0
EZCORP INC CL A NON VTG 302301106 121 25,242 SH   DFND   25,242 0 0
FACEBOOK INC CL A 30303M102 29,218 106,962 SH   DFND   106,962 0 0
FBL FINL GROUP INC CL A 30239F106 1,686 32,099 SH   DFND   32,099 0 0
FEDERATED HERMES INC CL B 314211103 1,174 40,622 SH   DFND   40,622 0 0
FEDEX CORP COM 31428X106 12,530 48,262 SH   DFND   48,262 0 0
FIFTH THIRD BANCORP COM 316773100 18,797 681,801 SH   DFND   681,801 0 0
FIRST AMERN FINL CORP COM 31847R102 4,496 87,086 SH   DFND   87,086 0 0
FIRST BANCORP N C COM 318910106 396 11,704 SH   DFND   11,704 0 0
FIRST BANCORP P R COM NEW 318672706 13,699 1,485,802 SH   DFND   1,485,802 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 1,508 81,916 SH   DFND   81,916 0 0
FIRST BUSEY CORP COM NEW 319383204 1,548 71,821 SH   DFND   71,821 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 6,664 11,605 SH   DFND   11,605 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 1,407 123,446 SH   DFND   123,446 0 0
FIRST FINL CORP IND COM 320218100 248 6,371 SH   DFND   6,371 0 0
FIRST HAWAIIAN INC COM 32051X108 1,261 53,468 SH   DFND   53,468 0 0
FIRST INTERNET BANCORP COM 320557101 6,163 214,450 SH   DFND   214,450 0 0
FIRST MERCHANTS CORP COM 320817109 828 22,135 SH   DFND   22,135 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 1,690 106,156 SH   DFND   106,156 0 0
FIRST NORTHWEST BANCORP COM 335834107 2,942 188,618 SH   DFND   188,618 0 0
FIRSTENERGY CORP COM 337932107 37,630 1,229,334 SH   DFND   1,229,334 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 8,633 211,805 SH   DFND   211,805 0 0
FLEXION THERAPEUTICS INC COM 33938J106 875 75,812 SH   DFND   75,812 0 0
FMC CORP COM NEW 302491303 14,064 122,368 SH   DFND   122,368 0 0
FONAR CORP COM NEW 344437405 1,917 110,440 SH   DFND   110,440 0 0
FOOT LOCKER INC COM 344849104 610 15,083 SH   DFND   15,083 0 0
FORD MTR CO DEL COM 345370860 32,788 3,730,127 SH   DFND   3,730,127 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 9,997 116,626 SH   DFND   116,626 0 0
FOSSIL GROUP INC COM 34988V106 300 34,610 SH   DFND   34,610 0 0
FOX CORP CL A COM 35137L105 9,730 334,129 SH   DFND   334,129 0 0
FOX CORP CL B COM 35137L204 1 39 SH   DFND   39 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 2,869 656,527 SH   DFND   656,527 0 0
FRANKS INTL N V COM N33462107 3,474 1,267,781 SH   DFND   1,267,781 0 0
FREEPORT-MCMORAN INC CL B 35671D857 14,681 564,230 SH   DFND   564,230 0 0
FRIEDMAN INDS INC COM 358435105 321 46,753 SH   DFND   46,753 0 0
FUTUREFUEL CORP COM 36116M106 440 34,676 SH   DFND   34,676 0 0
G III APPAREL GROUP LTD COM 36237H101 1,441 60,704 SH   DFND   60,704 0 0
GATX CORP COM 361448103 3,885 46,702 SH   DFND   46,702 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 244 33,100 SH   DFND   33,100 0 0
GENERAL DYNAMICS CORP COM 369550108 35,994 241,862 SH   DFND   241,862 0 0
GENERAL MTRS CO COM 37045V100 154,093 3,700,596 SH   DFND   3,700,596 0 0
GENPACT LIMITED SHS G3922B107 7,383 178,514 SH   DFND   178,514 0 0
GENTEX CORP COM 371901109 6,810 200,710 SH   DFND   200,710 0 0
GENUINE PARTS CO COM 372460105 13,660 136,019 SH   DFND   136,019 0 0
GEOPARK LTD USD SHS G38327105 6,145 518,704 SH   DFND   518,704 0 0
GLATFELTER CORPORATION COM 377320106 360 21,956 SH   DFND   21,956 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 27,509 747,521 SH   DFND   747,521 0 0
GLOBE LIFE INC COM 37959E102 18,802 197,997 SH   DFND   197,997 0 0
GLOBUS MED INC CL A 379577208 2,340 35,879 SH   DFND   35,879 0 0
GMS INC COM 36251C103 4,717 154,749 SH   DFND   154,749 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 110,179 417,805 SH   DFND   417,805 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 6,063 555,758 SH   DFND   555,758 0 0
GRAINGER W W INC COM 384802104 18,392 45,040 SH   DFND   45,040 0 0
GRAY TELEVISION INC COM 389375106 2,000 111,780 SH   DFND   111,780 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 4,312 327,405 SH   DFND   327,405 0 0
GREAT SOUTHN BANCORP INC COM 390905107 611 12,486 SH   DFND   12,486 0 0
GREEN BRICK PARTNERS INC COM 392709101 2,103 91,574 SH   DFND   91,574 0 0
GREEN PLAINS INC COM 393222104 372 28,280 SH   DFND   28,280 0 0
GREENBRIER COS INC COM 393657101 5,996 164,826 SH   DFND   164,826 0 0
GREIF INC CL A 397624107 6,247 133,251 SH   DFND   133,251 0 0
GRIFFON CORP COM 398433102 2,726 133,762 SH   DFND   133,762 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 10,326 78,737 SH   DFND   78,737 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 1,201 35,301 SH   DFND   35,301 0 0
HANESBRANDS INC COM 410345102 25,454 1,745,850 SH   DFND   1,745,850 0 0
HANOVER INS GROUP INC COM 410867105 560 4,789 SH   DFND   4,789 0 0
HARBORONE BANCORP INC NEW COM NEW 41165Y100 5,907 543,953 SH   DFND   543,953 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 16,695 340,850 SH   DFND   340,850 0 0
HAWAIIAN HOLDINGS INC COM 419879101 3,762 212,552 SH   DFND   212,552 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 3,917 164,296 SH   DFND   164,296 0 0
HCA HEALTHCARE INC COM 40412C101 64,699 393,401 SH   DFND   393,401 0 0
HEARTLAND FINL USA INC COM 42234Q102 2,136 52,907 SH   DFND   52,907 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 265 9,019 SH   DFND   9,019 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 77 18,450 SH   DFND   18,450 0 0
HELMERICH & PAYNE INC COM 423452101 3,128 135,054 SH   DFND   135,054 0 0
HENRY SCHEIN INC COM 806407102 8,185 122,418 SH   DFND   122,418 0 0
HERITAGE FINL CORP WASH COM 42722X106 1,981 84,680 SH   DFND   84,680 0 0
HERITAGE INS HLDGS INC COM 42727J102 2,938 290,040 SH   DFND   290,040 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 14,602 1,232,206 SH   DFND   1,232,206 0 0
HIBBETT SPORTS INC COM 428567101 544 11,776 SH   DFND   11,776 0 0
HILLTOP HOLDINGS INC COM 432748101 7,595 276,076 SH   DFND   276,076 0 0
HOLOGIC INC COM 436440101 15,269 209,657 SH   DFND   209,657 0 0
HOME BANCSHARES INC COM 436893200 9,849 505,618 SH   DFND   505,618 0 0
HOMESTREET INC COM 43785V102 9,000 266,655 SH   DFND   266,655 0 0
HOOKER FURNITURE CORP COM 439038100 261 8,093 SH   DFND   8,093 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 5,317 126,471 SH   DFND   126,471 0 0
HORIZON BANCORP INC COM 440407104 6,576 414,608 SH   DFND   414,608 0 0
HOWMET AEROSPACE INC COM 443201108 10,023 351,199 SH   DFND   351,199 0 0
HP INC COM 40434L105 30,332 1,233,510 SH   DFND   1,233,510 0 0
HUBBELL INC COM 443510607 8,038 51,267 SH   DFND   51,267 0 0
HUMANA INC COM 444859102 44,385 108,186 SH   DFND   108,186 0 0
HUNTINGTON BANCSHARES INC COM 446150104 10,564 836,455 SH   DFND   836,455 0 0
HUNTSMAN CORP COM 447011107 51,444 2,046,318 SH   DFND   2,046,318 0 0
HYATT HOTELS CORP COM CL A 448579102 2,737 36,866 SH   DFND   36,866 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 10,616 178,264 SH   DFND   178,264 0 0
ICHOR HOLDINGS SHS G4740B105 6,063 201,139 SH   DFND   201,139 0 0
INDEPENDENT BK GROUP INC COM 45384B106 8,237 131,750 SH   DFND   131,750 0 0
INGLES MKTS INC CL A 457030104 3,055 71,610 SH   DFND   71,610 0 0
INGREDION INC COM 457187102 52,891 672,315 SH   DFND   672,315 0 0
INMODE LTD SHS M5425M103 5,041 106,170 SH   DFND   106,170 0 0
INSIGHT ENTERPRISES INC COM 45765U103 9,809 128,913 SH   DFND   128,913 0 0
INTEL CORP COM 458140100 38,785 778,499 SH   DFND   778,499 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 6,100 162,930 SH   DFND   162,930 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 93,105 739,635 SH   DFND   739,635 0 0
INTERNATIONAL PAPER CO COM 460146103 18,699 376,078 SH   DFND   376,078 0 0
INTERPUBLIC GROUP COS INC COM 460690100 6,404 272,280 SH   DFND   272,280 0 0
INVESCO LTD SHS G491BT108 5,156 295,840 SH   DFND   295,840 0 0
INVESTORS BANCORP INC NEW COM 46146L101 5,977 566,014 SH   DFND   566,014 0 0
IROBOT CORP COM 462726100 1,387 17,269 SH   DFND   17,269 0 0
ISHARES INC MSCI STH KOR ETF 464286772 645 7,500 SH   DFND   7,500 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 241 2,484 SH   DFND   2,484 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 30,247 221,214 SH   DFND   221,214 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 27,618 209,627 SH   DFND   209,627 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 605 99,300 SH   DFND   99,300 0 0
ITT INC COM 45073V108 6,268 81,380 SH   DFND   81,380 0 0
J & J SNACK FOODS CORP COM 466032109 1,609 10,358 SH   DFND   10,358 0 0
J2 GLOBAL INC COM 48123V102 838 8,579 SH   DFND   8,579 0 0
JABIL INC COM 466313103 6,016 141,446 SH   DFND   141,446 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 35,833 217,101 SH   DFND   217,101 0 0
JEFFERIES FINL GROUP INC COM 47233W109 25,979 1,056,059 SH   DFND   1,056,059 0 0
JELD-WEN HLDG INC COM 47580P103 1,277 50,370 SH   DFND   50,370 0 0
JOHNSON & JOHNSON COM 478160104 333,261 2,117,554 SH   DFND   2,117,554 0 0
JOHNSON CTLS INTL PLC SHS G51502105 46,816 1,004,845 SH   DFND   1,004,845 0 0
JONES LANG LASALLE INC COM 48020Q107 7,228 48,713 SH   DFND   48,713 0 0
JPMORGAN CHASE & CO COM 46625H100 398,845 3,138,779 SH   DFND   3,138,779 0 0
JUNIPER NETWORKS INC COM 48203R104 8,530 378,941 SH   DFND   378,941 0 0
KB HOME COM 48666K109 13,055 389,472 SH   DFND   389,472 0 0
KELLY SVCS INC CL A 488152208 3,746 182,127 SH   DFND   182,127 0 0
KEMPER CORP COM 488401100 7,714 100,399 SH   DFND   100,399 0 0
KEYCORP COM 493267108 15,417 939,477 SH   DFND   939,477 0 0
KIMBALL ELECTRONICS INC COM 49428J109 265 16,572 SH   DFND   16,572 0 0
KKR & CO INC COM 48251W104 22,639 559,118 SH   DFND   559,118 0 0
KLA CORP COM NEW 482480100 22,933 88,576 SH   DFND   88,576 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 6,014 143,801 SH   DFND   143,801 0 0
KNOLL INC COM NEW 498904200 3,845 261,907 SH   DFND   261,907 0 0
KRAFT HEINZ CO COM 500754106 40,118 1,157,477 SH   DFND   1,157,477 0 0
KROGER CO COM 501044101 51,833 1,632,020 SH   DFND   1,632,020 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 16,591 81,509 SH   DFND   81,509 0 0
LAKELAND BANCORP INC COM 511637100 905 71,254 SH   DFND   71,254 0 0
LAM RESEARCH CORP COM 512807108 46,988 99,494 SH   DFND   99,494 0 0
LAWSON PRODS INC COM 520776105 2,644 51,939 SH   DFND   51,939 0 0
LAZARD LTD SHS A G54050102 4,635 109,586 SH   DFND   109,586 0 0
LEAR CORP COM NEW 521865204 7,918 49,790 SH   DFND   49,790 0 0
LEIDOS HOLDINGS INC COM 525327102 8,444 80,324 SH   DFND   80,324 0 0
LENNAR CORP CL A 526057104 33,869 444,305 SH   DFND   444,305 0 0
LGI HOMES INC COM 50187T106 3,336 31,519 SH   DFND   31,519 0 0
LILLY ELI & CO COM 532457108 132,324 783,726 SH   DFND   783,726 0 0
LINCOLN NATL CORP IND COM 534187109 10,450 207,722 SH   DFND   207,722 0 0
LKQ CORP COM 501889208 10,236 290,461 SH   DFND   290,461 0 0
LOEWS CORP COM 540424108 11,202 248,831 SH   DFND   248,831 0 0
LOWES COS INC COM 548661107 111,543 694,931 SH   DFND   694,931 0 0
LPL FINL HLDGS INC COM 50212V100 7,837 75,199 SH   DFND   75,199 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 51,650 563,498 SH   DFND   563,498 0 0
M D C HLDGS INC COM 552676108 10,416 214,312 SH   DFND   214,312 0 0
M/I HOMES INC COM 55305B101 6,373 143,901 SH   DFND   143,901 0 0
MAGNA INTL INC COM 559222401 31,023 438,269 SH   DFND   438,269 0 0
MANITOWOC CO INC COM NEW 563571405 4,348 326,661 SH   DFND   326,661 0 0
MANPOWERGROUP INC COM 56418H100 3,905 43,300 SH   DFND   43,300 0 0
MARINEMAX INC COM 567908108 509 14,535 SH   DFND   14,535 0 0
MARKEL CORP COM 570535104 12,291 11,895 SH   DFND   11,895 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 36,516 768,104 SH   DFND   768,104 0 0
MASCO CORP COM 574599106 13,557 246,806 SH   DFND   246,806 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 3,536 142,331 SH   DFND   142,331 0 0
MAYVILLE ENGINEERING CO INC COM 578605107 213 15,902 SH   DFND   15,902 0 0
MCKESSON CORP COM 58155Q103 31,960 183,764 SH   DFND   183,764 0 0
MEDTRONIC PLC SHS G5960L103 26,668 227,663 SH   DFND   227,663 0 0
MERCK & CO. INC COM 58933Y105 177,260 2,166,988 SH   DFND   2,166,988 0 0
MERCURY GENL CORP NEW COM 589400100 1,455 27,874 SH   DFND   27,874 0 0
MERITAGE HOMES CORP COM 59001A102 11,543 139,372 SH   DFND   139,372 0 0
METHODE ELECTRS INC COM 591520200 6,178 161,377 SH   DFND   161,377 0 0
METLIFE INC COM 59156R108 40,027 852,541 SH   DFND   852,541 0 0
MGIC INVT CORP WIS COM 552848103 2,960 235,818 SH   DFND   235,818 0 0
MGM RESORTS INTERNATIONAL COM 552953101 11,807 374,692 SH   DFND   374,692 0 0
MICHAELS COS INC COM 59408Q106 9,672 743,392 SH   DFND   743,392 0 0
MICRON TECHNOLOGY INC COM 595112103 124,172 1,651,663 SH   DFND   1,651,663 0 0
MILLER INDS INC TENN COM NEW 600551204 268 7,040 SH   DFND   7,040 0 0
MINERALS TECHNOLOGIES INC COM 603158106 5,982 96,290 SH   DFND   96,290 0 0
MODINE MFG CO COM 607828100 509 40,560 SH   DFND   40,560 0 0
MOHAWK INDS INC COM 608190104 16,490 116,995 SH   DFND   116,995 0 0
MOLINA HEALTHCARE INC COM 60855R100 18,406 86,543 SH   DFND   86,543 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 31,839 704,564 SH   DFND   704,564 0 0
MORGAN STANLEY COM NEW 617446448 64,995 948,420 SH   DFND   948,420 0 0
MOSAIC CO NEW COM 61945C103 8,344 362,612 SH   DFND   362,612 0 0
MR COOPER GROUP INC COM 62482R107 1,141 36,786 SH   DFND   36,786 0 0
MTS SYS CORP COM 553777103 12,604 216,721 SH   DFND   216,721 0 0
MURPHY OIL CORP COM 626717102 2,332 192,692 SH   DFND   192,692 0 0
MURPHY USA INC COM 626755102 17,379 132,796 SH   DFND   132,796 0 0
NASDAQ INC COM 631103108 20,512 154,531 SH   DFND   154,531 0 0
NATIONAL BK HLDGS CORP CL A 633707104 1,631 49,785 SH   DFND   49,785 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 101 10,690 SH   DFND   10,690 0 0
NELNET INC CL A 64031N108 5,055 70,952 SH   DFND   70,952 0 0
NEOS THERAPEUTICS INC COM 64052L106 76 122,404 SH   DFND   122,404 0 0
NETAPP INC COM 64110D104 24,322 367,174 SH   DFND   367,174 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 45 12,240 SH   DFND   12,240 0 0
NEW HOME CO INC COM 645370107 68 14,411 SH   DFND   14,411 0 0
NEWELL BRANDS INC COM 651229106 8,558 403,104 SH   DFND   403,104 0 0
NEWMONT CORP COM 651639106 118,249 1,974,443 SH   DFND   1,974,443 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 6,940 63,556 SH   DFND   63,556 0 0
NEXTERA ENERGY INC COM 65339F101 6,606 85,630 SH   DFND   85,630 0 0
NISOURCE INC COM 65473P105 23,480 1,023,560 SH   DFND   1,023,560 0 0
NORTHERN TR CORP COM 665859104 18,421 197,781 SH   DFND   197,781 0 0
NORTHWEST PIPE CO COM 667746101 221 7,798 SH   DFND   7,798 0 0
NORTONLIFELOCK INC COM 668771108 10,029 482,650 SH   DFND   482,650 0 0
NRG ENERGY INC COM NEW 629377508 8,778 233,764 SH   DFND   233,764 0 0
NUCOR CORP COM 670346105 15,384 289,224 SH   DFND   289,224 0 0
OFG BANCORP COM 67103X102 389 20,992 SH   DFND   20,992 0 0
OGE ENERGY CORP COM 670837103 5,088 159,689 SH   DFND   159,689 0 0
OLD NATL BANCORP IND COM 680033107 8,369 505,347 SH   DFND   505,347 0 0
OLD REP INTL CORP COM 680223104 3,647 185,054 SH   DFND   185,054 0 0
OLD SECOND BANCORP INC ILL COM 680277100 5,484 542,948 SH   DFND   542,948 0 0
OLYMPIC STEEL INC COM 68162K106 2,346 176,024 SH   DFND   176,024 0 0
OMNICOM GROUP INC COM 681919106 60,641 972,279 SH   DFND   972,279 0 0
ONEMAIN HLDGS INC COM 68268W103 6,155 127,800 SH   DFND   127,800 0 0
ORACLE CORP COM 68389X105 193,118 2,985,288 SH   DFND   2,985,288 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 31,239 69,025 SH   DFND   69,025 0 0
OSHKOSH CORP COM 688239201 4,947 57,477 SH   DFND   57,477 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 146 68,386 SH   DFND   68,386 0 0
OWENS CORNING NEW COM 690742101 7,800 102,955 SH   DFND   102,955 0 0
PACCAR INC COM 693718108 28,414 329,322 SH   DFND   329,322 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,727 55,122 SH   DFND   55,122 0 0
PACKAGING CORP AMER COM 695156109 12,335 89,446 SH   DFND   89,446 0 0
PACWEST BANCORP DEL COM 695263103 1,783 70,201 SH   DFND   70,201 0 0
PARKE BANCORP INC COM 700885106 2,096 134,340 SH   DFND   134,340 0 0
PARKER-HANNIFIN CORP COM 701094104 29,270 107,449 SH   DFND   107,449 0 0
PATTERSON-UTI ENERGY INC COM 703481101 1,238 235,312 SH   DFND   235,312 0 0
PDL CMNTY BANCORP COM 69290X101 1,401 133,296 SH   DFND   133,296 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 15,571 237,298 SH   DFND   237,298 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 19,386 326,413 SH   DFND   326,413 0 0
PENTAIR PLC SHS G7S00T104 8,426 158,717 SH   DFND   158,717 0 0
PEOPLES BANCORP INC COM 709789101 212 7,808 SH   DFND   7,808 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 8,445 653,129 SH   DFND   653,129 0 0
PFIZER INC COM 717081103 191,692 5,207,603 SH   DFND   5,207,603 0 0
PHILIP MORRIS INTL INC COM 718172109 107,493 1,298,380 SH   DFND   1,298,380 0 0
PHILLIPS 66 COM 718546104 29,124 416,420 SH   DFND   416,420 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 9,262 143,818 SH   DFND   143,818 0 0
PINNACLE WEST CAP CORP COM 723484101 11,244 140,642 SH   DFND   140,642 0 0
PIONEER BANCORP INC COM 723561106 2,107 199,295 SH   DFND   199,295 0 0
PIPER SANDLER COMPANIES COM 724078100 3,700 36,668 SH   DFND   36,668 0 0
PLANET FITNESS INC CL A 72703H101 1,743 22,914 SH   DFND   22,914 0 0
PNC FINL SVCS GROUP INC COM 693475105 59,867 401,792 SH   DFND   401,792 0 0
POLARIS INC COM 731068102 3,308 34,718 SH   DFND   34,718 0 0
POPULAR INC COM NEW 733174700 35,191 624,843 SH   DFND   624,843 0 0
POSCO SPONSORED ADR 693483109 480 7,700 SH   DFND   7,700 0 0
POWELL INDS INC COM 739128106 2,803 95,045 SH   DFND   95,045 0 0
PPL CORP COM 69351T106 33,754 1,196,949 SH   DFND   1,196,949 0 0
PRICE T ROWE GROUP INC COM 74144T108 53,251 351,745 SH   DFND   351,745 0 0
PRIMERICA INC COM 74164M108 7,005 52,304 SH   DFND   52,304 0 0
PRIMORIS SVCS CORP COM 74164F103 6,715 243,209 SH   DFND   243,209 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 12,995 261,940 SH   DFND   261,940 0 0
PROCTER AND GAMBLE CO COM 742718109 11,596 83,340 SH   DFND   83,340 0 0
PROGRESSIVE CORP COM 743315103 59,719 603,954 SH   DFND   603,954 0 0
PROSPERITY BANCSHARES INC COM 743606105 13,557 195,461 SH   DFND   195,461 0 0
PRUDENTIAL FINL INC COM 744320102 29,431 376,979 SH   DFND   376,979 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 37,135 636,971 SH   DFND   636,971 0 0
PULTE GROUP INC COM 745867101 61,272 1,420,958 SH   DFND   1,420,958 0 0
PURPLE INNOVATION INC COM 74640Y106 7,038 213,659 SH   DFND   213,659 0 0
PZENA INVT MGMT INC CLASS A 74731Q103 1,832 250,952 SH   DFND   250,952 0 0
QCR HOLDINGS INC COM 74727A104 242 6,125 SH   DFND   6,125 0 0
QORVO INC COM 74736K101 15,303 92,038 SH   DFND   92,038 0 0
QUANTA SVCS INC COM 74762E102 13,166 182,806 SH   DFND   182,806 0 0
QUEST DIAGNOSTICS INC COM 74834L100 13,461 112,958 SH   DFND   112,958 0 0
QURATE RETAIL INC COM SER A 74915M100 830 75,645 SH   DFND   75,645 0 0
RANGE RES CORP COM 75281A109 7,397 1,104,036 SH   DFND   1,104,036 0 0
RAYMOND JAMES FINL INC COM 754730109 12,432 129,942 SH   DFND   129,942 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 327 50,160 SH   DFND   50,160 0 0
RE MAX HLDGS INC CL A 75524W108 322 8,852 SH   DFND   8,852 0 0
REALOGY HLDGS CORP COM 75605Y106 2,481 189,100 SH   DFND   189,100 0 0
RED VIOLET INC COM 75704L104 2,987 114,389 SH   DFND   114,389 0 0
REGENERON PHARMACEUTICALS COM 75886F107 59,889 123,966 SH   DFND   123,966 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 14,951 927,453 SH   DFND   927,453 0 0
REGIS CORP MINN COM 758932107 7,971 867,405 SH   DFND   867,405 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 7,304 60,990 SH   DFND   60,990 0 0
RENASANT CORP COM 75970E107 4,003 118,865 SH   DFND   118,865 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 8,195 115,719 SH   DFND   115,719 0 0
RENT A CTR INC NEW COM 76009N100 7,732 201,944 SH   DFND   201,944 0 0
REPUBLIC BANCORP INC KY CL A 760281204 6,165 170,923 SH   DFND   170,923 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 3,002 1,053,190 SH   DFND   1,053,190 0 0
REX AMERICAN RES CORP COM 761624105 294 3,998 SH   DFND   3,998 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 1,295 43,567 SH   DFND   43,567 0 0
RIVERVIEW BANCORP INC COM 769397100 2,405 457,289 SH   DFND   457,289 0 0
ROBERT HALF INTL INC COM 770323103 6,716 107,490 SH   DFND   107,490 0 0
ROGERS CORP COM 775133101 2,229 14,354 SH   DFND   14,354 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 44,870 662,195 SH   DFND   662,195 0 0
SABRE CORP COM 78573M104 2,030 168,904 SH   DFND   168,904 0 0
SANMINA CORPORATION COM 801056102 6,020 188,769 SH   DFND   188,769 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 3,578 162,509 SH   DFND   162,509 0 0
SCHNITZER STEEL INDS INC CL A 806882106 679 21,294 SH   DFND   21,294 0 0
SCHWAB CHARLES CORP COM 808513105 18,808 354,598 SH   DFND   354,598 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 6,355 158,044 SH   DFND   158,044 0 0
SEALED AIR CORP NEW COM 81211K100 6,702 146,353 SH   DFND   146,353 0 0
SEI INVTS CO COM 784117103 7,834 136,320 SH   DFND   136,320 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 44 10,680 SH   DFND   10,680 0 0
SENECA FOODS CORP NEW CL A 817070501 233 5,850 SH   DFND   5,850 0 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 6,948 131,748 SH   DFND   131,748 0 0
SERVICE CORP INTL COM 817565104 10,716 218,254 SH   DFND   218,254 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 10,926 80,763 SH   DFND   80,763 0 0
SIGNET JEWELERS LIMITED SHS G81276100 15,050 551,897 SH   DFND   551,897 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 4,374 202,581 SH   DFND   202,581 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,970 61,866 SH   DFND   61,866 0 0
SKECHERS U S A INC CL A 830566105 4,066 113,130 SH   DFND   113,130 0 0
SKYWEST INC COM 830879102 2,533 62,828 SH   DFND   62,828 0 0
SLM CORP COM 78442P106 47,834 3,860,661 SH   DFND   3,860,661 0 0
SMUCKER J M CO COM NEW 832696405 10,948 94,703 SH   DFND   94,703 0 0
SNAP ON INC COM 833034101 8,821 51,543 SH   DFND   51,543 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 1,452 37,651 SH   DFND   37,651 0 0
SONOCO PRODS CO COM 835495102 4,849 81,835 SH   DFND   81,835 0 0
SOUTH ST CORP COM 840441109 3,234 44,734 SH   DFND   44,734 0 0
SOUTHERN CO COM 842587107 8,471 137,889 SH   DFND   137,889 0 0
SOUTHWESTERN ENERGY CO COM 845467109 5,239 1,757,907 SH   DFND   1,757,907 0 0
SPARTANNASH CO COM 847215100 3,060 175,770 SH   DFND   175,770 0 0
SPIRIT AIRLS INC COM 848577102 2,997 122,570 SH   DFND   122,570 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 5,838 332,626 SH   DFND   332,626 0 0
SPROUTS FMRS MKT INC COM 85208M102 5,651 281,124 SH   DFND   281,124 0 0
STATE STR CORP COM 857477103 37,048 509,042 SH   DFND   509,042 0 0
STEEL DYNAMICS INC COM 858119100 8,051 218,359 SH   DFND   218,359 0 0
STERLING BANCORP DEL COM 85917A100 3,455 192,160 SH   DFND   192,160 0 0
STERLING CONSTR INC COM 859241101 353 18,950 SH   DFND   18,950 0 0
STEWART INFORMATION SVCS COR COM 860372101 530 10,962 SH   DFND   10,962 0 0
STIFEL FINL CORP COM 860630102 15,151 300,263 SH   DFND   300,263 0 0
STITCH FIX INC COM CL A 860897107 2,122 36,142 SH   DFND   36,142 0 0
STONEX GROUP INC COM 861896108 3,432 59,273 SH   DFND   59,273 0 0
SUNCOKE ENERGY INC COM 86722A103 44 10,180 SH   DFND   10,180 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 2,009 177,311 SH   DFND   177,311 0 0
SUPER MICRO COMPUTER INC COM 86800U104 2,056 64,932 SH   DFND   64,932 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 6,681 265,551 SH   DFND   265,551 0 0
SVB FINANCIAL GROUP COM 78486Q101 19,241 49,611 SH   DFND   49,611 0 0
SYNCHRONY FINANCIAL COM 87165B103 29,359 845,835 SH   DFND   845,835 0 0
SYNOVUS FINL CORP COM NEW 87161C501 4,025 124,336 SH   DFND   124,336 0 0
SYSCO CORP COM 871829107 6,059 81,591 SH   DFND   81,591 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 7,866 175,032 SH   DFND   175,032 0 0
TARGET CORP COM 87612E106 83,833 474,893 SH   DFND   474,893 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 9,108 355,099 SH   DFND   355,099 0 0
TCF FINL CORP COM 872307103 2,197 59,349 SH   DFND   59,349 0 0
TECHNIPFMC PLC COM G87110105 1,101 117,159 SH   DFND   117,159 0 0
TEJON RANCH CO COM 879080109 300 20,768 SH   DFND   20,768 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 8,450 455,035 SH   DFND   455,035 0 0
TEREX CORP NEW COM 880779103 3,967 113,694 SH   DFND   113,694 0 0
TERRITORIAL BANCORP INC COM 88145X108 2,876 119,695 SH   DFND   119,695 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 1,224 20,572 SH   DFND   20,572 0 0
TEXTRON INC COM 883203101 37,579 777,555 SH   DFND   777,555 0 0
THE ODP CORP COM 88337F105 7,782 265,594 SH   DFND   265,594 0 0
THOR INDS INC COM 885160101 23,757 255,474 SH   DFND   255,474 0 0
TITAN MACHY INC COM 88830R101 10,160 519,683 SH   DFND   519,683 0 0
TOLL BROTHERS INC COM 889478103 22,080 507,927 SH   DFND   507,927 0 0
TOPBUILD CORP COM 89055F103 4,435 24,094 SH   DFND   24,094 0 0
TOTAL SE SPONSORED ADS 89151E109 2,636 62,900 SH   DFND   62,900 0 0
TRACTOR SUPPLY CO COM 892356106 13,361 95,044 SH   DFND   95,044 0 0
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 371 11,390 SH   DFND   11,390 0 0
TRAVELERS COMPANIES INC COM 89417E109 60,633 431,952 SH   DFND   431,952 0 0
TRECORA RES COM 894648104 137 19,600 SH   DFND   19,600 0 0
TREEHOUSE FOODS INC COM 89469A104 25,877 609,018 SH   DFND   609,018 0 0
TRI POINTE GROUP INC COM 87265H109 11,336 657,172 SH   DFND   657,172 0 0
TRICO BANCSHARES COM 896095106 267 7,581 SH   DFND   7,581 0 0
TRINITY INDS INC COM 896522109 7,378 279,566 SH   DFND   279,566 0 0
TRIPLE-S MGMT CORP CL B 896749108 397 18,617 SH   DFND   18,617 0 0
TRISTATE CAP HLDGS INC COM 89678F100 3,027 173,993 SH   DFND   173,993 0 0
TRITON INTL LTD CL A G9078F107 16,784 345,994 SH   DFND   345,994 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 5,003 342,198 SH   DFND   342,198 0 0
TRUSTCO BK CORP N Y COM 898349105 207 30,988 SH   DFND   30,988 0 0
TRUSTMARK CORP COM 898402102 4,404 161,265 SH   DFND   161,265 0 0
TTM TECHNOLOGIES INC COM 87305R109 3,510 254,415 SH   DFND   254,415 0 0
TUTOR PERINI CORP COM 901109108 521 40,252 SH   DFND   40,252 0 0
TWO HBRS INVT CORP COM NEW 90187B408 43,771 6,871,391 SH   DFND   6,871,391 0 0
TYSON FOODS INC CL A 902494103 69,250 1,074,642 SH   DFND   1,074,642 0 0
UGI CORP NEW COM 902681105 24,867 711,301 SH   DFND   711,301 0 0
ULTA BEAUTY INC COM 90384S303 31,531 109,803 SH   DFND   109,803 0 0
ULTRALIFE CORP COM 903899102 81 12,585 SH   DFND   12,585 0 0
UMB FINL CORP COM 902788108 10,143 147,022 SH   DFND   147,022 0 0
UMPQUA HLDGS CORP COM 904214103 8,708 575,151 SH   DFND   575,151 0 0
UNITED BANKSHARES INC WEST V COM 909907107 5,866 181,046 SH   DFND   181,046 0 0
UNITED NAT FOODS INC COM 911163103 4,415 276,467 SH   DFND   276,467 0 0
UNITED PARCEL SERVICE INC CL B 911312106 98,368 584,134 SH   DFND   584,134 0 0
UNITED RENTALS INC COM 911363109 27,351 117,937 SH   DFND   117,937 0 0
UNITEDHEALTH GROUP INC COM 91324P102 257,446 734,133 SH   DFND   734,133 0 0
UNIVERSAL CORP VA COM 913456109 5,999 123,421 SH   DFND   123,421 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 8,812 64,085 SH   DFND   64,085 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,418 189,602 SH   DFND   189,602 0 0
UNUM GROUP COM 91529Y106 1,870 81,516 SH   DFND   81,516 0 0
US BANCORP DEL COM NEW 902973304 75,370 1,617,721 SH   DFND   1,617,721 0 0
VALERO ENERGY CORP COM 91913Y100 21,988 388,681 SH   DFND   388,681 0 0
VALLEY NATL BANCORP COM 919794107 7,328 751,641 SH   DFND   751,641 0 0
VERITEX HLDGS INC COM 923451108 922 35,947 SH   DFND   35,947 0 0
VERITIV CORP COM 923454102 220 10,594 SH   DFND   10,594 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 263,541 4,485,810 SH   DFND   4,485,810 0 0
VIATRIS INC COM 92556V106 35,871 1,914,120 SH   DFND   1,914,120 0 0
VICTORY CAP HLDGS INC COM CL A 92645B103 1,248 50,313 SH   DFND   50,313 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 5,082 23,418 SH   DFND   23,418 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 12,686 12,150,000 PRN   DFND   12,150,000 0 0
VISTRA CORP COM 92840M102 7,993 406,573 SH   DFND   406,573 0 0
VOXX INTL CORP CL A 91829F104 187 14,691 SH   DFND   14,691 0 0
VOYA FINANCIAL INC COM 929089100 7,988 135,824 SH   DFND   135,824 0 0
VSE CORP COM 918284100 338 8,773 SH   DFND   8,773 0 0
WABTEC COM 929740108 13,148 179,619 SH   DFND   179,619 0 0
WALKER & DUNLOP INC COM 93148P102 8,758 95,172 SH   DFND   95,172 0 0
WALMART INC COM 931142103 7,318 50,769 SH   DFND   50,769 0 0
WARRIOR MET COAL INC COM 93627C101 3,988 187,049 SH   DFND   187,049 0 0
WATERSTONE FINL INC MD COM 94188P101 236 12,552 SH   DFND   12,552 0 0
WEIS MKTS INC COM 948849104 3,068 64,161 SH   DFND   64,161 0 0
WELLS FARGO CO NEW COM 949746101 74,728 2,476,075 SH   DFND   2,476,075 0 0
WESBANCO INC COM 950810101 820 27,365 SH   DFND   27,365 0 0
WESTERN ALLIANCE BANCORP COM 957638109 12,353 206,063 SH   DFND   206,063 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 15,849 15,775,000 PRN   DFND   15,775,000 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 2,416 350,596 SH   DFND   350,596 0 0
WESTERN UN CO COM 959802109 7,316 333,442 SH   DFND   333,442 0 0
WHIRLPOOL CORP COM 963320106 13,349 73,959 SH   DFND   73,959 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 11,650 11,642 SH   DFND   11,642 0 0
WHOLE EARTH BRANDS INC COM CL A 96684W100 5,495 504,143 SH   DFND   504,143 0 0
WILLIAMS COS INC COM 969457100 23,028 1,148,544 SH   DFND   1,148,544 0 0
WILLIAMS SONOMA INC COM 969904101 6,558 64,396 SH   DFND   64,396 0 0
WINNEBAGO INDS INC COM 974637100 5,903 98,488 SH   DFND   98,488 0 0
WINTRUST FINL CORP COM 97650W108 1,442 23,598 SH   DFND   23,598 0 0
WORLD FUEL SVCS CORP COM 981475106 2,482 79,640 SH   DFND   79,640 0 0
WSFS FINL CORP COM 929328102 923 20,572 SH   DFND   20,572 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 23,724 153,964 SH   DFND   153,964 0 0
ZIONS BANCORPORATION N A COM 989701107 10,537 242,561 SH   DFND   242,561 0 0
ZOGENIX INC COM NEW 98978L204 824 41,206 SH   DFND   41,206 0 0