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
1847 GOEDEKER INC COM 28252C109 4,467 1,160,320 SH   DFND   1,160,320 0 0
3M CO COM 88579Y101 124,651 627,552 SH   DFND   627,552 0 0
AAR CORP COM 000361105 5,378 138,791 SH   DFND   138,791 0 0
ABBVIE INC COM 00287Y109 21,108 187,393 SH   DFND   187,393 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,766 28,142 SH   DFND   28,142 0 0
ACCO BRANDS CORP COM 00081T108 502 58,139 SH   DFND   58,139 0 0
ACUITY BRANDS INC COM 00508Y102 2,617 13,993 SH   DFND   13,993 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 21,911 106,808 SH   DFND   106,808 0 0
ADVANSIX INC COM 00773T101 589 19,732 SH   DFND   19,732 0 0
AECOM COM 00766T100 2,528 39,927 SH   DFND   39,927 0 0
AERCAP HOLDINGS NV SHS N00985106 31,111 607,519 SH   DFND   607,519 0 0
AERSALE CORPORATION COM 00810F106 3,602 289,100 SH   DFND   289,100 0 0
AES CORP COM 00130H105 18,967 727,527 SH   DFND   727,527 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 1,778 11,531 SH   DFND   11,531 0 0
AFLAC INC COM 001055102 40,785 760,067 SH   DFND   760,067 0 0
AGCO CORP COM 001084102 10,539 80,833 SH   DFND   80,833 0 0
AIR LEASE CORP CL A 00912X302 12,977 310,890 SH   DFND   310,890 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 1,840 240,880 SH   DFND   240,880 0 0
ALASKA AIR GROUP INC COM 011659109 2,217 36,763 SH   DFND   36,763 0 0
ALCOA CORP COM 013872106 29,452 799,463 SH   DFND   799,463 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 23,564 128,267 SH   DFND   128,267 0 0
ALLEGHANY CORP MD COM 017175100 7,909 11,857 SH   DFND   11,857 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 202 5,260 SH   DFND   5,260 0 0
ALLEGIANT TRAVEL CO COM 01748X102 3,056 15,753 SH   DFND   15,753 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 11,809 113,344 SH   DFND   113,344 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 15,196 382,392 SH   DFND   382,392 0 0
ALLSTATE CORP COM 020002101 51,204 392,546 SH   DFND   392,546 0 0
ALLY FINL INC COM 02005N100 24,706 495,704 SH   DFND   495,704 0 0
ALTRIA GROUP INC COM 02209S103 38,609 809,756 SH   DFND   809,756 0 0
AMAZON COM INC COM 023135106 5,848 1,700 SH   DFND   1,700 0 0
AMC NETWORKS INC CL A 00164V103 8,060 120,652 SH   DFND   120,652 0 0
AMCOR PLC ORD G0250X107 19,691 1,718,268 SH   DFND   1,718,268 0 0
AMDOCS LTD SHS G02602103 3,281 42,416 SH   DFND   42,416 0 0
AMERCO COM 023586100 13,193 22,384 SH   DFND   22,384 0 0
AMERICAN ELEC PWR CO INC COM 025537101 2,099 24,812 SH   DFND   24,812 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 7,260 224,624 SH   DFND   224,624 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 11,029 88,428 SH   DFND   88,428 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 6,717 82,229 SH   DFND   82,229 0 0
AMERICAS CAR-MART INC COM 03062T105 558 3,938 SH   DFND   3,938 0 0
AMERIS BANCORP COM 03076K108 4,590 90,659 SH   DFND   90,659 0 0
AMERISOURCEBERGEN CORP COM 03073E105 25,717 224,621 SH   DFND   224,621 0 0
AMGEN INC COM 031162100 6,441 26,425 SH   DFND   26,425 0 0
AMKOR TECHNOLOGY INC COM 031652100 22,551 952,718 SH   DFND   952,718 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 875 170,915 SH   DFND   170,915 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 5,130 532,120 SH   DFND   532,120 0 0
ANDERSONS INC COM 034164103 4,675 153,133 SH   DFND   153,133 0 0
ANI PHARMACEUTICALS INC COM 00182C103 475 13,540 SH   DFND   13,540 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 35,979 4,051,660 SH   DFND   4,051,660 0 0
ANTARES PHARMA INC COM 036642106 1,236 283,453 SH   DFND   283,453 0 0
ANTERO MIDSTREAM CORP COM 03676B102 22,964 2,210,233 SH   DFND   2,210,233 0 0
ANTHEM INC COM 036752103 126,771 332,034 SH   DFND   332,034 0 0
APOGEE ENTERPRISES INC COM 037598109 4,502 110,534 SH   DFND   110,534 0 0
APPLE INC COM 037833100 3,301 24,101 SH   DFND   24,101 0 0
APRIA INC COM 03836A101 1,848 65,996 SH   DFND   65,996 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 498 125,416 SH   DFND   125,416 0 0
ARCH CAP GROUP LTD ORD G0450A105 15,621 401,160 SH   DFND   401,160 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 36,989 610,384 SH   DFND   610,384 0 0
ARCHROCK INC COM 03957W106 225 25,260 SH   DFND   25,260 0 0
ARDELYX INC COM 039697107 1,153 152,156 SH   DFND   152,156 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 4,653 89,783 SH   DFND   89,783 0 0
ARISTA NETWORKS INC COM 040413106 40,715 112,376 SH   DFND   112,376 0 0
ARMSTRONG FLOORING INC COM 04238R106 94 15,199 SH   DFND   15,199 0 0
ARROW ELECTRS INC COM 042735100 16,033 140,847 SH   DFND   140,847 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 13,524 78,915 SH   DFND   78,915 0 0
ASSOCIATED BANC CORP COM 045487105 8,405 410,378 SH   DFND   410,378 0 0
ASSURANT INC COM 04621X108 7,823 50,090 SH   DFND   50,090 0 0
ASSURED GUARANTY LTD COM G0585R106 9,380 197,564 SH   DFND   197,564 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 28,305 472,541 SH   DFND   472,541 0 0
AT&T INC COM 00206R102 35,613 1,237,429 SH   DFND   1,237,429 0 0
ATKORE INC COM 047649108 4,607 64,887 SH   DFND   64,887 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 7,862 308,810 SH   DFND   308,810 0 0
ATLANTIC UN BANKSHARES CORP COM 04911A107 3,720 102,709 SH   DFND   102,709 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 8,007 117,558 SH   DFND   117,558 0 0
AUDACY INC CL A 05070N103 97 22,390 SH   DFND   22,390 0 0
AUTONATION INC COM 05329W102 14,776 155,849 SH   DFND   155,849 0 0
AUTOZONE INC COM 053332102 29,538 19,795 SH   DFND   19,795 0 0
AVISTA CORP COM 05379B107 4,087 95,783 SH   DFND   95,783 0 0
AVNET INC COM 053807103 16,291 406,468 SH   DFND   406,468 0 0
AXIS CAP HLDGS LTD SHS G0692U109 10,747 219,283 SH   DFND   219,283 0 0
AXOS FINANCIAL INC COM 05465C100 7,804 168,229 SH   DFND   168,229 0 0
B & G FOODS INC NEW COM 05508R106 3,213 97,945 SH   DFND   97,945 0 0
B. RILEY FINANCIAL INC COM 05580M108 2,762 36,578 SH   DFND   36,578 0 0
BANC OF CALIFORNIA INC COM 05990K106 359 20,496 SH   DFND   20,496 0 0
BANCO DE CHILE SPONSORED ADS 059520106 719 36,400 SH   DFND   36,400 0 0
BANCO SANTANDER S.A. ADR 05964H105 35,930 9,189,205 SH   DFND   9,189,205 0 0
BANCORP INC DEL COM 05969A105 570 24,788 SH   DFND   24,788 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 5,143 181,546 SH   DFND   181,546 0 0
BANK NEW YORK MELLON CORP COM 064058100 38,801 757,379 SH   DFND   757,379 0 0
BANK OZK COM 06417N103 14,162 335,918 SH   DFND   335,918 0 0
BANKUNITED INC COM 06652K103 7,245 169,701 SH   DFND   169,701 0 0
BANNER CORP COM NEW 06652V208 3,860 71,201 SH   DFND   71,201 0 0
BARNES & NOBLE ED INC COM 06777U101 89 12,363 SH   DFND   12,363 0 0
BARRICK GOLD CORP COM 067901108 1,981 95,800 SH   DFND   95,800 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 421 21,831 SH   DFND   21,831 0 0
BENCHMARK ELECTRS INC COM 08160H101 2,420 85,046 SH   DFND   85,046 0 0
BERKLEY W R CORP COM 084423102 11,376 152,840 SH   DFND   152,840 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 75,590 271,985 SH   DFND   271,985 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 1,825 66,596 SH   DFND   66,596 0 0
BERRY CORP COM 08579X101 223 33,156 SH   DFND   33,156 0 0
BERRY GLOBAL GROUP INC COM 08579W103 6,270 96,134 SH   DFND   96,134 0 0
BEST BUY INC COM 086516101 245 2,127 SH   DFND   2,127 0 0
BETTER CHOICE CO INC COM 08771Y303 2,688 625,000 SH   DFND   625,000 0 0
BIG LOTS INC COM 089302103 12,027 182,206 SH   DFND   182,206 0 0
BIO RAD LABS INC CL A 090572207 17,123 26,576 SH   DFND   26,576 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 606 169,256 SH   DFND   169,256 0 0
BIOGEN INC COM 09062X103 17,261 49,849 SH   DFND   49,849 0 0
BK OF AMERICA CORP COM 060505104 388,780 9,429,548 SH   DFND   9,429,548 0 0
BLOCK H & R INC COM 093671105 5,891 250,906 SH   DFND   250,906 0 0
BLUE BIRD CORP COM 095306106 1,611 64,800 SH   DFND   64,800 0 0
BOISE CASCADE CO DEL COM 09739D100 9,017 154,540 SH   DFND   154,540 0 0
BOK FINL CORP COM NEW 05561Q201 1,316 15,196 SH   DFND   15,196 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 690 14,649 SH   DFND   14,649 0 0
BP PLC SPONSORED ADR 055622104 46,707 1,767,869 SH   DFND   1,767,869 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 191 11,846 SH   DFND   11,846 0 0
BRIGHAM MINERALS INC CL A COM 10918L103 224 10,530 SH   DFND   10,530 0 0
BRIGHTHOUSE FINL INC COM 10922N103 11,177 245,431 SH   DFND   245,431 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 5,289 225,731 SH   DFND   225,731 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 38,866 581,653 SH   DFND   581,653 0 0
BROADCOM INC COM 11135F101 142,937 299,758 SH   DFND   299,758 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 1,451 97,077 SH   DFND   97,077 0 0
BRUNSWICK CORP COM 117043109 8,445 84,776 SH   DFND   84,776 0 0
BRYN MAWR BK CORP COM 117665109 263 6,231 SH   DFND   6,231 0 0
BUCKLE INC COM 118440106 3,106 62,442 SH   DFND   62,442 0 0
BUNGE LIMITED COM G16962105 11,983 153,327 SH   DFND   153,327 0 0
BYLINE BANCORP INC COM 124411109 292 12,884 SH   DFND   12,884 0 0
CACI INTL INC CL A 127190304 3,311 13,049 SH   DFND   13,049 0 0
CACTUS INC CL A 127203107 1,267 34,516 SH   DFND   34,516 0 0
CADENCE BANCORPORATION CL A 12739A100 2,646 126,701 SH   DFND   126,701 0 0
CAMDEN NATL CORP COM 133034108 265 5,551 SH   DFND   5,551 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 7,380 180,041 SH   DFND   180,041 0 0
CANADIAN NAT RES LTD COM 136385101 61,775 1,701,989 SH   DFND   1,701,989 0 0
CAPITAL ONE FINL CORP COM 14040H105 73,745 476,728 SH   DFND   476,728 0 0
CAPITOL FED FINL INC COM 14057J101 3,327 282,453 SH   DFND   282,453 0 0
CARLISLE COS INC COM 142339100 2,354 12,299 SH   DFND   12,299 0 0
CARMAX INC COM 143130102 10,615 82,195 SH   DFND   82,195 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 7,587 188,636 SH   DFND   188,636 0 0
CASEYS GEN STORES INC COM 147528103 7,720 39,662 SH   DFND   39,662 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 2,010 349,628 SH   DFND   349,628 0 0
CATERPILLAR INC COM 149123101 12,171 55,923 SH   DFND   55,923 0 0
CATHAY GEN BANCORP COM 149150104 6,455 163,991 SH   DFND   163,991 0 0
CBRE GROUP INC CL A 12504L109 31,411 366,394 SH   DFND   366,394 0 0
CDW CORP COM 12514G108 27,190 155,685 SH   DFND   155,685 0 0
CELANESE CORP DEL COM 150870103 31,027 204,663 SH   DFND   204,663 0 0
CENTENE CORP DEL COM 15135B101 32,331 443,316 SH   DFND   443,316 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 7,007 268,883 SH   DFND   268,883 0 0
CENTURY CMNTYS INC COM 156504300 8,807 132,362 SH   DFND   132,362 0 0
CF INDS HLDGS INC COM 125269100 6,871 133,552 SH   DFND   133,552 0 0
CHEFS WHSE INC COM 163086101 7,689 241,578 SH   DFND   241,578 0 0
CHENIERE ENERGY INC COM NEW 16411R208 23,906 275,605 SH   DFND   275,605 0 0
CHEVRON CORP NEW COM 166764100 38,969 372,057 SH   DFND   372,057 0 0
CHIASMA INC COM 16706W102 625 132,088 SH   DFND   132,088 0 0
CHUBB LIMITED COM H1467J104 60,666 381,693 SH   DFND   381,693 0 0
CIGNA CORP NEW COM 125523100 104,842 442,239 SH   DFND   442,239 0 0
CIMPRESS PLC SHS EURO G2143T103 2,939 27,111 SH   DFND   27,111 0 0
CINCINNATI FINL CORP COM 172062101 15,947 136,747 SH   DFND   136,747 0 0
CISCO SYS INC COM 17275R102 170,559 3,218,098 SH   DFND   3,218,098 0 0
CITIGROUP INC COM NEW 172967424 178,468 2,522,519 SH   DFND   2,522,519 0 0
CITIZENS FINL GROUP INC COM 174610105 68,329 1,489,632 SH   DFND   1,489,632 0 0
CNO FINL GROUP INC COM 12621E103 7,927 335,613 SH   DFND   335,613 0 0
CNX RES CORP COM 12653C108 14,223 1,041,191 SH   DFND   1,041,191 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 17,712 255,732 SH   DFND   255,732 0 0
COHERENT INC COM 192479103 3,775 14,279 SH   DFND   14,279 0 0
COHERUS BIOSCIENCES INC COM 19249H103 1,049 75,819 SH   DFND   75,819 0 0
COHU INC COM 192576106 4,877 132,563 SH   DFND   132,563 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 1,861 78,737 SH   DFND   78,737 0 0
COLUMBIA BKG SYS INC COM 197236102 5,939 154,032 SH   DFND   154,032 0 0
COMCAST CORP NEW CL A 20030N101 226,001 3,963,533 SH   DFND   3,963,533 0 0
COMERICA INC COM 200340107 40,864 572,813 SH   DFND   572,813 0 0
COMMERCE BANCSHARES INC COM 200525103 7,325 98,238 SH   DFND   98,238 0 0
COMMERCIAL METALS CO COM 201723103 17,036 554,560 SH   DFND   554,560 0 0
CONNECTONE BANCORP INC COM 20786W107 8,147 311,313 SH   DFND   311,313 0 0
CONNS INC COM 208242107 521 20,436 SH   DFND   20,436 0 0
CONOCOPHILLIPS COM 20825C104 15,430 253,365 SH   DFND   253,365 0 0
CONSOL ENERGY INC NEW COM 20854L108 231 12,507 SH   DFND   12,507 0 0
CONTINENTAL RES INC COM 212015101 15,192 399,474 SH   DFND   399,474 0 0
COOPER STD HLDGS INC COM 21676P103 203 6,986 SH   DFND   6,986 0 0
CORE LABORATORIES N V COM N22717107 4,809 123,465 SH   DFND   123,465 0 0
CORNERSTONE BLDG BRANDS INC COM 21925D109 8,976 493,714 SH   DFND   493,714 0 0
CORTEVA INC COM 22052L104 57,563 1,297,936 SH   DFND   1,297,936 0 0
COWEN INC CL A NEW 223622606 507 12,354 SH   DFND   12,354 0 0
CREDIT ACCEP CORP MICH COM 225310101 2,629 5,789 SH   DFND   5,789 0 0
CROWN HLDGS INC COM 228368106 48,982 479,226 SH   DFND   479,226 0 0
CSG SYS INTL INC COM 126349109 1,874 39,727 SH   DFND   39,727 0 0
CULLEN FROST BANKERS INC COM 229899109 5,071 45,279 SH   DFND   45,279 0 0
CUMMINS INC COM 231021106 39,464 161,862 SH   DFND   161,862 0 0
CVS HEALTH CORP COM 126650100 165,914 1,988,427 SH   DFND   1,988,427 0 0
D R HORTON INC COM 23331A109 76,899 850,934 SH   DFND   850,934 0 0
DAKTRONICS INC COM 234264109 122 18,560 SH   DFND   18,560 0 0
DANA INC COM 235825205 10,065 423,631 SH   DFND   423,631 0 0
DANIMER SCIENTIFIC INC COM CL A 236272100 1,160 46,300 SH   DFND   46,300 0 0
DARLING INGREDIENTS INC COM 237266101 7,312 108,320 SH   DFND   108,320 0 0
DAVITA INC COM 23918K108 27,445 227,890 SH   DFND   227,890 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,414 55,800 SH   DFND   55,800 0 0
DELUXE CORP COM 248019101 7,185 150,412 SH   DFND   150,412 0 0
DICKS SPORTING GOODS INC COM 253393102 5,061 50,514 SH   DFND   50,514 0 0
DIGI INTL INC COM 253798102 330 16,411 SH   DFND   16,411 0 0
DILLARDS INC CL A 254067101 11,368 62,848 SH   DFND   62,848 0 0
DISCOVER FINL SVCS COM 254709108 27,752 234,608 SH   DFND   234,608 0 0
DISCOVERY INC COM SER A 25470F104 4,218 137,495 SH   DFND   137,495 0 0
DISCOVERY INC COM SER C 25470F302 2 78 SH   DFND   78 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 91,686 89,625,000 PRN   DFND   89,625,000 0 0
DISNEY WALT CO COM 254687106 5,787 32,925 SH   DFND   32,925 0 0
DOLLAR TREE INC COM 256746108 25,452 255,794 SH   DFND   255,794 0 0
DOMINION ENERGY INC COM 25746U109 10,444 141,955 SH   DFND   141,955 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 479 14,518 SH   DFND   14,518 0 0
DONNELLEY R R & SONS CO COM 257867200 119 18,979 SH   DFND   18,979 0 0
DOVER CORP COM 260003108 23,454 155,740 SH   DFND   155,740 0 0
DRIL-QUIP INC COM 262037104 4,298 127,041 SH   DFND   127,041 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,452 24,841 SH   DFND   24,841 0 0
DUPONT DE NEMOURS INC COM 26614N102 87,216 1,126,675 SH   DFND   1,126,675 0 0
DXC TECHNOLOGY CO COM 23355L106 27,276 700,473 SH   DFND   700,473 0 0
EARTHSTONE ENERGY INC CL A 27032D304 177 16,009 SH   DFND   16,009 0 0
EAST WEST BANCORP INC COM 27579R104 13,483 188,080 SH   DFND   188,080 0 0
EASTMAN CHEM CO COM 277432100 44,949 385,000 SH   DFND   385,000 0 0
EBAY INC. COM 278642103 52,587 748,995 SH   DFND   748,995 0 0
EDGEWELL PERS CARE CO COM 28035Q102 11,073 252,243 SH   DFND   252,243 0 0
EMERSON ELEC CO COM 291011104 41,910 435,471 SH   DFND   435,471 0 0
ENOVA INTL INC COM 29357K103 2,655 77,615 SH   DFND   77,615 0 0
ENSTAR GROUP LIMITED SHS G3075P101 12,545 52,508 SH   DFND   52,508 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 2,241 48,300 SH   DFND   48,300 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 168 25,140 SH   DFND   25,140 0 0
EOG RES INC COM 26875P101 53,214 637,748 SH   DFND   637,748 0 0
EQT CORP COM 26884L109 24,742 1,111,517 SH   DFND   1,111,517 0 0
EQUITABLE HLDGS INC COM 29452E101 11,655 382,772 SH   DFND   382,772 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 31,293 1,194,384 SH   DFND   1,194,384 0 0
ESSENT GROUP LTD COM G3198U102 32,778 729,216 SH   DFND   729,216 0 0
EVERCORE INC CLASS A 29977A105 9,654 68,578 SH   DFND   68,578 0 0
EVEREST RE GROUP LTD COM G3223R108 9,859 39,123 SH   DFND   39,123 0 0
EVERGY INC COM 30034W106 10,534 174,315 SH   DFND   174,315 0 0
EVOLUS INC COM 30052C107 1,378 108,896 SH   DFND   108,896 0 0
EXELON CORP COM 30161N101 49,793 1,123,745 SH   DFND   1,123,745 0 0
EXPEDITORS INTL WASH INC COM 302130109 6,191 48,900 SH   DFND   48,900 0 0
EXXON MOBIL CORP COM 30231G102 225,654 3,577,263 SH   DFND   3,577,263 0 0
F N B CORP COM 302520101 5,121 415,337 SH   DFND   415,337 0 0
FACEBOOK INC CL A 30303M102 38,774 111,512 SH   DFND   111,512 0 0
FB FINL CORP COM 30257X104 2,297 61,554 SH   DFND   61,554 0 0
FEDERATED HERMES INC CL B 314211103 8,684 256,084 SH   DFND   256,084 0 0
FEDEX CORP COM 31428X106 31,055 104,095 SH   DFND   104,095 0 0
FIFTH THIRD BANCORP COM 316773100 27,296 714,004 SH   DFND   714,004 0 0
FIRST AMERN FINL CORP COM 31847R102 4,855 77,871 SH   DFND   77,871 0 0
FIRST BANCORP N C COM 318910106 819 20,031 SH   DFND   20,031 0 0
FIRST BANCORP P R COM NEW 318672706 11,197 939,350 SH   DFND   939,350 0 0
FIRST BUSEY CORP COM NEW 319383204 1,691 68,583 SH   DFND   68,583 0 0
FIRST BUSINESS FINL SVCS INC COM 319390100 2,033 75,116 SH   DFND   75,116 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 1,681 119,458 SH   DFND   119,458 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 2,004 2,407 SH   DFND   2,407 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 1,711 112,946 SH   DFND   112,946 0 0
FIRST FINL BANCORP OH COM 320209109 2,990 126,524 SH   DFND   126,524 0 0
FIRST FINL CORP IND COM 320218100 231 5,649 SH   DFND   5,649 0 0
FIRST HAWAIIAN INC COM 32051X108 4,806 169,596 SH   DFND   169,596 0 0
FIRST INTERNET BANCORP COM 320557101 6,077 196,155 SH   DFND   196,155 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 2,261 54,057 SH   DFND   54,057 0 0
FIRST MERCHANTS CORP COM 320817109 2,944 70,654 SH   DFND   70,654 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 4,911 247,671 SH   DFND   247,671 0 0
FIRST NORTHWEST BANCORP COM 335834107 3,038 173,132 SH   DFND   173,132 0 0
FIRST SOLAR INC COM 336433107 4,718 52,128 SH   DFND   52,128 0 0
FIRSTENERGY CORP COM 337932107 60,318 1,621,011 SH   DFND   1,621,011 0 0
FIVE STAR SENIOR LIVING INC COM NEW 33832D205 67 11,612 SH   DFND   11,612 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 8,365 197,902 SH   DFND   197,902 0 0
FLEXION THERAPEUTICS INC COM 33938J106 580 70,499 SH   DFND   70,499 0 0
FMC CORP COM NEW 302491303 15,236 140,810 SH   DFND   140,810 0 0
FONAR CORP COM NEW 344437405 1,723 97,452 SH   DFND   97,452 0 0
FORD MTR CO DEL COM 345370860 63,470 4,271,229 SH   DFND   4,271,229 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 15,156 152,154 SH   DFND   152,154 0 0
FOSSIL GROUP INC COM 34988V106 438 30,681 SH   DFND   30,681 0 0
FOX CORP CL A COM 35137L105 22,542 607,110 SH   DFND   607,110 0 0
FOX CORP CL B COM 35137L204 2 62 SH   DFND   62 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 6,150 1,169,247 SH   DFND   1,169,247 0 0
FRANKS INTL N V COM N33462107 3,640 1,201,426 SH   DFND   1,201,426 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,161 65,727 SH   DFND   65,727 0 0
FULTON FINL CORP PA COM 360271100 3,336 211,428 SH   DFND   211,428 0 0
G III APPAREL GROUP LTD COM 36237H101 6,242 189,943 SH   DFND   189,943 0 0
GATX CORP COM 361448103 3,793 42,873 SH   DFND   42,873 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 554 29,344 SH   DFND   29,344 0 0
GENERAL DYNAMICS CORP COM 369550108 58,704 311,823 SH   DFND   311,823 0 0
GENERAL MTRS CO COM 37045V100 204,665 3,458,926 SH   DFND   3,458,926 0 0
GENESCO INC COM 371532102 227 3,568 SH   DFND   3,568 0 0
GENPACT LIMITED SHS G3922B107 9,279 204,240 SH   DFND   204,240 0 0
GENTEX CORP COM 371901109 6,841 206,740 SH   DFND   206,740 0 0
GENUINE PARTS CO COM 372460105 19,696 155,740 SH   DFND   155,740 0 0
GENWORTH FINL INC COM CL A 37247D106 5,112 1,310,655 SH   DFND   1,310,655 0 0
GEOPARK LTD USD SHS G38327105 5,686 474,804 SH   DFND   474,804 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 39,891 1,001,787 SH   DFND   1,001,787 0 0
GLOBE LIFE INC COM 37959E102 7,480 78,528 SH   DFND   78,528 0 0
GLOBUS MED INC CL A 379577208 2,779 35,847 SH   DFND   35,847 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 153,149 403,523 SH   DFND   403,523 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 16,086 937,942 SH   DFND   937,942 0 0
GRAFTECH INTL LTD COM 384313508 12,194 1,049,401 SH   DFND   1,049,401 0 0
GRAHAM HLDGS CO COM CL B 384637104 10,056 15,864 SH   DFND   15,864 0 0
GRAY TELEVISION INC COM 389375106 3,179 135,869 SH   DFND   135,869 0 0
GREAT SOUTHN BANCORP INC COM 390905107 242 4,499 SH   DFND   4,499 0 0
GREEN BRICK PARTNERS INC COM 392709101 4,390 193,052 SH   DFND   193,052 0 0
GREEN PLAINS INC COM 393222104 843 25,069 SH   DFND   25,069 0 0
GREENBRIER COS INC COM 393657101 6,612 151,721 SH   DFND   151,721 0 0
GRIFFON CORP COM 398433102 5,058 197,351 SH   DFND   197,351 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 11,560 74,857 SH   DFND   74,857 0 0
HAEMONETICS CORP MASS COM 405024100 22,595 339,055 SH   DFND   339,055 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 5,019 112,946 SH   DFND   112,946 0 0
HANESBRANDS INC COM 410345102 3,354 179,661 SH   DFND   179,661 0 0
HARBORONE BANCORP INC NEW COM NEW 41165Y100 7,204 502,363 SH   DFND   502,363 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 18,885 304,739 SH   DFND   304,739 0 0
HAWAIIAN HOLDINGS INC COM 419879101 4,739 194,452 SH   DFND   194,452 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 10,563 298,571 SH   DFND   298,571 0 0
HCA HEALTHCARE INC COM 40412C101 76,303 369,076 SH   DFND   369,076 0 0
HEARTLAND FINL USA INC COM 42234Q102 2,775 59,056 SH   DFND   59,056 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 228 39,958 SH   DFND   39,958 0 0
HELMERICH & PAYNE INC COM 423452101 13,824 423,666 SH   DFND   423,666 0 0
HENRY SCHEIN INC COM 806407102 8,153 109,889 SH   DFND   109,889 0 0
HERITAGE FINL CORP WASH COM 42722X106 1,948 77,877 SH   DFND   77,877 0 0
HERITAGE INSURANCE HLDGS INC COM 42727J102 2,316 269,880 SH   DFND   269,880 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 20,575 1,411,182 SH   DFND   1,411,182 0 0
HIBBETT INC COM 428567101 936 10,439 SH   DFND   10,439 0 0
HILL INTL INC COM 431466101 58 23,320 SH   DFND   23,320 0 0
HILLTOP HOLDINGS INC COM 432748101 9,250 254,109 SH   DFND   254,109 0 0
HOLLYFRONTIER CORP COM 436106108 7,438 226,070 SH   DFND   226,070 0 0
HOME BANCSHARES INC COM 436893200 11,486 465,381 SH   DFND   465,381 0 0
HOME DEPOT INC COM 437076102 99,725 312,724 SH   DFND   312,724 0 0
HOMESTREET INC COM 43785V102 9,021 221,426 SH   DFND   221,426 0 0
HOOKER FURNITURE CORP COM 439038100 248 7,172 SH   DFND   7,172 0 0
HOPE BANCORP INC COM 43940T109 2,279 160,722 SH   DFND   160,722 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 4,356 116,406 SH   DFND   116,406 0 0
HORIZON BANCORP INC COM 440407104 6,678 383,120 SH   DFND   383,120 0 0
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 409 3,849 SH   DFND   3,849 0 0
HOWARD HUGHES CORP COM 44267D107 6,285 64,488 SH   DFND   64,488 0 0
HOWMET AEROSPACE INC COM 443201108 10,591 307,250 SH   DFND   307,250 0 0
HP INC COM 40434L105 42,627 1,411,966 SH   DFND   1,411,966 0 0
HUBBELL INC COM 443510607 10,976 58,744 SH   DFND   58,744 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 6,496 30,822 SH   DFND   30,822 0 0
HUNTSMAN CORP COM 447011107 47,078 1,775,207 SH   DFND   1,775,207 0 0
HYATT HOTELS CORP COM CL A 448579102 3,347 43,115 SH   DFND   43,115 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 6,265 85,843 SH   DFND   85,843 0 0
ICHOR HOLDINGS SHS G4740B105 9,907 184,139 SH   DFND   184,139 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 8,971 121,266 SH   DFND   121,266 0 0
INGLES MKTS INC CL A 457030104 3,841 65,915 SH   DFND   65,915 0 0
INGREDION INC COM 457187102 56,971 629,510 SH   DFND   629,510 0 0
INMODE LTD SHS M5425M103 9,200 97,170 SH   DFND   97,170 0 0
INTEL CORP COM 458140100 172,547 3,073,513 SH   DFND   3,073,513 0 0
INTERFACE INC COM 458665304 329 21,521 SH   DFND   21,521 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 6,433 149,819 SH   DFND   149,819 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 99,988 682,096 SH   DFND   682,096 0 0
INTERNATIONAL PAPER CO COM 460146103 26,402 430,627 SH   DFND   430,627 0 0
INTERPUBLIC GROUP COS INC COM 460690100 8,012 246,601 SH   DFND   246,601 0 0
INTRA-CELLULAR THERAPIES INC COM 46116X101 7,983 195,560 SH   DFND   195,560 0 0
INVESCO LTD SHS G491BT108 7,101 265,669 SH   DFND   265,669 0 0
INVESTORS BANCORP INC NEW COM 46146L101 7,431 521,082 SH   DFND   521,082 0 0
IROBOT CORP COM 462726100 1,864 19,963 SH   DFND   19,963 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 252 2,189 SH   DFND   2,189 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 38,883 245,130 SH   DFND   245,130 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 12,082 72,884 SH   DFND   72,884 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 855 142,300 SH   DFND   142,300 0 0
ITT INC COM 45073V108 8,572 93,586 SH   DFND   93,586 0 0
J & J SNACK FOODS CORP COM 466032109 1,805 10,352 SH   DFND   10,352 0 0
J2 GLOBAL INC COM 48123V102 2,656 19,311 SH   DFND   19,311 0 0
JABIL INC COM 466313103 9,444 162,484 SH   DFND   162,484 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 35,754 201,270 SH   DFND   201,270 0 0
JEFFERIES FINL GROUP INC COM 47233W109 11,459 335,071 SH   DFND   335,071 0 0
JELD-WEN HLDG INC COM 47580P103 1,322 50,324 SH   DFND   50,324 0 0
JETBLUE AWYS CORP COM 477143101 7,107 423,521 SH   DFND   423,521 0 0
JOHNSON & JOHNSON COM 478160104 324,593 1,970,334 SH   DFND   1,970,334 0 0
JONES LANG LASALLE INC COM 48020Q107 10,920 55,869 SH   DFND   55,869 0 0
JPMORGAN CHASE & CO COM 46625H100 457,770 2,943,104 SH   DFND   2,943,104 0 0
JUNIPER NETWORKS INC COM 48203R104 62,822 2,296,968 SH   DFND   2,296,968 0 0
KB HOME COM 48666K109 14,592 358,358 SH   DFND   358,358 0 0
KEARNY FINL CORP MD COM 48716P108 184 15,409 SH   DFND   15,409 0 0
KELLY SVCS INC CL A 488152208 609 25,402 SH   DFND   25,402 0 0
KEYCORP COM 493267108 20,312 983,643 SH   DFND   983,643 0 0
KIMBALL ELECTRONICS INC COM 49428J109 319 14,692 SH   DFND   14,692 0 0
KINDER MORGAN INC DEL COM 49456B101 37,906 2,079,326 SH   DFND   2,079,326 0 0
KKR & CO INC COM 48251W104 31,872 538,015 SH   DFND   538,015 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 3,586 78,885 SH   DFND   78,885 0 0
KNOLL INC COM NEW 498904200 6,227 239,607 SH   DFND   239,607 0 0
KOHLS CORP COM 500255104 2,871 52,102 SH   DFND   52,102 0 0
KOPPERS HOLDINGS INC COM 50060P106 282 8,713 SH   DFND   8,713 0 0
KRAFT HEINZ CO COM 500754106 42,172 1,034,131 SH   DFND   1,034,131 0 0
KROGER CO COM 501044101 60,909 1,589,905 SH   DFND   1,589,905 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 33,685 155,840 SH   DFND   155,840 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 29,539 107,084 SH   DFND   107,084 0 0
LAWSON PRODS INC COM 520776105 2,549 47,639 SH   DFND   47,639 0 0
LAZARD LTD SHS A G54050102 13,223 292,211 SH   DFND   292,211 0 0
LEAR CORP COM NEW 521865204 8,994 51,313 SH   DFND   51,313 0 0
LENNAR CORP CL A 526057104 44,124 444,125 SH   DFND   444,125 0 0
LGI HOMES INC COM 50187T106 15,866 97,972 SH   DFND   97,972 0 0
LINCOLN NATL CORP IND COM 534187109 12,571 200,045 SH   DFND   200,045 0 0
LKQ CORP COM 501889208 16,349 332,165 SH   DFND   332,165 0 0
LOEWS CORP COM 540424108 12,391 226,739 SH   DFND   226,739 0 0
LOUISIANA PAC CORP COM 546347105 935 15,510 SH   DFND   15,510 0 0
LOWES COS INC COM 548661107 165,186 851,605 SH   DFND   851,605 0 0
LPL FINL HLDGS INC COM 50212V100 9,027 66,877 SH   DFND   66,877 0 0
LUMEN TECHNOLOGIES INC COM 550241103 11,504 846,484 SH   DFND   846,484 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 37,672 366,211 SH   DFND   366,211 0 0
M & T BK CORP COM 55261F104 15,234 104,840 SH   DFND   104,840 0 0
M D C HLDGS INC COM 552676108 14,453 285,626 SH   DFND   285,626 0 0
M/I HOMES INC COM 55305B101 7,771 132,456 SH   DFND   132,456 0 0
MAGNA INTL INC COM 559222401 38,991 421,198 SH   DFND   421,198 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 87 19,038 SH   DFND   19,038 0 0
MANITOWOC CO INC COM NEW 563571405 9,808 400,318 SH   DFND   400,318 0 0
MANPOWERGROUP INC WIS COM 56418H100 4,506 37,892 SH   DFND   37,892 0 0
MARATHON OIL CORP COM 565849106 13,408 984,468 SH   DFND   984,468 0 0
MARCUS CORP DEL COM 566330106 207 9,736 SH   DFND   9,736 0 0
MARINEMAX INC COM 567908108 2,081 42,697 SH   DFND   42,697 0 0
MARKEL CORP COM 570535104 13,100 11,039 SH   DFND   11,039 0 0
MARVELL TECHNOLOGY INC COM 573874104 24,779 424,805 SH   DFND   424,805 0 0
MASCO CORP COM 574599106 16,775 284,753 SH   DFND   284,753 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 3,426 130,331 SH   DFND   130,331 0 0
MATSON INC COM 57686G105 10,918 170,589 SH   DFND   170,589 0 0
MAYVILLE ENGR CO INC COM 578605107 284 14,098 SH   DFND   14,098 0 0
MCKESSON CORP COM 58155Q103 33,758 176,520 SH   DFND   176,520 0 0
MEDTRONIC PLC SHS G5960L103 25,843 208,197 SH   DFND   208,197 0 0
MERCK & CO INC COM 58933Y105 2,804 36,052 SH   DFND   36,052 0 0
MERCURY GENL CORP NEW COM 589400100 9,307 143,294 SH   DFND   143,294 0 0
MESA AIR GROUP INC COM NEW 590479135 136 14,621 SH   DFND   14,621 0 0
META FINL GROUP INC COM 59100U108 3,288 64,932 SH   DFND   64,932 0 0
METHODE ELECTRS INC COM 591520200 7,311 148,567 SH   DFND   148,567 0 0
METLIFE INC COM 59156R108 49,027 819,170 SH   DFND   819,170 0 0
MGIC INVT CORP WIS COM 552848103 11,954 878,997 SH   DFND   878,997 0 0
MICRON TECHNOLOGY INC COM 595112103 142,809 1,680,505 SH   DFND   1,680,505 0 0
MILLER INDS INC TENN COM NEW 600551204 246 6,241 SH   DFND   6,241 0 0
MINERALS TECHNOLOGIES INC COM 603158106 6,965 88,534 SH   DFND   88,534 0 0
MKS INSTRS INC COM 55306N104 7,505 42,173 SH   DFND   42,173 0 0
MOHAWK INDS INC COM 608190104 25,503 132,698 SH   DFND   132,698 0 0
MOLINA HEALTHCARE INC COM 60855R100 25,165 99,444 SH   DFND   99,444 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 37,609 700,486 SH   DFND   700,486 0 0
MORGAN STANLEY COM NEW 617446448 40,564 442,404 SH   DFND   442,404 0 0
MOSAIC CO NEW COM 61945C103 18,962 594,243 SH   DFND   594,243 0 0
MR COOPER GROUP INC COM 62482R107 7,654 231,509 SH   DFND   231,509 0 0
MURPHY OIL CORP COM 626717102 14,115 606,293 SH   DFND   606,293 0 0
NABORS INDUSTRIES LTD SHS G6359F137 350 3,064 SH   DFND   3,064 0 0
NATIONAL BK HLDGS CORP CL A 633707104 1,728 45,794 SH   DFND   45,794 0 0
NAVIENT CORPORATION COM 63938C108 9,027 466,999 SH   DFND   466,999 0 0
NBT BANCORP INC COM 628778102 2,033 56,533 SH   DFND   56,533 0 0
NELNET INC CL A 64031N108 4,911 65,275 SH   DFND   65,275 0 0
NETAPP INC COM 64110D104 20,015 244,621 SH   DFND   244,621 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 35 10,852 SH   DFND   10,852 0 0
NEW HOME CO INC COM 645370107 75 12,777 SH   DFND   12,777 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 29,708 2,695,860 SH   DFND   2,695,860 0 0
NEWELL BRANDS INC COM 651229106 12,730 463,411 SH   DFND   463,411 0 0
NEWMONT CORP COM 651639106 79,185 1,249,367 SH   DFND   1,249,367 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 130 37,454 SH   DFND   37,454 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 4,726 31,961 SH   DFND   31,961 0 0
NEXTERA ENERGY INC COM 65339F101 5,504 75,110 SH   DFND   75,110 0 0
NISOURCE INC COM 65473P105 45,115 1,841,427 SH   DFND   1,841,427 0 0
NMI HLDGS INC CL A 629209305 4,965 220,872 SH   DFND   220,872 0 0
NN INC COM 629337106 76 10,290 SH   DFND   10,290 0 0
NORTHERN TR CORP COM 665859104 20,571 177,917 SH   DFND   177,917 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 4,480 328,448 SH   DFND   328,448 0 0
NORTONLIFELOCK INC COM 668771108 12,010 441,208 SH   DFND   441,208 0 0
NUCOR CORP COM 670346105 48,015 500,521 SH   DFND   500,521 0 0
NVR INC COM 62944T105 14,582 2,932 SH   DFND   2,932 0 0
OCEANFIRST FINL CORP COM 675234108 1,524 73,132 SH   DFND   73,132 0 0
OFG BANCORP COM 67103X102 510 23,062 SH   DFND   23,062 0 0
O-I GLASS INC COM 67098H104 8,894 544,636 SH   DFND   544,636 0 0
OIL STS INTL INC COM 678026105 198 25,286 SH   DFND   25,286 0 0
OLD NATL BANCORP IND COM 680033107 8,191 465,132 SH   DFND   465,132 0 0
OLD REP INTL CORP COM 680223104 4,165 167,220 SH   DFND   167,220 0 0
OLD SECOND BANCORP INC ILL COM 680277100 6,157 496,494 SH   DFND   496,494 0 0
OLYMPIC STEEL INC COM 68162K106 4,728 160,873 SH   DFND   160,873 0 0
OMNICOM GROUP INC COM 681919106 47,572 594,721 SH   DFND   594,721 0 0
ONEMAIN HLDGS INC COM 68268W103 10,041 167,597 SH   DFND   167,597 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 282 5,541 SH   DFND   5,541 0 0
ORACLE CORP COM 68389X105 262,924 3,377,755 SH   DFND   3,377,755 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 44,336 78,303 SH   DFND   78,303 0 0
ORION GROUP HLDGS INC COM 68628V308 72 12,590 SH   DFND   12,590 0 0
OSHKOSH CORP COM 688239201 6,242 50,080 SH   DFND   50,080 0 0
OWENS CORNING NEW COM 690742101 11,554 118,017 SH   DFND   118,017 0 0
PACCAR INC COM 693718108 26,259 294,213 SH   DFND   294,213 0 0
PACIFIC PREMIER BANCORP COM 69478X105 3,014 71,278 SH   DFND   71,278 0 0
PACKAGING CORP AMER COM 695156109 13,946 102,984 SH   DFND   102,984 0 0
PACWEST BANCORP DEL COM 695263103 9,145 222,175 SH   DFND   222,175 0 0
PARKE BANCORP INC COM 700885106 2,425 123,954 SH   DFND   123,954 0 0
PARKER-HANNIFIN CORP COM 701094104 29,804 97,048 SH   DFND   97,048 0 0
PATTERSON-UTI ENERGY INC COM 703481101 7,358 740,258 SH   DFND   740,258 0 0
PBF ENERGY INC CL A 69318G106 7,222 471,994 SH   DFND   471,994 0 0
PDC ENERGY INC COM 69327R101 15,705 342,974 SH   DFND   342,974 0 0
PDL CMNTY BANCORP COM 69290X101 1,666 121,996 SH   DFND   121,996 0 0
PEABODY ENGR CORP COM 704551100 188 23,720 SH   DFND   23,720 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 12,504 202,590 SH   DFND   202,590 0 0
PENTAIR PLC SHS G7S00T104 12,238 181,335 SH   DFND   181,335 0 0
PEOPLES BANCORP INC COM 709789101 205 6,923 SH   DFND   6,923 0 0
PERKINELMER INC COM 714046109 13,164 85,255 SH   DFND   85,255 0 0
PFIZER INC COM 717081103 32,694 834,884 SH   DFND   834,884 0 0
PHILIP MORRIS INTL INC COM 718172109 130,475 1,316,471 SH   DFND   1,316,471 0 0
PHILLIPS 66 COM 718546104 32,018 373,080 SH   DFND   373,080 0 0
PHOTRONICS INC COM 719405102 134 10,140 SH   DFND   10,140 0 0
PINNACLE WEST CAP CORP COM 723484101 5,309 64,766 SH   DFND   64,766 0 0
PIONEER BANCORP INC MD COM 723561106 2,191 182,295 SH   DFND   182,295 0 0
PIPER SANDLER COMPANIES COM 724078100 5,225 40,327 SH   DFND   40,327 0 0
PLANET FITNESS INC CL A 72703H101 1,706 22,890 SH   DFND   22,890 0 0
PNC FINL SVCS GROUP INC COM 693475105 68,619 359,715 SH   DFND   359,715 0 0
POLARIS INC COM 731068102 7,055 51,512 SH   DFND   51,512 0 0
POPULAR INC COM NEW 733174700 36,302 483,708 SH   DFND   483,708 0 0
POWELL INDS INC COM 739128106 7,490 242,005 SH   DFND   242,005 0 0
POWERFLEET INC COM 73931J109 3,591 498,774 SH   DFND   498,774 0 0
PPL CORP COM 69351T106 32,099 1,147,619 SH   DFND   1,147,619 0 0
PRICE T ROWE GROUP INC COM 74144T108 38,248 193,201 SH   DFND   193,201 0 0
PRIMORIS SVCS CORP COM 74164F103 6,589 223,871 SH   DFND   223,871 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 14,825 234,602 SH   DFND   234,602 0 0
PROASSURANCE CORP COM 74267C106 3,181 139,845 SH   DFND   139,845 0 0
PROCTER AND GAMBLE CO COM 742718109 9,848 72,985 SH   DFND   72,985 0 0
PROGRESSIVE CORP COM 743315103 52,974 539,398 SH   DFND   539,398 0 0
PROPETRO HLDG CORP COM 74347M108 387 42,198 SH   DFND   42,198 0 0
PROVIDENT FINL SVCS INC COM 74386T105 4,611 201,427 SH   DFND   201,427 0 0
PRUDENTIAL FINL INC COM 744320102 34,522 336,901 SH   DFND   336,901 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 34,230 572,977 SH   DFND   572,977 0 0
PULTE GROUP INC COM 745867101 77,326 1,417,003 SH   DFND   1,417,003 0 0
PURPLE INNOVATION INC COM 74640Y106 5,165 195,559 SH   DFND   195,559 0 0
PZENA INVT MGMT INC CLASS A 74731Q103 2,560 232,552 SH   DFND   232,552 0 0
QCR HOLDINGS INC COM 74727A104 261 5,431 SH   DFND   5,431 0 0
QORVO INC COM 74736K101 16,785 85,790 SH   DFND   85,790 0 0
QUANTA SVCS INC COM 74762E102 10,690 118,025 SH   DFND   118,025 0 0
QUEST DIAGNOSTICS INC COM 74834L100 19,548 148,128 SH   DFND   148,128 0 0
RADIAN GROUP INC COM 750236101 11,041 496,229 SH   DFND   496,229 0 0
RANGE RES CORP COM 75281A109 17,033 1,016,297 SH   DFND   1,016,297 0 0
RAYMOND JAMES FINL INC COM 754730109 15,082 116,103 SH   DFND   116,103 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 297 44,469 SH   DFND   44,469 0 0
REALOGY HLDGS CORP COM 75605Y106 8,329 457,115 SH   DFND   457,115 0 0
RED VIOLET INC COM 75704L104 2,462 104,689 SH   DFND   104,689 0 0
REGENERON PHARMACEUTICALS COM 75886F107 38,087 68,190 SH   DFND   68,190 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 19,590 970,741 SH   DFND   970,741 0 0
REGIS CORP MINN COM 758932107 7,431 793,905 SH   DFND   793,905 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 10,506 69,624 SH   DFND   69,624 0 0
RENASANT CORP COM 75970E107 4,375 109,369 SH   DFND   109,369 0 0
RENT A CTR INC NEW COM 76009N100 9,844 185,489 SH   DFND   185,489 0 0
REPUBLIC BANCORP INC KY CL A 760281204 6,111 132,480 SH   DFND   132,480 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 3,864 968,443 SH   DFND   968,443 0 0
REX AMERICAN RES CORP COM 761624105 320 3,546 SH   DFND   3,546 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 796 40,663 SH   DFND   40,663 0 0
RING ENERGY INC COM 76680V108 122 40,840 SH   DFND   40,840 0 0
RIVERVIEW BANCORP INC COM 769397100 2,997 422,708 SH   DFND   422,708 0 0
ROGERS CORP COM 775133101 2,880 14,342 SH   DFND   14,342 0 0
RPC INC COM 749660106 191 38,500 SH   DFND   38,500 0 0
RPM INTL INC COM 749685103 12,475 140,679 SH   DFND   140,679 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 33,197 420,425 SH   DFND   420,425 0 0
S & T BANCORP INC COM 783859101 1,526 48,754 SH   DFND   48,754 0 0
SABRE CORP COM 78573M104 2,106 168,743 SH   DFND   168,743 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 5,914 267,959 SH   DFND   267,959 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 83 13,286 SH   DFND   13,286 0 0
SANDY SPRING BANCORP INC COM 800363103 2,711 61,429 SH   DFND   61,429 0 0
SANMINA CORPORATION COM 801056102 10,095 259,104 SH   DFND   259,104 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 5,400 148,685 SH   DFND   148,685 0 0
SCHNITZER STEEL INDS INC CL A 806882106 926 18,878 SH   DFND   18,878 0 0
SCHOLASTIC CORP COM 807066105 509 13,440 SH   DFND   13,440 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 5,874 145,474 SH   DFND   145,474 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 8,999 46,891 SH   DFND   46,891 0 0
SEALED AIR CORP NEW COM 81211K100 9,991 168,631 SH   DFND   168,631 0 0
SEI INVTS CO COM 784117103 7,560 122,001 SH   DFND   122,001 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 94 15,537 SH   DFND   15,537 0 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 6,770 116,782 SH   DFND   116,782 0 0
SERVICE CORP INTL COM 817565104 16,336 304,829 SH   DFND   304,829 0 0
SIGNET JEWELERS LIMITED SHS G81276100 9,648 119,419 SH   DFND   119,419 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 5,465 186,267 SH   DFND   186,267 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 6,727 202,507 SH   DFND   202,507 0 0
SKECHERS U S A INC CL A 830566105 5,058 101,509 SH   DFND   101,509 0 0
SKYWEST INC COM 830879102 8,515 197,691 SH   DFND   197,691 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 18,014 93,947 SH   DFND   93,947 0 0
SLM CORP COM 78442P106 46,206 2,206,607 SH   DFND   2,206,607 0 0
SMART SAND INC COM 83191H107 53 15,903 SH   DFND   15,903 0 0
SMUCKER J M CO COM NEW 832696405 20,551 158,611 SH   DFND   158,611 0 0
SNAP ON INC COM 833034101 13,267 59,378 SH   DFND   59,378 0 0
SOLARIS OILFIELD INFRASTRUCT COM CL A 83418M103 128 13,160 SH   DFND   13,160 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 4,543 101,549 SH   DFND   101,549 0 0
SONOCO PRODS CO COM 835495102 4,830 72,199 SH   DFND   72,199 0 0
SOUTH ST CORP COM 840441109 3,391 41,470 SH   DFND   41,470 0 0
SOUTHERN CO COM 842587107 61,640 1,018,668 SH   DFND   1,018,668 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 1,544 40,383 SH   DFND   40,383 0 0
SOUTHWESTERN ENERGY CO COM 845467109 15,070 2,657,827 SH   DFND   2,657,827 0 0
SPIRIT AIRLS INC COM 848577102 7,071 232,287 SH   DFND   232,287 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 5,322 299,476 SH   DFND   299,476 0 0
SPROUTS FMRS MKT INC COM 85208M102 4,058 163,308 SH   DFND   163,308 0 0
STANDARD MTR PRODS INC COM 853666105 2,849 65,720 SH   DFND   65,720 0 0
STATE STR CORP COM 857477103 37,585 456,788 SH   DFND   456,788 0 0
STEEL DYNAMICS INC COM 858119100 18,835 316,022 SH   DFND   316,022 0 0
STERLING BANCORP DEL COM 85917A100 2,793 112,682 SH   DFND   112,682 0 0
STERLING CONSTR INC COM 859241101 405 16,798 SH   DFND   16,798 0 0
STEWART INFORMATION SVCS COR COM 860372101 3,922 69,182 SH   DFND   69,182 0 0
STONEX GROUP INC COM 861896108 3,310 54,556 SH   DFND   54,556 0 0
SUNCOKE ENERGY INC COM 86722A103 244 34,240 SH   DFND   34,240 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 2,202 177,315 SH   DFND   177,315 0 0
SUPER MICRO COMPUTER INC COM 86800U104 2,108 59,928 SH   DFND   59,928 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 7,526 244,433 SH   DFND   244,433 0 0
SYNCHRONY FINANCIAL COM 87165B103 37,309 768,936 SH   DFND   768,936 0 0
SYNNEX CORP COM 87162W100 3,762 30,900 SH   DFND   30,900 0 0
SYNOVUS FINL CORP COM NEW 87161C501 3,848 87,686 SH   DFND   87,686 0 0
SYSCO CORP COM 871829107 5,556 71,465 SH   DFND   71,465 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 8,522 163,891 SH   DFND   163,891 0 0
TALOS ENERGY INC COM 87484T108 527 33,710 SH   DFND   33,710 0 0
TARGA RES CORP COM 87612G101 2,248 50,563 SH   DFND   50,563 0 0
TARGET CORP COM 87612E106 131,719 544,880 SH   DFND   544,880 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 12,533 474,364 SH   DFND   474,364 0 0
TECHNIPFMC PLC COM G87110105 1,059 117,052 SH   DFND   117,052 0 0
TEGNA INC COM 87901J105 16,253 866,366 SH   DFND   866,366 0 0
TEJON RANCH CO COM 879080109 280 18,411 SH   DFND   18,411 0 0
TEMPUR SEALY INTL INC COM 88023U101 3,459 88,263 SH   DFND   88,263 0 0
TEREX CORP NEW COM 880779103 5,070 106,465 SH   DFND   106,465 0 0
TERRITORIAL BANCORP INC COM 88145X108 2,756 106,132 SH   DFND   106,132 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 4,178 65,806 SH   DFND   65,806 0 0
TEXTRON INC COM 883203101 53,115 772,358 SH   DFND   772,358 0 0
THOR INDS INC COM 885160101 42,256 373,944 SH   DFND   373,944 0 0
TIDEWATER INC NEW COM 88642R109 203 16,829 SH   DFND   16,829 0 0
TIMKENSTEEL CORPORATION COM 887399103 170 12,014 SH   DFND   12,014 0 0
TITAN MACHY INC COM 88830R101 8,734 282,285 SH   DFND   282,285 0 0
T-MOBILE US INC COM 872590104 82,697 570,995 SH   DFND   570,995 0 0
TOLL BROTHERS INC COM 889478103 11,267 194,899 SH   DFND   194,899 0 0
TOTALENERGIES SE SPONSORED ADS 89151E109 2,847 62,900 SH   DFND   62,900 0 0
TRACTOR SUPPLY CO COM 892356106 15,692 84,338 SH   DFND   84,338 0 0
TRANSOCEAN LTD REG SHS H8817H100 9,979 2,207,845 SH   DFND   2,207,845 0 0
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 295 10,097 SH   DFND   10,097 0 0
TRAVELERS COMPANIES INC COM 89417E109 58,513 390,843 SH   DFND   390,843 0 0
TRECORA RES COM 894648104 145 17,376 SH   DFND   17,376 0 0
TREEHOUSE FOODS INC COM 89469A104 25,663 576,443 SH   DFND   576,443 0 0
TRI POINTE HOMES INC COM 87265H109 12,963 604,909 SH   DFND   604,909 0 0
TRICO BANCSHARES COM 896095106 1,751 41,125 SH   DFND   41,125 0 0
TRINITY INDS INC COM 896522109 6,967 259,101 SH   DFND   259,101 0 0
TRIPLE-S MGMT CORP COM 896749108 368 16,503 SH   DFND   16,503 0 0
TRISTATE CAP HLDGS INC COM 89678F100 3,303 162,011 SH   DFND   162,011 0 0
TRITON INTL LTD CL A G9078F107 16,657 318,242 SH   DFND   318,242 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 7,066 315,432 SH   DFND   315,432 0 0
TRUIST FINL CORP COM 89832Q109 63,070 1,136,388 SH   DFND   1,136,388 0 0
TRUSTMARK CORP COM 898402102 4,572 148,442 SH   DFND   148,442 0 0
TTM TECHNOLOGIES INC COM 87305R109 3,354 234,518 SH   DFND   234,518 0 0
TURTLE BEACH CORP COM NEW 900450206 209 6,548 SH   DFND   6,548 0 0
TUTOR PERINI CORP COM 901109108 494 35,683 SH   DFND   35,683 0 0
TWO HBRS INVT CORP COM NEW 90187B408 41,457 5,483,685 SH   DFND   5,483,685 0 0
TYSON FOODS INC CL A 902494103 75,900 1,029,012 SH   DFND   1,029,012 0 0
U S SILICA HLDGS INC COM 90346E103 355 30,680 SH   DFND   30,680 0 0
UGI CORP NEW COM 902681105 33,914 732,321 SH   DFND   732,321 0 0
ULTA BEAUTY INC COM 90384S303 26,969 77,998 SH   DFND   77,998 0 0
UMB FINL CORP COM 902788108 12,593 135,320 SH   DFND   135,320 0 0
UMPQUA HLDGS CORP COM 904214103 10,112 548,053 SH   DFND   548,053 0 0
UNITED BANKSHARES INC WEST V COM 909907107 6,794 186,124 SH   DFND   186,124 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 3,611 112,819 SH   DFND   112,819 0 0
UNITED NAT FOODS INC COM 911163103 9,411 254,484 SH   DFND   254,484 0 0
UNITED PARCEL SERVICE INC CL B 911312106 109,266 525,392 SH   DFND   525,392 0 0
UNITED RENTALS INC COM 911363109 19,636 61,553 SH   DFND   61,553 0 0
UNITEDHEALTH GROUP INC COM 91324P102 320,068 799,290 SH   DFND   799,290 0 0
UNIVERSAL CORP VA COM 913456109 5,483 96,246 SH   DFND   96,246 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 12,451 85,030 SH   DFND   85,030 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 231 9,909 SH   DFND   9,909 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,745 173,302 SH   DFND   173,302 0 0
UNUM GROUP COM 91529Y106 2,158 75,994 SH   DFND   75,994 0 0
US BANCORP DEL COM NEW 902973304 93,471 1,640,711 SH   DFND   1,640,711 0 0
VALERO ENERGY CORP COM 91913Y100 27,186 348,176 SH   DFND   348,176 0 0
VALLEY NATL BANCORP COM 919794107 10,300 766,973 SH   DFND   766,973 0 0
VERA BRADLEY INC COM 92335C106 172 13,866 SH   DFND   13,866 0 0
VERITEX HLDGS INC COM 923451108 2,418 68,290 SH   DFND   68,290 0 0
VERITIV CORP COM 923454102 577 9,390 SH   DFND   9,390 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 8,005 142,866 SH   DFND   142,866 0 0
VIASAT INC COM 92552V100 4,990 100,129 SH   DFND   100,129 0 0
VIATRIS INC COM 92556V106 32,920 2,303,731 SH   DFND   2,303,731 0 0
VICTORY CAP HLDGS INC COM CL A 92645B103 1,495 46,309 SH   DFND   46,309 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 5,988 21,557 SH   DFND   21,557 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 12,329 11,700,000 PRN   DFND   11,700,000 0 0
VISTA OUTDOOR INC COM 928377100 10,643 229,980 SH   DFND   229,980 0 0
VONTIER CORPORATION COM 928881101 40,861 1,254,187 SH   DFND   1,254,187 0 0
VOXX INTL CORP CL A 91829F104 182 13,024 SH   DFND   13,024 0 0
VOYA FINANCIAL INC COM 929089100 6,929 112,668 SH   DFND   112,668 0 0
VSE CORP COM 918284100 385 7,777 SH   DFND   7,777 0 0
WABTEC COM 929740108 20,946 254,505 SH   DFND   254,505 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 38,420 730,284 SH   DFND   730,284 0 0
WALKER & DUNLOP INC COM 93148P102 9,185 87,993 SH   DFND   87,993 0 0
WALMART INC COM 931142103 6,210 44,033 SH   DFND   44,033 0 0
WASHINGTON FED INC COM 938824109 4,683 147,358 SH   DFND   147,358 0 0
WATERSTONE FINL INC MD COM 94188P101 219 11,127 SH   DFND   11,127 0 0
WELLS FARGO CO NEW COM 949746101 261,441 5,772,598 SH   DFND   5,772,598 0 0
WESBANCO INC COM 950810101 3,121 87,590 SH   DFND   87,590 0 0
WESTERN ALLIANCE BANCORP COM 957638109 7,637 82,248 SH   DFND   82,248 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 37,221 34,685,000 PRN   DFND   34,685,000 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 2,653 325,477 SH   DFND   325,477 0 0
WHIRLPOOL CORP COM 963320106 14,961 68,624 SH   DFND   68,624 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 7,212 6,282 SH   DFND   6,282 0 0
WHOLE EARTH BRANDS INC COM CL A 96684W100 6,689 461,343 SH   DFND   461,343 0 0
WILLIAMS COS INC COM 969457100 35,005 1,318,466 SH   DFND   1,318,466 0 0
WILLIAMS SONOMA INC COM 969904101 10,288 64,439 SH   DFND   64,439 0 0
WINNEBAGO INDS INC COM 974637100 6,263 92,162 SH   DFND   92,162 0 0
WINTRUST FINL CORP COM 97650W108 5,608 74,148 SH   DFND   74,148 0 0
WORLD FUEL SVCS CORP COM 981475106 7,879 248,319 SH   DFND   248,319 0 0
WSFS FINL CORP COM 929328102 3,914 84,001 SH   DFND   84,001 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 17,727 754,678 SH   DFND   754,678 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 24,053 149,567 SH   DFND   149,567 0 0
ZIONS BANCORPORATION N A COM 989701107 11,449 216,592 SH   DFND   216,592 0 0
ZOGENIX INC COM NEW 98978L204 667 38,601 SH   DFND   38,601 0 0
ZUMIEZ INC COM 989817101 459 9,361 SH   DFND   9,361 0 0