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 126,064 654,266 SH   DFND   654,266 0 0
ABBVIE INC COM 00287Y109 20,315 187,722 SH   DFND   187,722 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 260 39,046 SH   DFND   39,046 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,424 24,925 SH   DFND   24,925 0 0
ACCO BRANDS CORP COM 00081T108 554 65,586 SH   DFND   65,586 0 0
ACUITY BRANDS INC COM 00508Y102 1,806 10,943 SH   DFND   10,943 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 19,127 104,242 SH   DFND   104,242 0 0
ADVANSIX INC COM 00773T101 597 22,260 SH   DFND   22,260 0 0
AECOM COM 00766T100 2,799 43,658 SH   DFND   43,658 0 0
AERCAP HOLDINGS NV SHS N00985106 36,899 628,171 SH   DFND   628,171 0 0
AES CORP COM 00130H105 20,337 758,548 SH   DFND   758,548 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 18,399 123,461 SH   DFND   123,461 0 0
AFLAC INC COM 001055102 39,166 765,255 SH   DFND   765,255 0 0
AGCO CORP COM 001084102 16,050 111,727 SH   DFND   111,727 0 0
AGILE THERAPEUTICS INC COM 00847L100 426 204,992 SH   DFND   204,992 0 0
AIR LEASE CORP CL A 00912X302 14,548 296,903 SH   DFND   296,903 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 1,874 239,900 SH   DFND   239,900 0 0
ALASKA AIR GROUP INC COM 011659109 2,545 36,779 SH   DFND   36,779 0 0
ALCOA CORP COM 013872106 34,582 1,064,397 SH   DFND   1,064,397 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 46,596 304,729 SH   DFND   304,729 0 0
ALLEGHANY CORP DEL COM 017175100 4,081 6,516 SH   DFND   6,516 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 241 5,937 SH   DFND   5,937 0 0
ALLEGIANT TRAVEL CO COM 01748X102 3,847 15,763 SH   DFND   15,763 0 0
ALLEGION PLC ORD SHS G0176J109 6,017 47,895 SH   DFND   47,895 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 13,093 116,806 SH   DFND   116,806 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 15,901 389,442 SH   DFND   389,442 0 0
ALLSTATE CORP COM 020002101 47,712 415,252 SH   DFND   415,252 0 0
ALLY FINL INC COM 02005N100 23,662 523,369 SH   DFND   523,369 0 0
ALPHA METALLURGICAL RESOUR I COM 020764106 183 14,510 SH   DFND   14,510 0 0
ALTRIA GROUP INC COM 02209S103 43,483 849,940 SH   DFND   849,940 0 0
AMC NETWORKS INC CL A 00164V103 5,732 107,831 SH   DFND   107,831 0 0
AMCOR PLC ORD G0250X107 20,946 1,793,344 SH   DFND   1,793,344 0 0
AMERCO COM 023586100 14,080 22,984 SH   DFND   22,984 0 0
AMERICAN ELEC PWR CO INC COM 025537101 2,299 27,139 SH   DFND   27,139 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 7,344 232,906 SH   DFND   232,906 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 8,735 76,559 SH   DFND   76,559 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 8,629 87,534 SH   DFND   87,534 0 0
AMERICAS CAR-MART INC COM 03062T105 677 4,441 SH   DFND   4,441 0 0
AMERIPRISE FINL INC COM 03076C106 39,514 169,988 SH   DFND   169,988 0 0
AMERIS BANCORP COM 03076K108 3,783 72,048 SH   DFND   72,048 0 0
AMERISOURCEBERGEN CORP COM 03073E105 27,607 233,816 SH   DFND   233,816 0 0
AMGEN INC COM 031162100 123,258 495,392 SH   DFND   495,392 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 1,183 175,813 SH   DFND   175,813 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 6,802 575,497 SH   DFND   575,497 0 0
ANDERSONS INC COM 034164103 4,340 158,495 SH   DFND   158,495 0 0
ANI PHARMACEUTICALS INC COM 00182C103 529 14,640 SH   DFND   14,640 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 46,268 5,380,040 SH   DFND   5,380,040 0 0
ANTARES PHARMA INC COM 036642106 1,239 301,482 SH   DFND   301,482 0 0
ANTERO MIDSTREAM CORP COM 03676B102 20,657 2,287,543 SH   DFND   2,287,543 0 0
ANTHEM INC COM 036752103 125,102 348,523 SH   DFND   348,523 0 0
APOGEE ENTERPRISES INC COM 037598109 4,789 117,147 SH   DFND   117,147 0 0
APPLE INC COM 037833100 6,450 52,801 SH   DFND   52,801 0 0
APPLIED MATLS INC COM 038222105 107,822 807,053 SH   DFND   807,053 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 708 136,116 SH   DFND   136,116 0 0
ARCBEST CORP COM 03937C105 6,215 88,314 SH   DFND   88,314 0 0
ARCH CAP GROUP LTD ORD G0450A105 13,260 345,581 SH   DFND   345,581 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 36,337 637,486 SH   DFND   637,486 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 3,252 64,635 SH   DFND   64,635 0 0
ARISTA NETWORKS INC COM 040413106 47,524 157,423 SH   DFND   157,423 0 0
ARMSTRONG FLOORING INC COM 04238R106 84 17,146 SH   DFND   17,146 0 0
ARROW ELECTRS INC COM 042735100 16,587 149,677 SH   DFND   149,677 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 12,293 62,559 SH   DFND   62,559 0 0
ASSOCIATED BANC CORP COM 045487105 6,466 302,988 SH   DFND   302,988 0 0
ASSURANT INC COM 04621X108 7,429 52,403 SH   DFND   52,403 0 0
ASSURED GUARANTY LTD COM G0585R106 5,596 132,353 SH   DFND   132,353 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 21,157 425,523 SH   DFND   425,523 0 0
AT&T INC COM 00206R102 38,172 1,261,056 SH   DFND   1,261,056 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 8,050 334,027 SH   DFND   334,027 0 0
ATLANTIC UN BANKSHARES CORP COM 04911A107 3,157 82,291 SH   DFND   82,291 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 6,612 109,391 SH   DFND   109,391 0 0
AUTONATION INC COM 05329W102 13,459 144,377 SH   DFND   144,377 0 0
AUTOZONE INC COM 053332102 28,938 20,607 SH   DFND   20,607 0 0
AVERY DENNISON CORP COM 053611109 11,160 60,768 SH   DFND   60,768 0 0
AVNET INC COM 053807103 15,795 380,519 SH   DFND   380,519 0 0
AXIS CAP HLDGS LTD SHS G0692U109 10,180 205,374 SH   DFND   205,374 0 0
AXOS FINANCIAL INC COM 05465C100 8,187 174,144 SH   DFND   174,144 0 0
AYTU BIOPHARMA INC COM NEW 054754874 100 13,131 SH   DFND   13,131 0 0
B & G FOODS INC NEW COM 05508R106 3,137 100,999 SH   DFND   100,999 0 0
B. RILEY FINANCIAL INC COM 05580M108 1,687 29,921 SH   DFND   29,921 0 0
BANC OF CALIFORNIA INC COM 05990K106 2,016 111,480 SH   DFND   111,480 0 0
BANCO DE CHILE SPONSORED ADS 059520106 711 30,100 SH   DFND   30,100 0 0
BANCO SANTANDER S.A. ADR 05964H105 31,774 9,263,544 SH   DFND   9,263,544 0 0
BANCORP INC DEL COM 05969A105 579 27,962 SH   DFND   27,962 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 6,121 188,457 SH   DFND   188,457 0 0
BANK NEW YORK MELLON CORP COM 064058100 37,315 789,074 SH   DFND   789,074 0 0
BANK OZK COM 06417N103 14,066 344,322 SH   DFND   344,322 0 0
BANKUNITED INC COM 06652K103 6,404 145,718 SH   DFND   145,718 0 0
BANNER CORP COM NEW 06652V208 3,927 73,640 SH   DFND   73,640 0 0
BAUDAX BIO INC COM 07160F107 282 218,593 SH   DFND   218,593 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 515 24,627 SH   DFND   24,627 0 0
BENCHMARK ELECTRS INC COM 08160H101 2,678 86,602 SH   DFND   86,602 0 0
BERKLEY W R CORP COM 084423102 11,821 156,877 SH   DFND   156,877 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 58,113 227,473 SH   DFND   227,473 0 0
BERRY CORP COM 08579X101 89 16,140 SH   DFND   16,140 0 0
BERRY GLOBAL GROUP INC COM 08579W103 6,132 99,866 SH   DFND   99,866 0 0
BEST BUY INC COM 086516101 33,947 295,680 SH   DFND   295,680 0 0
BIG LOTS INC COM 089302103 12,880 188,578 SH   DFND   188,578 0 0
BIO RAD LABS INC CL A 090572207 15,702 27,491 SH   DFND   27,491 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 705 180,270 SH   DFND   180,270 0 0
BIOGEN INC COM 09062X103 11,353 40,581 SH   DFND   40,581 0 0
BK OF AMERICA CORP COM 060505104 409,493 10,583,947 SH   DFND   10,583,947 0 0
BLACKROCK INC COM 09247X101 102,045 135,346 SH   DFND   135,346 0 0
BOISE CASCADE CO DEL COM 09739D100 8,442 141,098 SH   DFND   141,098 0 0
BOK FINL CORP COM NEW 05561Q201 649 7,270 SH   DFND   7,270 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 590 16,524 SH   DFND   16,524 0 0
BOSTON PROPERTIES INC COM 101121101 2,774 27,393 SH   DFND   27,393 0 0
BP PLC SPONSORED ADR 055622104 43,680 1,793,837 SH   DFND   1,793,837 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 216 13,362 SH   DFND   13,362 0 0
BRIGHTHOUSE FINL INC COM 10922N103 9,210 208,127 SH   DFND   208,127 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 4,762 233,659 SH   DFND   233,659 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 36,235 573,977 SH   DFND   573,977 0 0
BROADCOM INC COM 11135F101 144,724 312,133 SH   DFND   312,133 0 0
BRUNSWICK CORP COM 117043109 12,281 128,773 SH   DFND   128,773 0 0
BRYN MAWR BK CORP COM 117665109 320 7,030 SH   DFND   7,030 0 0
BUCKLE INC COM 118440106 5,654 143,953 SH   DFND   143,953 0 0
BUNGE LIMITED COM G16962105 15,933 200,999 SH   DFND   200,999 0 0
BWX TECHNOLOGIES INC COM 05605H100 3,271 49,604 SH   DFND   49,604 0 0
BYLINE BANCORP INC COM 124411109 307 14,533 SH   DFND   14,533 0 0
CABOT OIL & GAS CORP COM 127097103 5,084 270,728 SH   DFND   270,728 0 0
CACTUS INC CL A 127203107 1,057 34,531 SH   DFND   34,531 0 0
CADENCE BANCORPORATION CL A 12739A100 2,697 130,123 SH   DFND   130,123 0 0
CAI INTERNATIONAL INC COM 12477X106 635 13,948 SH   DFND   13,948 0 0
CALLON PETE CO DEL COM 13123X508 309 8,010 SH   DFND   8,010 0 0
CAMDEN NATL CORP COM 133034108 300 6,262 SH   DFND   6,262 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 3,527 96,943 SH   DFND   96,943 0 0
CANADIAN NAT RES LTD COM 136385101 54,233 1,754,427 SH   DFND   1,754,427 0 0
CAPITAL ONE FINL CORP COM 14040H105 58,023 456,049 SH   DFND   456,049 0 0
CARLISLE COS INC COM 142339100 12,122 73,657 SH   DFND   73,657 0 0
CARMAX INC COM 143130102 11,330 85,407 SH   DFND   85,407 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 4,840 117,623 SH   DFND   117,623 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 3,736 88,490 SH   DFND   88,490 0 0
CASEYS GEN STORES INC COM 147528103 8,879 41,070 SH   DFND   41,070 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 1,631 353,887 SH   DFND   353,887 0 0
CATERPILLAR INC COM 149123101 14,183 61,169 SH   DFND   61,169 0 0
CATHAY GEN BANCORP COM 149150104 6,939 170,163 SH   DFND   170,163 0 0
CBRE GROUP INC CL A 12504L109 30,213 381,906 SH   DFND   381,906 0 0
CDK GLOBAL INC COM 12508E101 4,929 91,180 SH   DFND   91,180 0 0
CDW CORP COM 12514G108 26,893 162,250 SH   DFND   162,250 0 0
CELANESE CORP DEL COM 150870103 32,372 216,085 SH   DFND   216,085 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 7,745 290,294 SH   DFND   290,294 0 0
CENTURY CMNTYS INC COM 156504300 8,263 136,983 SH   DFND   136,983 0 0
CF INDS HLDGS INC COM 125269100 6,624 145,963 SH   DFND   145,963 0 0
CHART INDS INC COM 16115Q308 19,615 137,792 SH   DFND   137,792 0 0
CHEFS WHSE INC COM 163086101 7,955 261,178 SH   DFND   261,178 0 0
CHEMOURS CO COM 163851108 18,769 672,495 SH   DFND   672,495 0 0
CHENIERE ENERGY INC COM NEW 16411R208 20,704 287,517 SH   DFND   287,517 0 0
CHEVRON CORP NEW COM 166764100 39,489 376,841 SH   DFND   376,841 0 0
CHIASMA INC COM 16706W102 448 142,988 SH   DFND   142,988 0 0
CHUBB LIMITED COM H1467J104 62,772 397,365 SH   DFND   397,365 0 0
CIGNA CORP NEW COM 125523100 84,469 349,421 SH   DFND   349,421 0 0
CIMPRESS PLC SHS EURO G2143T103 2,716 27,123 SH   DFND   27,123 0 0
CINCINNATI FINL CORP COM 172062101 7,673 74,429 SH   DFND   74,429 0 0
CISCO SYS INC COM 17275R102 165,215 3,195,021 SH   DFND   3,195,021 0 0
CITIGROUP INC COM NEW 172967424 192,581 2,647,161 SH   DFND   2,647,161 0 0
CITIZENS FINANCIAL GROUP INC COM 174610105 85,487 1,936,279 SH   DFND   1,936,279 0 0
CITRIX SYS INC COM 177376100 3,578 25,489 SH   DFND   25,489 0 0
CLEARWATER PAPER CORP COM 18538R103 420 11,176 SH   DFND   11,176 0 0
CNO FINL GROUP INC COM 12621E103 8,458 348,195 SH   DFND   348,195 0 0
CNX RES CORP COM 12653C108 15,841 1,077,617 SH   DFND   1,077,617 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 67,710 866,739 SH   DFND   866,739 0 0
COHERENT INC COM 192479103 3,612 14,284 SH   DFND   14,284 0 0
COHU INC COM 192576106 5,998 143,363 SH   DFND   143,363 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 1,989 83,942 SH   DFND   83,942 0 0
COLUMBIA BKG SYS INC COM 197236102 6,885 159,789 SH   DFND   159,789 0 0
COMCAST CORP NEW CL A 20030N101 197,285 3,645,991 SH   DFND   3,645,991 0 0
COMERICA INC COM 200340107 47,728 665,293 SH   DFND   665,293 0 0
COMMERCE BANCSHARES INC COM 200525103 7,095 92,613 SH   DFND   92,613 0 0
COMMERCIAL METALS CO COM 201723103 17,701 573,960 SH   DFND   573,960 0 0
COMPUTER TASK GROUP INC COM 205477102 96 10,063 SH   DFND   10,063 0 0
CONAGRA BRANDS INC COM 205887102 16,150 429,511 SH   DFND   429,511 0 0
CONNECTONE BANCORP INC COM 20786W107 8,533 336,597 SH   DFND   336,597 0 0
CONNS INC COM 208242107 448 23,050 SH   DFND   23,050 0 0
CONOCOPHILLIPS COM 20825C104 13,530 255,435 SH   DFND   255,435 0 0
CONSOL ENERGY INC DISC COML COM 20854L108 137 14,110 SH   DFND   14,110 0 0
CONTINENTAL RES INC COM 212015101 10,752 415,635 SH   DFND   415,635 0 0
COOPER STD HLDGS INC COM 21676P103 254 6,990 SH   DFND   6,990 0 0
COOPER TIRE & RUBR CO COM 216831107 7,817 139,642 SH   DFND   139,642 0 0
CORE LABORATORIES N V COM N22717107 3,754 130,382 SH   DFND   130,382 0 0
CORNERSTONE BLDG BRANDS INC COM 21925D109 10,217 728,236 SH   DFND   728,236 0 0
CORNING INC COM 219350105 24,276 557,930 SH   DFND   557,930 0 0
CORTEVA INC COM 22052L104 49,997 1,072,444 SH   DFND   1,072,444 0 0
COVENANT LOGISTICS GROUP INC CL A 22284P105 204 9,919 SH   DFND   9,919 0 0
COWEN INC CL A NEW 223622606 490 13,933 SH   DFND   13,933 0 0
CRANE CO COM 224399105 562 5,987 SH   DFND   5,987 0 0
CREDIT ACCEP CORP MICH COM 225310101 2,294 6,368 SH   DFND   6,368 0 0
CROWN HLDGS INC COM 228368106 47,471 489,187 SH   DFND   489,187 0 0
CSG SYS INTL INC COM 126349109 1,108 24,686 SH   DFND   24,686 0 0
CSX CORP COM 126408103 58,763 609,447 SH   DFND   609,447 0 0
CULLEN FROST BANKERS INC COM 229899109 4,950 45,510 SH   DFND   45,510 0 0
CUMMINS INC COM 231021106 43,759 168,881 SH   DFND   168,881 0 0
CVS HEALTH CORP COM 126650100 69,894 929,067 SH   DFND   929,067 0 0
D R HORTON INC COM 23331A109 76,654 860,116 SH   DFND   860,116 0 0
DANA INC COM 235825205 10,656 437,966 SH   DFND   437,966 0 0
DANIMER SCIENTIFIC INC COM CL A 236272100 1,748 46,300 SH   DFND   46,300 0 0
DARLING INGREDIENTS INC COM 237266101 8,718 118,481 SH   DFND   118,481 0 0
DAVITA INC COM 23918K108 25,186 233,704 SH   DFND   233,704 0 0
DELUXE CORP COM 248019101 6,342 151,137 SH   DFND   151,137 0 0
DICKS SPORTING GOODS INC COM 253393102 5,377 70,608 SH   DFND   70,608 0 0
DIGI INTL INC COM 253798102 352 18,511 SH   DFND   18,511 0 0
DILLARDS INC CL A 254067101 6,251 64,730 SH   DFND   64,730 0 0
DISCOVER FINL SVCS COM 254709108 29,985 315,665 SH   DFND   315,665 0 0
DISCOVERY INC COM SER A 25470F104 8,716 200,559 SH   DFND   200,559 0 0
DISCOVERY INC COM SER C 25470F302 2 52 SH   DFND   52 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 44,687 46,365,000 PRN   DFND   46,365,000 0 0
DISNEY WALT CO COM 254687106 6,638 35,974 SH   DFND   35,974 0 0
DOLLAR TREE INC COM 256746108 30,537 266,795 SH   DFND   266,795 0 0
DOMTAR CORP COM NEW 257559203 7,264 196,360 SH   DFND   196,360 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 456 16,375 SH   DFND   16,375 0 0
DONNELLEY R R & SONS CO COM 257867200 87 21,420 SH   DFND   21,420 0 0
DOVER CORP COM 260003108 22,224 162,066 SH   DFND   162,066 0 0
DRIL-QUIP INC COM 262037104 4,285 128,964 SH   DFND   128,964 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,622 27,160 SH   DFND   27,160 0 0
DUPONT DE NEMOURS INC COM 26614N102 56,623 732,697 SH   DFND   732,697 0 0
EARTHSTONE ENERGY INC CL A 27032D304 129 18,060 SH   DFND   18,060 0 0
EAST WEST BANCORP INC COM 27579R104 17,191 232,945 SH   DFND   232,945 0 0
EASTMAN CHEM CO COM 277432100 54,845 498,048 SH   DFND   498,048 0 0
EBAY INC. COM 278642103 47,770 780,039 SH   DFND   780,039 0 0
EBIX INC COM NEW 278715206 1,559 48,680 SH   DFND   48,680 0 0
EDGEWELL PERS CARE CO COM 28035Q102 10,339 261,074 SH   DFND   261,074 0 0
EMERALD HOLDING INC COM 29103W104 166 30,000 SH   DFND   30,000 0 0
EMERSON ELEC CO COM 291011104 40,947 453,857 SH   DFND   453,857 0 0
ENOVA INTL INC COM 29357K103 1,918 54,071 SH   DFND   54,071 0 0
ENSTAR GROUP LIMITED SHS G3075P101 13,411 54,353 SH   DFND   54,353 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 2,476 50,087 SH   DFND   50,087 0 0
EOG RES INC COM 26875P101 48,234 665,021 SH   DFND   665,021 0 0
EQT CORP COM 26884L109 21,247 1,143,531 SH   DFND   1,143,531 0 0
EQUITABLE HLDGS INC COM 29452E101 13,017 399,040 SH   DFND   399,040 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 18,153 652,971 SH   DFND   652,971 0 0
ESSENT GROUP LTD COM G3198U102 35,242 742,094 SH   DFND   742,094 0 0
EVERCORE INC CLASS A 29977A105 9,167 69,582 SH   DFND   69,582 0 0
EVEREST RE GROUP LTD COM G3223R108 8,280 33,414 SH   DFND   33,414 0 0
EVOLUS INC COM 30052C107 1,530 117,796 SH   DFND   117,796 0 0
EXELON CORP COM 30161N101 51,353 1,174,046 SH   DFND   1,174,046 0 0
EXPEDITORS INTL WASH INC COM 302130109 5,507 51,137 SH   DFND   51,137 0 0
EXXON MOBIL CORP COM 30231G102 107,884 1,932,367 SH   DFND   1,932,367 0 0
F N B CORP COM 302520101 4,265 335,831 SH   DFND   335,831 0 0
FACEBOOK INC CL A 30303M102 32,720 111,092 SH   DFND   111,092 0 0
FEDERATED HERMES INC CL B 314211103 4,444 141,994 SH   DFND   141,994 0 0
FEDEX CORP COM 31428X106 28,860 101,604 SH   DFND   101,604 0 0
FIFTH THIRD BANCORP COM 316773100 23,752 634,245 SH   DFND   634,245 0 0
FIRST AMERN FINL CORP COM 31847R102 4,588 80,987 SH   DFND   80,987 0 0
FIRST BANCORP N C COM 318910106 886 20,364 SH   DFND   20,364 0 0
FIRST BANCORP P R COM NEW 318672706 16,574 1,471,904 SH   DFND   1,471,904 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 2,006 81,116 SH   DFND   81,116 0 0
FIRST BUSEY CORP COM NEW 319383204 1,748 68,141 SH   DFND   68,141 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 1,442 100,379 SH   DFND   100,379 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1,918 2,295 SH   DFND   2,295 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 1,741 122,146 SH   DFND   122,146 0 0
FIRST FINL BANCORP OH COM 320209109 2,408 100,337 SH   DFND   100,337 0 0
FIRST FINL CORP IND COM 320218100 287 6,371 SH   DFND   6,371 0 0
FIRST HAWAIIAN INC COM 32051X108 3,704 135,334 SH   DFND   135,334 0 0
FIRST INTERNET BANCORP COM 320557101 7,478 212,250 SH   DFND   212,250 0 0
FIRST MERCHANTS CORP COM 320817109 2,638 56,738 SH   DFND   56,738 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 4,948 225,820 SH   DFND   225,820 0 0
FIRST NORTHWEST BANCORP COM 335834107 3,105 186,818 SH   DFND   186,818 0 0
FIRST SOLAR INC COM 336433107 4,287 49,105 SH   DFND   49,105 0 0
FIRSTENERGY CORP COM 337932107 40,615 1,170,806 SH   DFND   1,170,806 0 0
FIVE STAR SENIOR LIVING INC COM NEW 33832D205 80 13,100 SH   DFND   13,100 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 9,180 203,552 SH   DFND   203,552 0 0
FLEXION THERAPEUTICS INC COM 33938J106 672 75,104 SH   DFND   75,104 0 0
FMC CORP COM NEW 302491303 16,297 147,336 SH   DFND   147,336 0 0
FONAR CORP COM NEW 344437405 1,906 105,352 SH   DFND   105,352 0 0
FORD MTR CO DEL COM 345370860 54,593 4,456,600 SH   DFND   4,456,600 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 15,186 158,486 SH   DFND   158,486 0 0
FOSSIL GROUP INC COM 34988V106 429 34,610 SH   DFND   34,610 0 0
FOX CORP CL A COM 35137L105 19,514 540,413 SH   DFND   540,413 0 0
FOX CORP CL B COM 35137L204 1 39 SH   DFND   39 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 3,601 660,673 SH   DFND   660,673 0 0
FRANKS INTL N V COM N33462107 4,524 1,274,331 SH   DFND   1,274,331 0 0
FRIEDMAN INDS INC COM 358435105 378 46,753 SH   DFND   46,753 0 0
FULTON FINL CORP PA COM 360271100 2,887 169,501 SH   DFND   169,501 0 0
FUTUREFUEL CORP COM 36116M106 504 34,676 SH   DFND   34,676 0 0
G III APPAREL GROUP LTD COM 36237H101 5,240 173,853 SH   DFND   173,853 0 0
GATX CORP COM 361448103 4,141 44,657 SH   DFND   44,657 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 334 33,100 SH   DFND   33,100 0 0
GENERAL DYNAMICS CORP COM 369550108 58,984 324,871 SH   DFND   324,871 0 0
GENERAL MTRS CO COM 37045V100 210,338 3,660,604 SH   DFND   3,660,604 0 0
GENPACT LIMITED SHS G3922B107 9,094 212,375 SH   DFND   212,375 0 0
GENUINE PARTS CO COM 372460105 18,733 162,066 SH   DFND   162,066 0 0
GEOPARK LTD USD SHS G38327105 7,885 513,304 SH   DFND   513,304 0 0
GLATFELTER CORPORATION COM 377320106 377 21,956 SH   DFND   21,956 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 28,634 802,286 SH   DFND   802,286 0 0
GLOBUS MED INC CL A 379577208 2,212 35,862 SH   DFND   35,862 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 136,328 416,904 SH   DFND   416,904 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 14,747 839,320 SH   DFND   839,320 0 0
GRAFTECH INTL LTD COM 384313508 11,754 961,051 SH   DFND   961,051 0 0
GRAHAM HLDGS CO COM CL B 384637104 8,161 14,510 SH   DFND   14,510 0 0
GRAINGER W W INC COM 384802104 17,030 42,476 SH   DFND   42,476 0 0
GRAY TELEVISION INC COM 389375106 2,578 140,113 SH   DFND   140,113 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 4,548 311,917 SH   DFND   311,917 0 0
GREAT SOUTHN BANCORP INC COM 390905107 287 5,071 SH   DFND   5,071 0 0
GREAT WESTN NATL BK PORTLAND COM 695263103 7,336 192,289 SH   DFND   192,289 0 0
GREEN BRICK PARTNERS INC COM 392709101 3,245 143,074 SH   DFND   143,074 0 0
GREEN PLAINS INC COM 393222104 766 28,280 SH   DFND   28,280 0 0
GREENBRIER COS INC COM 393657101 7,415 157,027 SH   DFND   157,027 0 0
GREIF INC CL A 397624107 7,236 126,948 SH   DFND   126,948 0 0
GRIFFON CORP COM 398433102 5,522 203,241 SH   DFND   203,241 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 11,836 75,011 SH   DFND   75,011 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 3,875 92,236 SH   DFND   92,236 0 0
HANESBRANDS INC COM 410345102 27,100 1,377,723 SH   DFND   1,377,723 0 0
HARBORONE BANCORP INC NEW COM NEW 41165Y100 7,252 538,353 SH   DFND   538,353 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 21,201 317,421 SH   DFND   317,421 0 0
HAWAIIAN HOLDINGS INC COM 419879101 5,610 210,352 SH   DFND   210,352 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 5,593 188,517 SH   DFND   188,517 0 0
HCA HEALTHCARE INC COM 40412C101 92,395 490,574 SH   DFND   490,574 0 0
HEARTLAND FINL USA INC COM 42234Q102 2,534 50,421 SH   DFND   50,421 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 228 45,100 SH   DFND   45,100 0 0
HELMERICH & PAYNE INC COM 423452101 10,454 387,774 SH   DFND   387,774 0 0
HENRY SCHEIN INC COM 806407102 7,928 114,503 SH   DFND   114,503 0 0
HERITAGE FINL CORP WASH COM 42722X106 2,281 80,776 SH   DFND   80,776 0 0
HERITAGE INS HLDGS INC COM 42727J102 3,186 287,506 SH   DFND   287,506 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 23,174 1,472,279 SH   DFND   1,472,279 0 0
HIBBETT SPORTS INC COM 428567101 811 11,776 SH   DFND   11,776 0 0
HILLTOP HOLDINGS INC COM 432748101 8,977 263,033 SH   DFND   263,033 0 0
HOLOGIC INC COM 436440101 21,969 295,358 SH   DFND   295,358 0 0
HOME BANCSHARES INC COM 436893200 13,031 481,731 SH   DFND   481,731 0 0
HOME DEPOT INC COM 437076102 99,497 325,954 SH   DFND   325,954 0 0
HOMESTREET INC COM 43785V102 11,600 263,228 SH   DFND   263,228 0 0
HOOKER FURNITURE CORP COM 439038100 295 8,093 SH   DFND   8,093 0 0
HOPE BANCORP INC COM 43940T109 1,907 126,621 SH   DFND   126,621 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 5,207 120,495 SH   DFND   120,495 0 0
HORIZON BANCORP INC COM 440407104 7,697 414,238 SH   DFND   414,238 0 0
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 459 4,340 SH   DFND   4,340 0 0
HOWARD HUGHES CORP COM 44267D107 6,247 65,671 SH   DFND   65,671 0 0
HOWMET AEROSPACE INC COM 443201108 10,793 335,925 SH   DFND   335,925 0 0
HP INC COM 40434L105 46,786 1,473,560 SH   DFND   1,473,560 0 0
HUBBELL INC COM 443510607 11,447 61,250 SH   DFND   61,250 0 0
HUNTINGTON BANCSHARES INC COM 446150104 12,125 771,298 SH   DFND   771,298 0 0
HUNTSMAN CORP COM 447011107 56,319 1,953,494 SH   DFND   1,953,494 0 0
HYATT HOTELS CORP COM CL A 448579102 3,673 44,419 SH   DFND   44,419 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 7,924 90,954 SH   DFND   90,954 0 0
ICHOR HOLDINGS SHS G4740B105 10,708 199,039 SH   DFND   199,039 0 0
INDEPENDENT BK GROUP INC COM 45384B106 9,068 125,524 SH   DFND   125,524 0 0
INGLES MKTS INC CL A 457030104 4,206 68,224 SH   DFND   68,224 0 0
INGREDION INC COM 457187102 56,027 623,076 SH   DFND   623,076 0 0
INMODE LTD SHS M5425M103 7,604 105,070 SH   DFND   105,070 0 0
INSIGHT ENTERPRISES INC COM 45765U103 11,729 122,919 SH   DFND   122,919 0 0
INTEL CORP COM 458140100 47,631 744,237 SH   DFND   744,237 0 0
INTERFACE INC COM 458665304 303 24,280 SH   DFND   24,280 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 7,215 155,439 SH   DFND   155,439 0 0
INTERNATIONAL PAPER CO COM 460146103 24,286 449,150 SH   DFND   449,150 0 0
INTERPUBLIC GROUP COS INC COM 460690100 7,502 256,911 SH   DFND   256,911 0 0
INVESCO LTD SHS G491BT108 7,171 284,341 SH   DFND   284,341 0 0
INVESTORS BANCORP INC NEW COM 46146L101 7,920 539,172 SH   DFND   539,172 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 34,665 228,739 SH   DFND   228,739 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 12,608 79,061 SH   DFND   79,061 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 852 171,800 SH   DFND   171,800 0 0
ITT INC COM 45073V108 8,864 97,498 SH   DFND   97,498 0 0
J & J SNACK FOODS CORP COM 466032109 1,626 10,352 SH   DFND   10,352 0 0
J2 GLOBAL INC COM 48123V102 1,490 12,432 SH   DFND   12,432 0 0
JABIL INC COM 466313103 8,809 168,890 SH   DFND   168,890 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 43,422 264,175 SH   DFND   264,175 0 0
JEFFERIES FINL GROUP INC COM 47233W109 10,704 355,622 SH   DFND   355,622 0 0
JELD-WEN HLDG INC COM 47580P103 1,394 50,344 SH   DFND   50,344 0 0
JETBLUE AWYS CORP COM 477143101 8,780 431,647 SH   DFND   431,647 0 0
JOHNSON & JOHNSON COM 478160104 328,533 1,998,983 SH   DFND   1,998,983 0 0
JOHNSON CTLS INTL PLC SHS G51502105 75,250 1,261,108 SH   DFND   1,261,108 0 0
JONES LANG LASALLE INC COM 48020Q107 10,451 58,370 SH   DFND   58,370 0 0
JPMORGAN CHASE & CO COM 46625H100 438,444 2,880,140 SH   DFND   2,880,140 0 0
JUNIPER NETWORKS INC COM 48203R104 44,130 1,742,193 SH   DFND   1,742,193 0 0
KB HOME COM 48666K109 17,253 370,791 SH   DFND   370,791 0 0
KEARNY FINL CORP MD COM 48716P108 149 12,330 SH   DFND   12,330 0 0
KELLY SVCS INC CL A 488152208 638 28,656 SH   DFND   28,656 0 0
KEYCORP COM 493267108 17,474 874,552 SH   DFND   874,552 0 0
KIMBALL ELECTRONICS INC COM 49428J109 428 16,572 SH   DFND   16,572 0 0
KKR & CO INC COM 48251W104 26,952 551,726 SH   DFND   551,726 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 12,053 250,632 SH   DFND   250,632 0 0
KNOLL INC COM NEW 498904200 4,278 259,107 SH   DFND   259,107 0 0
KOPPERS HOLDINGS INC COM 50060P106 304 8,760 SH   DFND   8,760 0 0
KRAFT HEINZ CO COM 500754106 43,136 1,078,403 SH   DFND   1,078,403 0 0
KROGER CO COM 501044101 57,922 1,609,394 SH   DFND   1,609,394 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 28,449 111,552 SH   DFND   111,552 0 0
LAKELAND BANCORP INC COM 511637100 1,182 67,838 SH   DFND   67,838 0 0
LAWSON PRODS INC COM 520776105 2,662 51,339 SH   DFND   51,339 0 0
LAZARD LTD SHS A G54050102 9,154 210,377 SH   DFND   210,377 0 0
LEAR CORP COM NEW 521865204 8,351 46,075 SH   DFND   46,075 0 0
LENNAR CORP CL A 526057104 47,518 469,406 SH   DFND   469,406 0 0
LGI HOMES INC COM 50187T106 13,414 89,841 SH   DFND   89,841 0 0
LINCOLN NATL CORP IND COM 534187109 13,041 209,421 SH   DFND   209,421 0 0
LKQ CORP COM 501889208 14,659 346,311 SH   DFND   346,311 0 0
LOEWS CORP COM 540424108 12,033 234,651 SH   DFND   234,651 0 0
LOWES COS INC COM 548661107 176,428 927,688 SH   DFND   927,688 0 0
LPL FINL HLDGS INC COM 50212V100 9,920 69,784 SH   DFND   69,784 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 63,520 610,476 SH   DFND   610,476 0 0
M & T BK CORP COM 55261F104 16,556 109,200 SH   DFND   109,200 0 0
M D C HLDGS INC COM 552676108 15,834 266,563 SH   DFND   266,563 0 0
M/I HOMES INC COM 55305B101 8,098 137,093 SH   DFND   137,093 0 0
MAGNA INTL INC COM 559222401 37,704 428,136 SH   DFND   428,136 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 101 18,950 SH   DFND   18,950 0 0
MANITOWOC CO INC COM NEW 563571405 11,584 561,777 SH   DFND   561,777 0 0
MANPOWERGROUP INC COM 56418H100 4,099 41,449 SH   DFND   41,449 0 0
MARATHON OIL CORP COM 565849106 4,348 407,126 SH   DFND   407,126 0 0
MARINEMAX INC COM 567908108 2,214 44,862 SH   DFND   44,862 0 0
MARKEL CORP COM 570535104 13,018 11,423 SH   DFND   11,423 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 29,646 605,275 SH   DFND   605,275 0 0
MASCO CORP COM 574599106 17,748 296,289 SH   DFND   296,289 0 0
MASTEC INC COM 576323109 2,459 26,244 SH   DFND   26,244 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 3,745 140,831 SH   DFND   140,831 0 0
MATRIX SVC CO COM 576853105 143 10,940 SH   DFND   10,940 0 0
MAYVILLE ENGINEERING CO INC COM 578605107 229 15,902 SH   DFND   15,902 0 0
MCKESSON CORP COM 58155Q103 35,878 183,950 SH   DFND   183,950 0 0
MEDTRONIC PLC SHS G5960L103 24,831 210,197 SH   DFND   210,197 0 0
MERCK & CO. INC COM 58933Y105 3,039 39,416 SH   DFND   39,416 0 0
MERCURY GENL CORP NEW COM 589400100 6,265 103,030 SH   DFND   103,030 0 0
MERITAGE HOMES CORP COM 59001A102 12,214 132,871 SH   DFND   132,871 0 0
METHODE ELECTRS INC COM 591520200 6,453 153,718 SH   DFND   153,718 0 0
METLIFE INC COM 59156R108 52,114 857,286 SH   DFND   857,286 0 0
MGIC INVT CORP WIS COM 552848103 8,762 632,646 SH   DFND   632,646 0 0
MICRON TECHNOLOGY INC COM 595112103 134,327 1,522,811 SH   DFND   1,522,811 0 0
MILLER HERMAN INC COM 600544100 8,729 212,128 SH   DFND   212,128 0 0
MILLER INDS INC TENN COM NEW 600551204 325 7,040 SH   DFND   7,040 0 0
MINERALS TECHNOLOGIES INC COM 603158106 6,919 91,860 SH   DFND   91,860 0 0
MODINE MFG CO COM 607828100 599 40,560 SH   DFND   40,560 0 0
MOHAWK INDS INC COM 608190104 24,574 127,781 SH   DFND   127,781 0 0
MOLINA HEALTHCARE INC COM 60855R100 24,610 105,280 SH   DFND   105,280 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 32,225 630,019 SH   DFND   630,019 0 0
MORGAN STANLEY COM NEW 617446448 34,769 447,702 SH   DFND   447,702 0 0
MOSAIC CO NEW COM 61945C103 17,116 541,481 SH   DFND   541,481 0 0
MR COOPER GROUP INC COM 62482R107 5,873 168,963 SH   DFND   168,963 0 0
MTS SYS CORP COM 553777103 12,514 215,022 SH   DFND   215,022 0 0
MURPHY OIL CORP COM 626717102 3,962 241,424 SH   DFND   241,424 0 0
NASDAQ INC COM 631103108 21,233 143,989 SH   DFND   143,989 0 0
NATIONAL BK HLDGS CORP CL A 633707104 1,884 47,470 SH   DFND   47,470 0 0
NATURAL GAS SVCS GROUP INC COM 63886Q109 101 10,690 SH   DFND   10,690 0 0
NAVIENT CORPORATION COM 63938C108 4,956 346,360 SH   DFND   346,360 0 0
NBT BANCORP INC COM 628778102 1,786 44,774 SH   DFND   44,774 0 0
NELNET INC CL A 64031N108 4,920 67,637 SH   DFND   67,637 0 0
NETAPP INC COM 64110D104 18,535 255,056 SH   DFND   255,056 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 38 12,240 SH   DFND   12,240 0 0
NEW HOME CO INC COM 645370107 76 14,411 SH   DFND   14,411 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,019 80,765 SH   DFND   80,765 0 0
NEWELL BRANDS INC COM 651229106 12,928 482,758 SH   DFND   482,758 0 0
NEWMONT CORP COM 651639106 85,266 1,414,734 SH   DFND   1,414,734 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 118 37,640 SH   DFND   37,640 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 11,714 83,414 SH   DFND   83,414 0 0
NEXTERA ENERGY INC COM 65339F101 6,205 82,069 SH   DFND   82,069 0 0
NISOURCE INC COM 65473P105 33,020 1,369,552 SH   DFND   1,369,552 0 0
NMI HLDGS INC CL A 629209305 3,733 157,904 SH   DFND   157,904 0 0
NORTHERN TR CORP COM 665859104 19,525 185,756 SH   DFND   185,756 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 2,018 139,628 SH   DFND   139,628 0 0
NORTHWEST PIPE CO COM 667746101 261 7,798 SH   DFND   7,798 0 0
NRG ENERGY INC COM NEW 629377508 10,504 278,405 SH   DFND   278,405 0 0
NUCOR CORP COM 670346105 27,650 344,460 SH   DFND   344,460 0 0
OCEANFIRST FINL CORP COM 675234108 1,124 46,947 SH   DFND   46,947 0 0
OFG BANCORP COM 67103X102 541 23,903 SH   DFND   23,903 0 0
OGE ENERGY CORP COM 670837103 4,754 146,910 SH   DFND   146,910 0 0
OIL STS INTL INC COM 678026105 111 18,360 SH   DFND   18,360 0 0
OLD NATL BANCORP IND COM 680033107 9,312 481,472 SH   DFND   481,472 0 0
OLD REP INTL CORP COM 680223104 3,682 168,601 SH   DFND   168,601 0 0
OLD SECOND BANCORP INC ILL COM 680277100 7,098 537,348 SH   DFND   537,348 0 0
OLYMPIC STEEL INC COM 68162K106 5,131 174,224 SH   DFND   174,224 0 0
OMNICOM GROUP INC COM 681919106 47,878 645,691 SH   DFND   645,691 0 0
ONEMAIN HLDGS INC COM 68268W103 7,085 131,883 SH   DFND   131,883 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 250 6,252 SH   DFND   6,252 0 0
ORACLE CORP COM 68389X105 247,709 3,530,131 SH   DFND   3,530,131 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 51,602 101,728 SH   DFND   101,728 0 0
ORION GROUP HLDGS INC COM 68628V308 76 12,590 SH   DFND   12,590 0 0
OSHKOSH CORP COM 688239201 6,198 52,237 SH   DFND   52,237 0 0
OWENS CORNING NEW COM 690742101 11,314 122,860 SH   DFND   122,860 0 0
PACCAR INC COM 693718108 28,468 306,375 SH   DFND   306,375 0 0
PACIFIC PREMIER BANCORP COM 69478X105 3,189 73,416 SH   DFND   73,416 0 0
PACKAGING CORP AMER COM 695156109 14,394 107,037 SH   DFND   107,037 0 0
PARKE BANCORP INC COM 700885106 2,676 133,870 SH   DFND   133,870 0 0
PARKER-HANNIFIN CORP COM 701094104 31,980 101,384 SH   DFND   101,384 0 0
PATTERSON-UTI ENERGY INC COM 703481101 4,814 675,171 SH   DFND   675,171 0 0
PBF ENERGY INC CL A 69318G106 6,110 431,813 SH   DFND   431,813 0 0
PDC ENERGY INC COM 69327R101 5,388 156,639 SH   DFND   156,639 0 0
PDL CMNTY BANCORP COM 69290X101 1,466 131,996 SH   DFND   131,996 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 14,018 209,631 SH   DFND   209,631 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 21,489 267,804 SH   DFND   267,804 0 0
PENTAIR PLC SHS G7S00T104 11,759 188,692 SH   DFND   188,692 0 0
PEOPLES BANCORP INC COM 709789101 259 7,808 SH   DFND   7,808 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 797 44,529 SH   DFND   44,529 0 0
PFIZER INC COM 717081103 30,669 846,508 SH   DFND   846,508 0 0
PHILIP MORRIS INTL INC COM 718172109 108,078 1,217,912 SH   DFND   1,217,912 0 0
PHILLIPS 66 COM 718546104 31,645 388,093 SH   DFND   388,093 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 9,798 110,514 SH   DFND   110,514 0 0
PINNACLE WEST CAP CORP COM 723484101 10,818 132,980 SH   DFND   132,980 0 0
PIONEER BANCORP INC COM 723561106 2,296 197,095 SH   DFND   197,095 0 0
PIPER SANDLER COMPANIES COM 724078100 3,830 34,927 SH   DFND   34,927 0 0
PLANET FITNESS INC CL A 72703H101 1,761 22,902 SH   DFND   22,902 0 0
PNC FINL SVCS GROUP INC COM 693475105 65,736 374,755 SH   DFND   374,755 0 0
POLARIS INC COM 731068102 4,236 31,729 SH   DFND   31,729 0 0
POPULAR INC COM NEW 733174700 44,178 628,237 SH   DFND   628,237 0 0
POWELL INDS INC COM 739128106 3,267 96,445 SH   DFND   96,445 0 0
PPL CORP COM 69351T106 34,109 1,182,691 SH   DFND   1,182,691 0 0
PRICE T ROWE GROUP INC COM 74144T108 56,879 331,463 SH   DFND   331,463 0 0
PRIMERICA INC COM 74164M108 3,050 20,634 SH   DFND   20,634 0 0
PRIMORIS SVCS CORP COM 74164F103 7,676 231,701 SH   DFND   231,701 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 14,638 244,128 SH   DFND   244,128 0 0
PROASSURANCE CORP COM 74267C106 2,212 82,659 SH   DFND   82,659 0 0
PROCTER AND GAMBLE CO COM 742718109 111,814 825,620 SH   DFND   825,620 0 0
PROGRESSIVE CORP COM 743315103 53,951 564,283 SH   DFND   564,283 0 0
PROPETRO HLDG CORP COM 74347M108 323 30,290 SH   DFND   30,290 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,214 16,207 SH   DFND   16,207 0 0
PROVIDENT FINL SVCS INC COM 74386T105 3,220 144,507 SH   DFND   144,507 0 0
PRUDENTIAL FINL INC COM 744320102 31,966 350,890 SH   DFND   350,890 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 35,965 597,333 SH   DFND   597,333 0 0
PULTE GROUP INC COM 745867101 74,112 1,413,267 SH   DFND   1,413,267 0 0
PURPLE INNOVATION INC COM 74640Y106 6,693 211,459 SH   DFND   211,459 0 0
PZENA INVT MGMT INC CLASS A 74731Q103 2,619 248,752 SH   DFND   248,752 0 0
QCR HOLDINGS INC COM 74727A104 289 6,125 SH   DFND   6,125 0 0
QORVO INC COM 74736K101 15,784 86,394 SH   DFND   86,394 0 0
QUANTA SVCS INC COM 74762E102 17,543 199,394 SH   DFND   199,394 0 0
QUEST DIAGNOSTICS INC COM 74834L100 19,795 154,235 SH   DFND   154,235 0 0
QURATE RETAIL INC COM SER A 74915M100 2,155 183,249 SH   DFND   183,249 0 0
RADIAN GROUP INC COM 750236101 8,075 347,302 SH   DFND   347,302 0 0
RANGE RES CORP COM 75281A109 10,865 1,051,757 SH   DFND   1,051,757 0 0
RAYMOND JAMES FINL INC COM 754730109 14,772 120,529 SH   DFND   120,529 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 455 50,160 SH   DFND   50,160 0 0
RE MAX HLDGS INC CL A 75524W108 349 8,852 SH   DFND   8,852 0 0
REALOGY HLDGS CORP COM 75605Y106 6,292 415,832 SH   DFND   415,832 0 0
RED VIOLET INC COM 75704L104 2,085 113,189 SH   DFND   113,189 0 0
REGENERON PHARMACEUTICALS COM 75886F107 27,180 57,445 SH   DFND   57,445 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 17,823 862,677 SH   DFND   862,677 0 0
REGIS CORP MINN COM 758932107 10,780 858,305 SH   DFND   858,305 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 11,022 72,377 SH   DFND   72,377 0 0
RENASANT CORP COM 75970E107 4,688 113,300 SH   DFND   113,300 0 0
RENT A CTR INC NEW COM 76009N100 11,102 192,545 SH   DFND   192,545 0 0
REPUBLIC BANCORP INC KY CL A 760281204 7,439 167,972 SH   DFND   167,972 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 3,948 1,047,210 SH   DFND   1,047,210 0 0
REX AMERICAN RES CORP COM 761624105 337 3,998 SH   DFND   3,998 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 920 43,263 SH   DFND   43,263 0 0
RIVERVIEW BANCORP INC COM 769397100 3,158 455,679 SH   DFND   455,679 0 0
ROCKY BRANDS INC COM 774515100 263 4,864 SH   DFND   4,864 0 0
ROGERS CORP COM 775133101 2,700 14,347 SH   DFND   14,347 0 0
RPC INC COM 749660106 235 43,440 SH   DFND   43,440 0 0
RPM INTL INC COM 749685103 13,456 146,501 SH   DFND   146,501 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 33,632 433,900 SH   DFND   433,900 0 0
SABRE CORP COM 78573M104 2,500 168,814 SH   DFND   168,814 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 5,560 276,186 SH   DFND   276,186 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 59 14,990 SH   DFND   14,990 0 0
SANDY SPRING BANCORP INC COM 800363103 2,102 48,403 SH   DFND   48,403 0 0
SANMINA CORPORATION COM 801056102 7,452 180,092 SH   DFND   180,092 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 4,353 160,871 SH   DFND   160,871 0 0
SCHNITZER STEEL INDS INC CL A 806882106 890 21,294 SH   DFND   21,294 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 7,373 150,567 SH   DFND   150,567 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 4,157 16,970 SH   DFND   16,970 0 0
SEALED AIR CORP NEW COM 81211K100 8,052 175,741 SH   DFND   175,741 0 0
SEI INVTS CO COM 784117103 7,727 126,820 SH   DFND   126,820 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 87 17,530 SH   DFND   17,530 0 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 7,030 121,303 SH   DFND   121,303 0 0
SERVICE CORP INTL COM 817565104 14,611 286,219 SH   DFND   286,219 0 0
SIGNET JEWELERS LIMITED SHS G81276100 18,793 324,126 SH   DFND   324,126 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 5,735 193,279 SH   DFND   193,279 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 5,193 177,462 SH   DFND   177,462 0 0
SKECHERS U S A INC CL A 830566105 4,332 103,869 SH   DFND   103,869 0 0
SKYWEST INC COM 830879102 9,865 181,079 SH   DFND   181,079 0 0
SLM CORP COM 78442P106 63,221 3,518,128 SH   DFND   3,518,128 0 0
SMART SAND INC COM 83191H107 45 17,940 SH   DFND   17,940 0 0
SMUCKER J M CO COM NEW 832696405 11,752 92,880 SH   DFND   92,880 0 0
SNAP ON INC COM 833034101 14,330 62,103 SH   DFND   62,103 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 5,184 104,585 SH   DFND   104,585 0 0
SONOCO PRODS CO COM 835495102 4,748 75,010 SH   DFND   75,010 0 0
SOUTH ST CORP COM 840441109 3,315 42,230 SH   DFND   42,230 0 0
SOUTHERN CO COM 842587107 8,201 131,936 SH   DFND   131,936 0 0
SOUTHWESTERN ENERGY CO COM 845467109 7,790 1,675,215 SH   DFND   1,675,215 0 0
SPIRIT AIRLS INC COM 848577102 8,835 239,425 SH   DFND   239,425 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 5,584 323,876 SH   DFND   323,876 0 0
STATE STR CORP COM 857477103 40,648 483,849 SH   DFND   483,849 0 0
STEEL DYNAMICS INC COM 858119100 16,366 322,423 SH   DFND   322,423 0 0
STERLING BANCORP DEL COM 85917A100 7,230 314,083 SH   DFND   314,083 0 0
STERLING CONSTR INC COM 859241101 440 18,950 SH   DFND   18,950 0 0
STEWART INFORMATION SVCS COR COM 860372101 2,587 49,726 SH   DFND   49,726 0 0
STIFEL FINL CORP COM 860630102 16,046 250,480 SH   DFND   250,480 0 0
STITCH FIX INC COM CL A 860897107 508 10,251 SH   DFND   10,251 0 0
STONEX GROUP INC COM 861896108 3,692 56,472 SH   DFND   56,472 0 0
SUNCOKE ENERGY INC COM 86722A103 241 34,320 SH   DFND   34,320 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 2,210 177,389 SH   DFND   177,389 0 0
SUPER MICRO COMPUTER INC COM 86800U104 2,408 61,647 SH   DFND   61,647 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 6,623 252,989 SH   DFND   252,989 0 0
SVB FINANCIAL GROUP COM 78486Q101 22,784 46,154 SH   DFND   46,154 0 0
SYNCHRONY FINANCIAL COM 87165B103 32,935 810,002 SH   DFND   810,002 0 0
SYNOVUS FINL CORP COM NEW 87161C501 3,014 65,879 SH   DFND   65,879 0 0
SYSCO CORP COM 871829107 6,149 78,089 SH   DFND   78,089 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 9,465 173,709 SH   DFND   173,709 0 0
TARGET CORP COM 87612E106 112,503 567,997 SH   DFND   567,997 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 14,740 478,431 SH   DFND   478,431 0 0
TCF FINL CORP COM 872307103 2,971 63,949 SH   DFND   63,949 0 0
TECHNIPFMC PLC COM G87110105 904 117,099 SH   DFND   117,099 0 0
TEGNA INC COM 87901J105 14,874 789,902 SH   DFND   789,902 0 0
TEJON RANCH CO COM 879080109 348 20,768 SH   DFND   20,768 0 0
TEMPUR SEALY INTL INC COM 88023U101 3,338 91,289 SH   DFND   91,289 0 0
TEREX CORP NEW COM 880779103 5,196 112,779 SH   DFND   112,779 0 0
TERRITORIAL BANCORP INC COM 88145X108 3,036 114,732 SH   DFND   114,732 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 2,718 38,325 SH   DFND   38,325 0 0
TEXTRON INC COM 883203101 44,834 799,469 SH   DFND   799,469 0 0
THOR INDS INC COM 885160101 33,249 246,764 SH   DFND   246,764 0 0
TIDEWATER INC NEW COM 88642R109 212 16,900 SH   DFND   16,900 0 0
TIMKENSTEEL CORPORATION COM 887399103 159 13,560 SH   DFND   13,560 0 0
TITAN MACHY INC COM 88830R101 7,711 302,397 SH   DFND   302,397 0 0
T-MOBILE US INC COM 872590104 41,780 333,470 SH   DFND   333,470 0 0
TOLL BROTHERS INC COM 889478103 27,099 477,682 SH   DFND   477,682 0 0
TOTAL SE SPONSORED ADS 89151E109 2,927 62,900 SH   DFND   62,900 0 0
TRACTOR SUPPLY CO COM 892356106 15,609 88,146 SH   DFND   88,146 0 0
TRANSOCEAN LTD REG SHS H8817H100 7,864 2,215,071 SH   DFND   2,215,071 0 0
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 309 11,390 SH   DFND   11,390 0 0
TRAVELERS COMPANIES INC COM 89417E109 61,485 408,811 SH   DFND   408,811 0 0
TRECORA RES COM 894648104 152 19,600 SH   DFND   19,600 0 0
TREEHOUSE FOODS INC COM 89469A104 30,861 590,747 SH   DFND   590,747 0 0
TRI POINTE HOMES INC COM 87265H109 12,747 626,086 SH   DFND   626,086 0 0
TRICO BANCSHARES COM 896095106 999 21,088 SH   DFND   21,088 0 0
TRINITY INDS INC COM 896522109 7,518 263,873 SH   DFND   263,873 0 0
TRIPLE-S MGMT CORP CL B 896749108 485 18,617 SH   DFND   18,617 0 0
TRISTATE CAP HLDGS INC COM 89678F100 4,038 175,113 SH   DFND   175,113 0 0
TRITON INTL LTD CL A G9078F107 18,112 329,377 SH   DFND   329,377 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 5,956 325,446 SH   DFND   325,446 0 0
TRUECAR INC COM 89785L107 195 40,810 SH   DFND   40,810 0 0
TRUIST FINL CORP COM 89832Q109 35,656 611,389 SH   DFND   611,389 0 0
TRUSTCO BK CORP N Y COM 898349105 228 30,988 SH   DFND   30,988 0 0
TRUSTMARK CORP COM 898402102 5,171 153,628 SH   DFND   153,628 0 0
TTM TECHNOLOGIES INC COM 87305R109 3,508 241,956 SH   DFND   241,956 0 0
TUTOR PERINI CORP COM 901109108 763 40,252 SH   DFND   40,252 0 0
TWO HBRS INVT CORP COM NEW 90187B408 48,904 6,671,770 SH   DFND   6,671,770 0 0
TYSON FOODS INC CL A 902494103 77,789 1,046,957 SH   DFND   1,046,957 0 0
UGI CORP NEW COM 902681105 30,399 741,253 SH   DFND   741,253 0 0
ULTA BEAUTY INC COM 90384S303 24,980 80,797 SH   DFND   80,797 0 0
UMB FINL CORP COM 902788108 12,934 140,080 SH   DFND   140,080 0 0
UMPQUA HLDGS CORP COM 904214103 9,783 557,448 SH   DFND   557,448 0 0
UNITED BANKSHARES INC WEST V COM 909907107 6,648 172,313 SH   DFND   172,313 0 0
UNITED NAT FOODS INC COM 911163103 8,676 263,386 SH   DFND   263,386 0 0
UNITED PARCEL SERVICE INC CL B 911312106 93,011 547,157 SH   DFND   547,157 0 0
UNITED RENTALS INC COM 911363109 19,994 60,716 SH   DFND   60,716 0 0
UNITED STATES STL CORP NEW COM 912909108 16,817 642,600 SH   DFND   642,600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 300,403 807,382 SH   DFND   807,382 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 11,865 88,948 SH   DFND   88,948 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 294 11,180 SH   DFND   11,180 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,908 187,602 SH   DFND   187,602 0 0
UNUM GROUP COM 91529Y106 2,155 77,447 SH   DFND   77,447 0 0
US BANCORP DEL COM NEW 902973304 92,787 1,677,572 SH   DFND   1,677,572 0 0
VALERO ENERGY CORP COM 91913Y100 25,888 361,565 SH   DFND   361,565 0 0
VALLEY NATL BANCORP COM 919794107 9,821 714,802 SH   DFND   714,802 0 0
VERA BRADLEY INC COM 92335C106 140 13,850 SH   DFND   13,850 0 0
VERITEX HLDGS INC COM 923451108 1,840 56,242 SH   DFND   56,242 0 0
VERITIV CORP COM 923454102 451 10,594 SH   DFND   10,594 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 59,801 1,028,393 SH   DFND   1,028,393 0 0
VIATRIS INC COM 92556V106 26,028 1,863,119 SH   DFND   1,863,119 0 0
VICTORY CAP HLDGS INC COM CL A 92645B103 1,225 47,938 SH   DFND   47,938 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 5,254 22,310 SH   DFND   22,310 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 13,145 12,060,000 PRN   DFND   12,060,000 0 0
VISTA OUTDOOR INC COM 928377100 6,727 209,761 SH   DFND   209,761 0 0
VONTIER CORPORATION COM 928881101 34,904 1,153,086 SH   DFND   1,153,086 0 0
VOXX INTL CORP CL A 91829F104 280 14,691 SH   DFND   14,691 0 0
VOYA FINANCIAL INC COM 929089100 7,469 117,359 SH   DFND   117,359 0 0
VSE CORP COM 918284100 347 8,773 SH   DFND   8,773 0 0
WABTEC COM 929740108 21,165 267,368 SH   DFND   267,368 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 21,745 396,088 SH   DFND   396,088 0 0
WALKER & DUNLOP INC COM 93148P102 9,316 90,676 SH   DFND   90,676 0 0
WALMART INC COM 931142103 6,591 48,523 SH   DFND   48,523 0 0
WARRIOR MET COAL INC COM 93627C101 3,058 178,498 SH   DFND   178,498 0 0
WATERSTONE FINL INC MD COM 94188P101 256 12,552 SH   DFND   12,552 0 0
WEBSTER FINL CORP CONN COM 947890109 770 13,970 SH   DFND   13,970 0 0
WELLS FARGO CO NEW COM 949746101 235,351 6,023,822 SH   DFND   6,023,822 0 0
WESBANCO INC COM 950810101 2,528 70,110 SH   DFND   70,110 0 0
WESTERN ALLIANCE BANCORP COM 957638109 10,277 108,821 SH   DFND   108,821 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 23,857 23,275,000 PRN   DFND   23,275,000 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 2,955 350,476 SH   DFND   350,476 0 0
WESTERN UN CO COM 959802109 11,527 467,449 SH   DFND   467,449 0 0
WHIRLPOOL CORP COM 963320106 19,046 86,435 SH   DFND   86,435 0 0
WHOLE EARTH BRANDS INC COM CL A 96684W100 6,505 498,843 SH   DFND   498,843 0 0
WILLIAMS COS INC COM 969457100 32,583 1,375,405 SH   DFND   1,375,405 0 0
WILLIAMS SONOMA INC COM 969904101 10,917 60,919 SH   DFND   60,919 0 0
WINNEBAGO INDS INC COM 974637100 7,493 97,674 SH   DFND   97,674 0 0
WINTRUST FINL CORP COM 97650W108 4,502 59,387 SH   DFND   59,387 0 0
WORLD FUEL SVCS CORP COM 981475106 5,472 155,454 SH   DFND   155,454 0 0
WSFS FINL CORP COM 929328102 4,278 85,927 SH   DFND   85,927 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,706 70,289 SH   DFND   70,289 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 24,165 150,954 SH   DFND   150,954 0 0
ZIONS BANCORPORATION N A COM 989701107 12,531 227,996 SH   DFND   227,996 0 0
ZOGENIX INC COM NEW 98978L204 798 40,901 SH   DFND   40,901 0 0
ZUMIEZ INC COM 989817101 453 10,560 SH   DFND   10,560 0 0