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 8,061 2,567,241 SH   DFND   2,567,241 0 0
3M CO COM 88579Y101 103,305 588,903 SH   DFND   588,903 0 0
AAR CORP COM 000361105 4,103 126,521 SH   DFND   126,521 0 0
ABBVIE INC COM 00287Y109 123,607 1,145,886 SH   DFND   1,145,886 0 0
ABERCROMBIE & FITCH CO CL A 002896207 2,928 77,812 SH   DFND   77,812 0 0
ACCO BRANDS CORP COM 00081T108 499 58,139 SH   DFND   58,139 0 0
ACUITY BRANDS INC COM 00508Y102 2,418 13,948 SH   DFND   13,948 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 25,343 121,322 SH   DFND   121,322 0 0
ADVANSIX INC COM 00773T101 784 19,732 SH   DFND   19,732 0 0
AECOM COM 00766T100 2,471 39,136 SH   DFND   39,136 0 0
AERCAP HOLDINGS NV SHS N00985106 42,998 743,777 SH   DFND   743,777 0 0
AERSALE CORPORATION COM 00810F106 4,855 285,600 SH   DFND   285,600 0 0
AES CORP COM 00130H105 15,588 682,773 SH   DFND   682,773 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 1,700 11,251 SH   DFND   11,251 0 0
AFLAC INC COM 001055102 37,620 721,652 SH   DFND   721,652 0 0
AGCO CORP COM 001084102 9,325 76,105 SH   DFND   76,105 0 0
AIR LEASE CORP CL A 00912X302 11,335 288,117 SH   DFND   288,117 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 3,522 490,274 SH   DFND   490,274 0 0
ALASKA AIR GROUP INC COM 011659109 1,532 26,148 SH   DFND   26,148 0 0
ALCOA CORP COM 013872106 49,339 1,008,151 SH   DFND   1,008,151 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5,359 36,200 SH   DFND   36,200 0 0
ALLEGHANY CORP MD COM 017175100 7,013 11,231 SH   DFND   11,231 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 201 5,260 SH   DFND   5,260 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,525 7,799 SH   DFND   7,799 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 10,557 104,635 SH   DFND   104,635 0 0
ALLIANT ENERGY CORP COM 018802108 9,740 173,999 SH   DFND   173,999 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 12,195 345,279 SH   DFND   345,279 0 0
ALLSTATE CORP COM 020002101 47,736 374,957 SH   DFND   374,957 0 0
ALLY FINL INC COM 02005N100 24,188 473,817 SH   DFND   473,817 0 0
ALTRIA GROUP INC COM 02209S103 58,575 1,286,802 SH   DFND   1,286,802 0 0
AMC NETWORKS INC CL A 00164V103 5,123 109,951 SH   DFND   109,951 0 0
AMCOR PLC ORD G0250X107 18,660 1,609,970 SH   DFND   1,609,970 0 0
AMDOCS LTD SHS G02602103 6,452 85,216 SH   DFND   85,216 0 0
AMERCO COM 023586100 13,356 20,674 SH   DFND   20,674 0 0
AMERICAN ELEC PWR CO INC COM 025537101 1,995 24,571 SH   DFND   24,571 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 6,126 207,158 SH   DFND   207,158 0 0
AMERICAN EXPRESS CO COM 025816109 92,948 554,813 SH   DFND   554,813 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 10,563 83,943 SH   DFND   83,943 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 10,718 163,954 SH   DFND   163,954 0 0
AMERICAS CAR-MART INC COM 03062T105 460 3,938 SH   DFND   3,938 0 0
AMERIS BANCORP COM 03076K108 4,637 89,387 SH   DFND   89,387 0 0
AMERISOURCEBERGEN CORP COM 03073E105 25,185 210,843 SH   DFND   210,843 0 0
AMGEN INC COM 031162100 5,520 25,959 SH   DFND   25,959 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 1,051 196,723 SH   DFND   196,723 0 0
AMRYT PHARMA PLC SPONSORED ADS 03217L106 625 51,662 SH   DFND   51,662 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 3,329 291,285 SH   DFND   291,285 0 0
ANDERSONS INC COM 034164103 4,371 141,768 SH   DFND   141,768 0 0
ANI PHARMACEUTICALS INC COM 00182C103 438 13,340 SH   DFND   13,340 0 0
ANTARES PHARMA INC COM 036642106 1,021 280,589 SH   DFND   280,589 0 0
ANTERO MIDSTREAM CORP COM 03676B102 21,213 2,035,784 SH   DFND   2,035,784 0 0
ANTHEM INC COM 036752103 117,336 314,742 SH   DFND   314,742 0 0
APRIA INC COM 03836A101 9,372 252,281 SH   DFND   252,281 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 545 125,016 SH   DFND   125,016 0 0
ARCH CAP GROUP LTD ORD G0450A105 14,487 379,452 SH   DFND   379,452 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 34,355 572,496 SH   DFND   572,496 0 0
ARCHROCK INC COM 03957W106 263 31,880 SH   DFND   31,880 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 4,259 81,567 SH   DFND   81,567 0 0
ARISTA NETWORKS INC COM 040413106 43,468 126,493 SH   DFND   126,493 0 0
ARMSTRONG FLOORING INC COM 04238R106 48 15,199 SH   DFND   15,199 0 0
ARROW ELECTRS INC COM 042735100 16,248 144,701 SH   DFND   144,701 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 14,190 72,124 SH   DFND   72,124 0 0
ASSOCIATED BANC CORP COM 045487105 8,277 386,402 SH   DFND   386,402 0 0
ASSURANT INC COM 04621X108 7,424 47,062 SH   DFND   47,062 0 0
ASSURED GUARANTY LTD COM G0585R106 8,408 179,621 SH   DFND   179,621 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 54,791 912,273 SH   DFND   912,273 0 0
AT&T INC COM 00206R102 37,313 1,381,443 SH   DFND   1,381,443 0 0
ATKORE INC COM 047649108 8,296 95,441 SH   DFND   95,441 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 8,088 305,310 SH   DFND   305,310 0 0
ATLANTIC UN BANKSHARES CORP COM 04911A107 3,683 99,937 SH   DFND   99,937 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 8,778 107,471 SH   DFND   107,471 0 0
AUDACY INC CL A 05070N103 104 28,330 SH   DFND   28,330 0 0
AUTONATION INC COM 05329W102 20,231 166,153 SH   DFND   166,153 0 0
AUTOZONE INC COM 053332102 31,379 18,480 SH   DFND   18,480 0 0
AVEO PHARMACEUTICALS INC COM NEW 053588307 800 129,500 SH   DFND   129,500 0 0
AVISTA CORP COM 05379B107 5,509 140,826 SH   DFND   140,826 0 0
AVNET INC COM 053807103 13,744 371,759 SH   DFND   371,759 0 0
AXIS CAP HLDGS LTD SHS G0692U109 9,278 201,510 SH   DFND   201,510 0 0
AXOS FINANCIAL INC COM 05465C100 8,031 155,820 SH   DFND   155,820 0 0
B. RILEY FINANCIAL INC COM 05580M108 3,259 55,206 SH   DFND   55,206 0 0
BANC OF CALIFORNIA INC COM 05990K106 379 20,496 SH   DFND   20,496 0 0
BANCO DE CHILE SPONSORED ADS 059520106 673 36,400 SH   DFND   36,400 0 0
BANCO SANTANDER S.A. ADR 05964H105 37,852 10,456,376 SH   DFND   10,456,376 0 0
BANCORP INC DEL COM 05969A105 631 24,788 SH   DFND   24,788 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 5,021 168,614 SH   DFND   168,614 0 0
BANK NEW YORK MELLON CORP COM 064058100 36,845 710,745 SH   DFND   710,745 0 0
BANK OZK COM 06417N103 13,472 313,451 SH   DFND   313,451 0 0
BANKUNITED INC COM 06652K103 4,976 118,975 SH   DFND   118,975 0 0
BANNER CORP COM NEW 06652V208 3,636 65,857 SH   DFND   65,857 0 0
BARRICK GOLD CORP COM 067901108 2,433 134,900 SH   DFND   134,900 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 377 21,831 SH   DFND   21,831 0 0
BENCHMARK ELECTRS INC COM 08160H101 394 14,746 SH   DFND   14,746 0 0
BERKLEY W R CORP COM 084423102 10,483 143,253 SH   DFND   143,253 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 98,067 359,300 SH   DFND   359,300 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 1,656 61,378 SH   DFND   61,378 0 0
BERRY CORP COM 08579X101 239 33,156 SH   DFND   33,156 0 0
BERRY GLOBAL GROUP INC COM 08579W103 5,491 90,201 SH   DFND   90,201 0 0
BETTER CHOICE CO INC COM 08771Y303 3,625 977,213 SH   DFND   977,213 0 0
BIG LOTS INC COM 089302103 7,318 168,773 SH   DFND   168,773 0 0
BIO RAD LABS INC CL A 090572207 18,926 25,372 SH   DFND   25,372 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 4,567 1,265,066 SH   DFND   1,265,066 0 0
BIOGEN INC COM 09062X103 43,300 153,008 SH   DFND   153,008 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 5,255 95,682 SH   DFND   95,682 0 0
BK OF AMERICA CORP COM 060505104 386,465 9,104,012 SH   DFND   9,104,012 0 0
BLOCK H & R INC COM 093671105 9,218 368,725 SH   DFND   368,725 0 0
BLUE BIRD CORP COM 095306106 5,467 262,095 SH   DFND   262,095 0 0
BOISE CASCADE CO DEL COM 09739D100 7,599 140,774 SH   DFND   140,774 0 0
BOK FINL CORP COM NEW 05561Q201 1,348 15,051 SH   DFND   15,051 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 702 14,649 SH   DFND   14,649 0 0
BP PLC SPONSORED ADR 055622104 61,160 2,237,836 SH   DFND   2,237,836 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 207 11,846 SH   DFND   11,846 0 0
BRIGHAM MINERALS INC CL A COM 10918L103 202 10,530 SH   DFND   10,530 0 0
BRIGHTHOUSE FINL INC COM 10922N103 10,078 222,823 SH   DFND   222,823 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 41,347 698,785 SH   DFND   698,785 0 0
BROADCOM INC COM 11135F101 136,372 281,219 SH   DFND   281,219 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 1,375 90,105 SH   DFND   90,105 0 0
BRUNSWICK CORP COM 117043109 7,586 79,626 SH   DFND   79,626 0 0
BRYN MAWR BK CORP COM 117665109 286 6,231 SH   DFND   6,231 0 0
BUCKLE INC COM 118440106 4,003 101,117 SH   DFND   101,117 0 0
BUNGE LIMITED COM G16962105 11,714 144,054 SH   DFND   144,054 0 0
BYLINE BANCORP INC COM 124411109 316 12,884 SH   DFND   12,884 0 0
CACI INTL INC CL A 127190304 5,270 19,620 SH   DFND   19,620 0 0
CACTUS INC CL A 127203107 1,301 34,480 SH   DFND   34,480 0 0
CADENCE BANCORPORATION CL A 12739A100 2,470 112,489 SH   DFND   112,489 0 0
CALLON PETE CO DEL COM 13123X508 1,532 31,214 SH   DFND   31,214 0 0
CAMDEN NATL CORP COM 133034108 266 5,551 SH   DFND   5,551 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 6,381 164,170 SH   DFND   164,170 0 0
CANADIAN NAT RES LTD COM 136385101 50,796 1,390,975 SH   DFND   1,390,975 0 0
CAPITAL ONE FINL CORP COM 14040H105 72,602 448,246 SH   DFND   448,246 0 0
CARA THERAPEUTICS INC COM 140755109 1,057 68,387 SH   DFND   68,387 0 0
CARMAX INC COM 143130102 14,492 113,256 SH   DFND   113,256 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 5,628 171,895 SH   DFND   171,895 0 0
CASEYS GEN STORES INC COM 147528103 7,038 37,349 SH   DFND   37,349 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 1,864 351,642 SH   DFND   351,642 0 0
CATERPILLAR INC COM 149123101 10,610 55,268 SH   DFND   55,268 0 0
CATHAY GEN BANCORP COM 149150104 6,235 150,638 SH   DFND   150,638 0 0
CELANESE CORP DEL COM 150870103 18,184 120,714 SH   DFND   120,714 0 0
CENTENE CORP DEL COM 15135B101 25,944 416,367 SH   DFND   416,367 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 6,845 266,563 SH   DFND   266,563 0 0
CENTURY CMNTYS INC COM 156504300 7,534 122,611 SH   DFND   122,611 0 0
CHEFS WHSE INC COM 163086101 3,305 101,478 SH   DFND   101,478 0 0
CHEVRON CORP NEW COM 166764100 47,179 465,044 SH   DFND   465,044 0 0
CHUBB LIMITED COM H1467J104 62,097 357,948 SH   DFND   357,948 0 0
CIGNA CORP NEW COM 125523100 87,091 435,108 SH   DFND   435,108 0 0
CIMPRESS PLC SHS EURO G2143T103 2,356 27,139 SH   DFND   27,139 0 0
CINCINNATI FINL CORP COM 172062101 14,668 128,417 SH   DFND   128,417 0 0
CISCO SYS INC COM 17275R102 164,422 3,020,794 SH   DFND   3,020,794 0 0
CITIGROUP INC COM NEW 172967424 202,376 2,883,668 SH   DFND   2,883,668 0 0
CITIZENS FINL GROUP INC COM 174610105 74,379 1,583,208 SH   DFND   1,583,208 0 0
CNO FINL GROUP INC COM 12621E103 7,332 311,474 SH   DFND   311,474 0 0
CNX RES CORP COM 12653C108 12,113 959,826 SH   DFND   959,826 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 20,927 281,998 SH   DFND   281,998 0 0
COHERUS BIOSCIENCES INC COM 19249H103 1,207 75,106 SH   DFND   75,106 0 0
COHU INC COM 192576106 6,329 198,163 SH   DFND   198,163 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 1,646 83,373 SH   DFND   83,373 0 0
COLUMBIA BKG SYS INC COM 197236102 5,431 142,957 SH   DFND   142,957 0 0
COMCAST CORP NEW CL A 20030N101 208,194 3,722,399 SH   DFND   3,722,399 0 0
COMERICA INC COM 200340107 9,005 111,866 SH   DFND   111,866 0 0
COMMERCE BANCSHARES INC COM 200525103 6,422 92,163 SH   DFND   92,163 0 0
COMMERCIAL METALS CO COM 201723103 15,514 509,312 SH   DFND   509,312 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 2,038 174,186 SH   DFND   174,186 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 6,443 181,700 SH   DFND   181,700 0 0
CONAGRA BRANDS INC COM 205887102 38,172 1,127,022 SH   DFND   1,127,022 0 0
CONNECTONE BANCORP INC COM 20786W107 9,270 308,883 SH   DFND   308,883 0 0
CONNS INC COM 208242107 467 20,436 SH   DFND   20,436 0 0
CONOCOPHILLIPS COM 20825C104 28,200 416,106 SH   DFND   416,106 0 0
CONSOL ENERGY INC NEW COM 20854L108 325 12,507 SH   DFND   12,507 0 0
CONTINENTAL RES INC COM 212015101 17,250 373,783 SH   DFND   373,783 0 0
CORE LABORATORIES N V COM N22717107 3,395 122,326 SH   DFND   122,326 0 0
CORNERSTONE BLDG BRANDS INC COM 21925D109 1,217 83,315 SH   DFND   83,315 0 0
CORTEVA INC COM 22052L104 61,293 1,456,580 SH   DFND   1,456,580 0 0
COVENANT LOGISTICS GROUP INC CL A 22284P105 243 8,794 SH   DFND   8,794 0 0
COWEN INC CL A NEW 223622606 424 12,354 SH   DFND   12,354 0 0
CREDIT ACCEP CORP MICH COM 225310101 6,143 10,496 SH   DFND   10,496 0 0
CROWN HLDGS INC COM 228368106 52,461 520,547 SH   DFND   520,547 0 0
CSG SYS INTL INC COM 126349109 1,913 39,689 SH   DFND   39,689 0 0
CULLEN FROST BANKERS INC COM 229899109 5,059 42,653 SH   DFND   42,653 0 0
CUMMINS INC COM 231021106 34,137 152,017 SH   DFND   152,017 0 0
CVS HEALTH CORP COM 126650100 155,784 1,835,774 SH   DFND   1,835,774 0 0
D R HORTON INC COM 23331A109 71,425 850,605 SH   DFND   850,605 0 0
DAKTRONICS INC COM 234264109 101 18,560 SH   DFND   18,560 0 0
DANA INC COM 235825205 8,619 387,539 SH   DFND   387,539 0 0
DANIMER SCIENTIFIC INC COM CL A 236272100 757 46,300 SH   DFND   46,300 0 0
DARLING INGREDIENTS INC COM 237266101 7,677 106,775 SH   DFND   106,775 0 0
DAVITA INC COM 23918K108 28,003 240,863 SH   DFND   240,863 0 0
DEERE & CO COM 244199105 72,809 217,295 SH   DFND   217,295 0 0
DELUXE CORP COM 248019101 4,880 135,960 SH   DFND   135,960 0 0
DICKS SPORTING GOODS INC COM 253393102 5,686 47,477 SH   DFND   47,477 0 0
DIGI INTL INC COM 253798102 345 16,411 SH   DFND   16,411 0 0
DISCOVER FINL SVCS COM 254709108 27,118 220,742 SH   DFND   220,742 0 0
DISH NETWORK CORPORATION CL A 25470M109 14 317 SH   DFND   317 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 93,309 89,548,000 PRN   DFND   89,548,000 0 0
DISNEY WALT CO COM 254687106 5,500 32,509 SH   DFND   32,509 0 0
DOLLAR TREE INC COM 256746108 3,838 40,101 SH   DFND   40,101 0 0
DOMINION ENERGY INC COM 25746U109 12,666 173,462 SH   DFND   173,462 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 503 14,518 SH   DFND   14,518 0 0
DONNELLEY R R & SONS CO COM 257867200 98 18,979 SH   DFND   18,979 0 0
DOVER CORP COM 260003108 22,732 146,187 SH   DFND   146,187 0 0
DOW INC COM 260557103 22,333 387,988 SH   DFND   387,988 0 0
DRIL-QUIP INC COM 262037104 3,027 120,226 SH   DFND   120,226 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,400 24,597 SH   DFND   24,597 0 0
DUPONT DE NEMOURS INC COM 26614N102 85,385 1,255,851 SH   DFND   1,255,851 0 0
EARTHSTONE ENERGY INC CL A 27032D304 147 16,009 SH   DFND   16,009 0 0
EAST WEST BANCORP INC COM 27579R104 13,947 179,871 SH   DFND   179,871 0 0
EASTMAN CHEM CO COM 277432100 41,570 412,645 SH   DFND   412,645 0 0
EBAY INC. COM 278642103 48,981 703,036 SH   DFND   703,036 0 0
ECHOSTAR CORP CL A 278768106 1,388 54,414 SH   DFND   54,414 0 0
EDGEWELL PERS CARE CO COM 28035Q102 8,481 233,623 SH   DFND   233,623 0 0
EDISON INTL COM 281020107 52,518 946,778 SH   DFND   946,778 0 0
EMCOR GROUP INC COM 29084Q100 1,265 10,966 SH   DFND   10,966 0 0
EMPLOYERS HLDGS INC COM 292218104 234 5,920 SH   DFND   5,920 0 0
ENCORE CAP GROUP INC COM 292554102 1,912 38,805 SH   DFND   38,805 0 0
ENCORE WIRE CORP COM 292562105 2,133 22,495 SH   DFND   22,495 0 0
ENOVA INTL INC COM 29357K103 2,472 71,544 SH   DFND   71,544 0 0
ENSTAR GROUP LIMITED SHS G3075P101 11,418 48,645 SH   DFND   48,645 0 0
ENTERGY CORP NEW COM 29364G103 13,880 139,762 SH   DFND   139,762 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 2,421 53,461 SH   DFND   53,461 0 0
EOG RES INC COM 26875P101 52,465 653,608 SH   DFND   653,608 0 0
EQUITABLE HLDGS INC COM 29452E101 10,642 359,026 SH   DFND   359,026 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 5,783 570,316 SH   DFND   570,316 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 5,146 198,062 SH   DFND   198,062 0 0
ESSENT GROUP LTD COM G3198U102 36,964 839,909 SH   DFND   839,909 0 0
ESSENTIAL UTILS INC COM 29670G102 7,874 170,886 SH   DFND   170,886 0 0
EVERCORE INC CLASS A 29977A105 8,439 63,136 SH   DFND   63,136 0 0
EVEREST RE GROUP LTD COM G3223R108 9,266 36,949 SH   DFND   36,949 0 0
EVERGY INC COM 30034W106 10,198 163,956 SH   DFND   163,956 0 0
EVOLUS INC COM 30052C107 819 107,496 SH   DFND   107,496 0 0
EVOLUTION PETE CORP COM 30049A107 772 135,902 SH   DFND   135,902 0 0
EXELON CORP COM 30161N101 51,118 1,057,460 SH   DFND   1,057,460 0 0
EXPEDITORS INTL WASH INC COM 302130109 5,478 45,984 SH   DFND   45,984 0 0
EXXON MOBIL CORP COM 30231G102 197,396 3,355,930 SH   DFND   3,355,930 0 0
F N B CORP COM 302520101 4,757 409,416 SH   DFND   409,416 0 0
FACEBOOK INC CL A 30303M102 39,848 117,412 SH   DFND   117,412 0 0
FB FINL CORP COM 30257X104 2,599 60,618 SH   DFND   60,618 0 0
FEDERATED HERMES INC CL B 314211103 7,572 232,992 SH   DFND   232,992 0 0
FEDEX CORP COM 31428X106 69,316 316,095 SH   DFND   316,095 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 9,043 199,454 SH   DFND   199,454 0 0
FIFTH THIRD BANCORP COM 316773100 28,608 674,081 SH   DFND   674,081 0 0
FIRST AMERN FINL CORP COM 31847R102 4,906 73,169 SH   DFND   73,169 0 0
FIRST BANCORP N C COM 318910106 830 19,299 SH   DFND   19,299 0 0
FIRST BANCORP P R COM NEW 318672706 12,225 929,631 SH   DFND   929,631 0 0
FIRST BUSEY CORP COM NEW 319383204 1,549 62,906 SH   DFND   62,906 0 0
FIRST BUSINESS FINL SVCS INC COM 319390100 2,134 74,316 SH   DFND   74,316 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 1,514 111,071 SH   DFND   111,071 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 2,016 2,391 SH   DFND   2,391 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 1,828 111,646 SH   DFND   111,646 0 0
FIRST FINL BANCORP OH COM 320209109 2,873 122,719 SH   DFND   122,719 0 0
FIRST FINL CORP IND COM 320218100 238 5,649 SH   DFND   5,649 0 0
FIRST HAWAIIAN INC COM 32051X108 4,871 165,974 SH   DFND   165,974 0 0
FIRST INTERNET BANCORP COM 320557101 6,051 194,055 SH   DFND   194,055 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 1,972 48,973 SH   DFND   48,973 0 0
FIRST MERCHANTS CORP COM 320817109 2,902 69,367 SH   DFND   69,367 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 4,456 234,404 SH   DFND   234,404 0 0
FIRST NORTHWEST BANCORP COM 335834107 2,984 169,932 SH   DFND   169,932 0 0
FIRSTENERGY CORP COM 337932107 62,688 1,759,905 SH   DFND   1,759,905 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 9,444 185,988 SH   DFND   185,988 0 0
FLEXION THERAPEUTICS INC COM 33938J106 426 69,885 SH   DFND   69,885 0 0
FONAR CORP COM NEW 344437405 1,488 96,252 SH   DFND   96,252 0 0
FOOT LOCKER INC COM 344849104 6,292 137,791 SH   DFND   137,791 0 0
FORD MTR CO DEL COM 345370860 56,409 3,983,702 SH   DFND   3,983,702 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 12,757 142,662 SH   DFND   142,662 0 0
FOSSIL GROUP INC COM 34988V106 364 30,681 SH   DFND   30,681 0 0
FOX CORP CL A COM 35137L105 23,310 581,162 SH   DFND   581,162 0 0
FOX CORP CL B COM 35137L204 2 62 SH   DFND   62 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 5,371 1,157,492 SH   DFND   1,157,492 0 0
FRANKS INTL N V COM N33462107 3,498 1,189,765 SH   DFND   1,189,765 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 3,115 96,677 SH   DFND   96,677 0 0
FULTON FINL CORP PA COM 360271100 3,193 208,971 SH   DFND   208,971 0 0
G III APPAREL GROUP LTD COM 36237H101 4,903 173,260 SH   DFND   173,260 0 0
GAP INC COM 364760108 5,962 262,654 SH   DFND   262,654 0 0
GATX CORP COM 361448103 3,572 39,886 SH   DFND   39,886 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 591 29,344 SH   DFND   29,344 0 0
GENERAL DYNAMICS CORP COM 369550108 57,362 292,617 SH   DFND   292,617 0 0
GENERAL MTRS CO COM 37045V100 209,787 3,980,027 SH   DFND   3,980,027 0 0
GENESCO INC COM 371532102 206 3,568 SH   DFND   3,568 0 0
GENPACT LIMITED SHS G3922B107 9,116 191,870 SH   DFND   191,870 0 0
GENUINE PARTS CO COM 372460105 17,722 146,187 SH   DFND   146,187 0 0
GEOPARK LTD USD SHS G38327105 5,811 469,104 SH   DFND   469,104 0 0
GILEAD SCIENCES INC COM 375558103 61,107 874,838 SH   DFND   874,838 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 45,094 1,180,151 SH   DFND   1,180,151 0 0
GLOBE LIFE INC COM 37959E102 6,553 73,601 SH   DFND   73,601 0 0
GLOBUS MED INC CL A 379577208 2,744 35,813 SH   DFND   35,813 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 145,160 383,990 SH   DFND   383,990 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 14,884 840,901 SH   DFND   840,901 0 0
GRAFTECH INTL LTD COM 384313508 9,875 956,847 SH   DFND   956,847 0 0
GRAHAM HLDGS CO COM CL B 384637104 8,463 14,364 SH   DFND   14,364 0 0
GRAY TELEVISION INC COM 389375106 2,762 121,048 SH   DFND   121,048 0 0
GREAT SOUTHN BANCORP INC COM 390905107 247 4,499 SH   DFND   4,499 0 0
GREAT WESTERN BANCORP INC COM 391416104 1,313 40,104 SH   DFND   40,104 0 0
GREEN BRICK PARTNERS INC COM 392709101 3,602 175,524 SH   DFND   175,524 0 0
GREEN PLAINS INC COM 393222104 819 25,069 SH   DFND   25,069 0 0
GREENBRIER COS INC COM 393657101 6,040 140,496 SH   DFND   140,496 0 0
GRIFFON CORP COM 398433102 4,325 175,830 SH   DFND   175,830 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 12,871 68,509 SH   DFND   68,509 0 0
HAEMONETICS CORP MASS COM 405024100 30,426 431,019 SH   DFND   431,019 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 5,245 111,311 SH   DFND   111,311 0 0
HANESBRANDS INC COM 410345102 2,900 169,016 SH   DFND   169,016 0 0
HARBORONE BANCORP INC NEW COM NEW 41165Y100 6,989 497,803 SH   DFND   497,803 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 20,104 286,174 SH   DFND   286,174 0 0
HAWAIIAN HOLDINGS INC COM 419879101 4,164 192,252 SH   DFND   192,252 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 11,026 296,007 SH   DFND   296,007 0 0
HCA HEALTHCARE INC COM 40412C101 84,067 346,353 SH   DFND   346,353 0 0
HEARTLAND FINL USA INC COM 42234Q102 2,750 57,196 SH   DFND   57,196 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 155 39,958 SH   DFND   39,958 0 0
HELMERICH & PAYNE INC COM 423452101 10,584 386,120 SH   DFND   386,120 0 0
HENRY SCHEIN INC COM 806407102 7,868 103,315 SH   DFND   103,315 0 0
HERITAGE FINL CORP WASH COM 42722X106 341 13,390 SH   DFND   13,390 0 0
HERITAGE INSURANCE HLDGS INC COM 42727J102 1,821 267,328 SH   DFND   267,328 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 18,869 1,324,139 SH   DFND   1,324,139 0 0
HIBBETT INC COM 428567101 2,803 39,625 SH   DFND   39,625 0 0
HILL INTL INC COM 431466101 48 23,320 SH   DFND   23,320 0 0
HILLTOP HOLDINGS INC COM 432748101 7,689 235,340 SH   DFND   235,340 0 0
HOLLYFRONTIER CORP COM 436106108 10,974 331,237 SH   DFND   331,237 0 0
HOLOGIC INC COM 436440101 9,729 131,806 SH   DFND   131,806 0 0
HOME BANCSHARES INC COM 436893200 10,142 431,022 SH   DFND   431,022 0 0
HOME DEPOT INC COM 437076102 96,322 293,433 SH   DFND   293,433 0 0
HOMESTREET INC COM 43785V102 9,032 219,479 SH   DFND   219,479 0 0
HOPE BANCORP INC COM 43940T109 2,275 157,533 SH   DFND   157,533 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 4,291 107,838 SH   DFND   107,838 0 0
HORIZON BANCORP INC COM 440407104 6,901 379,820 SH   DFND   379,820 0 0
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 371 3,849 SH   DFND   3,849 0 0
HOWARD HUGHES CORP COM 44267D107 9,839 112,054 SH   DFND   112,054 0 0
HOWMET AEROSPACE INC COM 443201108 9,491 304,193 SH   DFND   304,193 0 0
HP INC COM 40434L105 36,231 1,324,248 SH   DFND   1,324,248 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 5,583 28,917 SH   DFND   28,917 0 0
HUNTSMAN CORP COM 447011107 62,571 2,114,614 SH   DFND   2,114,614 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 4,278 85,125 SH   DFND   85,125 0 0
ICHOR HOLDINGS SHS G4740B105 2,964 72,139 SH   DFND   72,139 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 7,982 112,354 SH   DFND   112,354 0 0
INGLES MKTS INC CL A 457030104 4,031 61,051 SH   DFND   61,051 0 0
INGREDION INC COM 457187102 78,198 878,525 SH   DFND   878,525 0 0
INMODE LTD SHS M5425M103 6,022 37,770 SH   DFND   37,770 0 0
INNOVIVA INC COM 45781M101 350 20,950 SH   DFND   20,950 0 0
INTEL CORP COM 458140100 188,683 3,541,354 SH   DFND   3,541,354 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 5,791 139,072 SH   DFND   139,072 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 88,912 639,975 SH   DFND   639,975 0 0
INTERNATIONAL PAPER CO COM 460146103 22,617 404,453 SH   DFND   404,453 0 0
INTERPUBLIC GROUP COS INC COM 460690100 8,450 230,445 SH   DFND   230,445 0 0
INTRA-CELLULAR THERAPIES INC COM 46116X101 21,812 585,074 SH   DFND   585,074 0 0
INVESCO LTD SHS G491BT108 13,202 547,553 SH   DFND   547,553 0 0
IROBOT CORP COM 462726100 2,160 27,510 SH   DFND   27,510 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 2,805 214,754 SH   DFND   214,754 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 186 1,642 SH   DFND   1,642 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 37,165 237,460 SH   DFND   237,460 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 750 142,300 SH   DFND   142,300 0 0
J & J SNACK FOODS CORP COM 466032109 1,581 10,346 SH   DFND   10,346 0 0
J2 GLOBAL INC COM 48123V102 2,613 19,127 SH   DFND   19,127 0 0
JABIL INC COM 466313103 8,925 152,898 SH   DFND   152,898 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 44,387 340,889 SH   DFND   340,889 0 0
JEFFERIES FINL GROUP INC COM 47233W109 11,324 304,981 SH   DFND   304,981 0 0
JELD-WEN HLDG INC COM 47580P103 2,303 92,002 SH   DFND   92,002 0 0
JETBLUE AWYS CORP COM 477143101 9,841 643,616 SH   DFND   643,616 0 0
JOHNSON & JOHNSON COM 478160104 397,514 2,461,389 SH   DFND   2,461,389 0 0
JONES LANG LASALLE INC COM 48020Q107 13,140 52,963 SH   DFND   52,963 0 0
JPMORGAN CHASE & CO COM 46625H100 445,319 2,720,501 SH   DFND   2,720,501 0 0
JUNIPER NETWORKS INC COM 48203R104 73,243 2,661,429 SH   DFND   2,661,429 0 0
KB HOME COM 48666K109 12,849 330,134 SH   DFND   330,134 0 0
KEARNY FINL CORP MD COM 48716P108 208 16,729 SH   DFND   16,729 0 0
KELLY SVCS INC CL A 488152208 480 25,402 SH   DFND   25,402 0 0
KEYCORP COM 493267108 20,074 928,496 SH   DFND   928,496 0 0
KIMBALL ELECTRONICS INC COM 49428J109 379 14,692 SH   DFND   14,692 0 0
KINDER MORGAN INC DEL COM 49456B101 35,541 2,124,407 SH   DFND   2,124,407 0 0
KIRBY CORP COM 497266106 5,856 122,094 SH   DFND   122,094 0 0
KKR & CO INC COM 48251W104 37,408 614,461 SH   DFND   614,461 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 9,888 193,318 SH   DFND   193,318 0 0
KOHLS CORP COM 500255104 8,718 185,125 SH   DFND   185,125 0 0
KOPPERS HOLDINGS INC COM 50060P106 272 8,713 SH   DFND   8,713 0 0
KRAFT HEINZ CO COM 500754106 36,010 978,006 SH   DFND   978,006 0 0
KROGER CO COM 501044101 94,848 2,345,987 SH   DFND   2,345,987 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 32,546 147,775 SH   DFND   147,775 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 28,249 100,373 SH   DFND   100,373 0 0
LAWSON PRODS INC COM 520776105 2,352 47,039 SH   DFND   47,039 0 0
LAZARD LTD SHS A G54050102 12,181 265,963 SH   DFND   265,963 0 0
LEAR CORP COM NEW 521865204 7,547 48,228 SH   DFND   48,228 0 0
LENNAR CORP CL A 526057104 26,688 284,885 SH   DFND   284,885 0 0
LGI HOMES INC COM 50187T106 12,685 89,387 SH   DFND   89,387 0 0
LINCOLN NATL CORP IND COM 534187109 12,502 181,854 SH   DFND   181,854 0 0
LKQ CORP COM 501889208 15,703 312,072 SH   DFND   312,072 0 0
LOEWS CORP COM 540424108 11,475 212,777 SH   DFND   212,777 0 0
LOUISIANA PAC CORP COM 546347105 5,191 84,590 SH   DFND   84,590 0 0
LOWES COS INC COM 548661107 151,629 747,454 SH   DFND   747,454 0 0
LPL FINL HLDGS INC COM 50212V100 9,821 62,653 SH   DFND   62,653 0 0
LUMEN TECHNOLOGIES INC COM 550241103 9,906 799,535 SH   DFND   799,535 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 32,275 343,897 SH   DFND   343,897 0 0
M & T BK CORP COM 55261F104 14,698 98,423 SH   DFND   98,423 0 0
M D C HLDGS INC COM 552676108 12,210 261,336 SH   DFND   261,336 0 0
M/I HOMES INC COM 55305B101 7,092 122,707 SH   DFND   122,707 0 0
MAGNA INTL INC COM 559222401 40,332 536,576 SH   DFND   536,576 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 1,378 77,441 SH   DFND   77,441 0 0
MANITOWOC CO INC COM NEW 563571405 3,319 154,951 SH   DFND   154,951 0 0
MANPOWERGROUP INC WIS COM 56418H100 5,634 52,030 SH   DFND   52,030 0 0
MARATHON OIL CORP COM 565849106 12,815 937,443 SH   DFND   937,443 0 0
MARINEMAX INC COM 567908108 1,895 39,048 SH   DFND   39,048 0 0
MARKEL CORP COM 570535104 12,336 10,322 SH   DFND   10,322 0 0
MARVELL TECHNOLOGY INC COM 573874104 27,195 450,916 SH   DFND   450,916 0 0
MASCO CORP COM 574599106 14,841 267,167 SH   DFND   267,167 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 3,234 128,931 SH   DFND   128,931 0 0
MATSON INC COM 57686G105 12,552 155,515 SH   DFND   155,515 0 0
MAYVILLE ENGR CO INC COM 578605107 265 14,098 SH   DFND   14,098 0 0
MCKESSON CORP COM 58155Q103 32,996 165,493 SH   DFND   165,493 0 0
MEDTRONIC PLC SHS G5960L103 30,605 244,160 SH   DFND   244,160 0 0
MERCK & CO INC COM 58933Y105 2,674 35,600 SH   DFND   35,600 0 0
MERCURY GENL CORP NEW COM 589400100 7,251 130,250 SH   DFND   130,250 0 0
MERITAGE HOMES CORP COM 59001A102 4,820 49,689 SH   DFND   49,689 0 0
MESA AIR GROUP INC COM NEW 590479135 112 14,621 SH   DFND   14,621 0 0
META FINL GROUP INC COM 59100U108 3,094 58,961 SH   DFND   58,961 0 0
METHODE ELECTRS INC COM 591520200 5,783 137,521 SH   DFND   137,521 0 0
METLIFE INC COM 59156R108 47,614 771,322 SH   DFND   771,322 0 0
MGIC INVT CORP WIS COM 552848103 11,975 800,456 SH   DFND   800,456 0 0
MICRON TECHNOLOGY INC COM 595112103 104,865 1,477,393 SH   DFND   1,477,393 0 0
MILLER HERMAN INC COM 600544100 2,850 75,674 SH   DFND   75,674 0 0
MILLER INDS INC TENN COM NEW 600551204 212 6,241 SH   DFND   6,241 0 0
MINERALS TECHNOLOGIES INC COM 603158106 5,738 82,165 SH   DFND   82,165 0 0
MKS INSTRS INC COM 55306N104 6,000 39,759 SH   DFND   39,759 0 0
MOHAWK INDS INC COM 608190104 25,555 144,054 SH   DFND   144,054 0 0
MOLINA HEALTHCARE INC COM 60855R100 9,244 34,072 SH   DFND   34,072 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 7,456 160,764 SH   DFND   160,764 0 0
MORGAN STANLEY COM NEW 617446448 31,585 324,586 SH   DFND   324,586 0 0
MOSAIC CO NEW COM 61945C103 13,946 390,422 SH   DFND   390,422 0 0
MR COOPER GROUP INC COM 62482R107 8,642 209,908 SH   DFND   209,908 0 0
MUELLER INDS INC COM 624756102 3,097 75,349 SH   DFND   75,349 0 0
MURPHY OIL CORP COM 626717102 13,803 552,797 SH   DFND   552,797 0 0
NABORS INDUSTRIES LTD SHS G6359F137 296 3,064 SH   DFND   3,064 0 0
NATIONAL BK HLDGS CORP CL A 633707104 1,718 42,451 SH   DFND   42,451 0 0
NAVIENT CORPORATION COM 63938C108 8,385 424,976 SH   DFND   424,976 0 0
NBT BANCORP INC COM 628778102 2,009 55,615 SH   DFND   55,615 0 0
NELNET INC CL A 64031N108 4,798 60,552 SH   DFND   60,552 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 32 10,852 SH   DFND   10,852 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 43,397 3,371,915 SH   DFND   3,371,915 0 0
NEWELL BRANDS INC COM 651229106 9,623 434,660 SH   DFND   434,660 0 0
NEWMONT CORP COM 651639106 80,740 1,486,929 SH   DFND   1,486,929 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 124 37,454 SH   DFND   37,454 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 6,460 42,511 SH   DFND   42,511 0 0
NEXTERA ENERGY INC COM 65339F101 5,814 74,045 SH   DFND   74,045 0 0
NISOURCE INC COM 65473P105 53,124 2,192,479 SH   DFND   2,192,479 0 0
NORTHERN OIL AND GAS INC MN COM 665531307 4,754 222,139 SH   DFND   222,139 0 0
NORTHERN TR CORP COM 665859104 18,002 166,980 SH   DFND   166,980 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 182 10,608 SH   DFND   10,608 0 0
NORTHROP GRUMMAN CORP COM 666807102 40,431 112,261 SH   DFND   112,261 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 3,974 299,230 SH   DFND   299,230 0 0
NORTONLIFELOCK INC COM 668771108 10,478 414,159 SH   DFND   414,159 0 0
NOW INC COM 67011P100 174 22,790 SH   DFND   22,790 0 0
NRG ENERGY INC COM NEW 629377508 7,020 171,921 SH   DFND   171,921 0 0
NUCOR CORP COM 670346105 52,337 531,397 SH   DFND   531,397 0 0
NVR INC COM 62944T105 13,572 2,831 SH   DFND   2,831 0 0
OCEANFIRST FINL CORP COM 675234108 1,459 68,148 SH   DFND   68,148 0 0
OFG BANCORP COM 67103X102 576 22,840 SH   DFND   22,840 0 0
O-I GLASS INC COM 67098H104 7,000 490,505 SH   DFND   490,505 0 0
OIL STS INTL INC COM 678026105 162 25,286 SH   DFND   25,286 0 0
OLD NATL BANCORP IND COM 680033107 7,302 430,778 SH   DFND   430,778 0 0
OLD REP INTL CORP COM 680223104 3,759 162,509 SH   DFND   162,509 0 0
OLD SECOND BANCORP INC ILL COM 680277100 6,411 490,894 SH   DFND   490,894 0 0
OLYMPIC STEEL INC COM 68162K106 3,875 159,073 SH   DFND   159,073 0 0
OMNICOM GROUP INC COM 681919106 64,914 895,860 SH   DFND   895,860 0 0
ONEMAIN HLDGS INC COM 68268W103 8,461 152,927 SH   DFND   152,927 0 0
ONEOK INC NEW COM 682680103 22,197 382,766 SH   DFND   382,766 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 251 5,541 SH   DFND   5,541 0 0
ORACLE CORP COM 68389X105 276,870 3,177,664 SH   DFND   3,177,664 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 44,739 73,215 SH   DFND   73,215 0 0
ORION GROUP HLDGS INC COM 68628V308 68 12,590 SH   DFND   12,590 0 0
OSHKOSH CORP COM 688239201 4,775 46,644 SH   DFND   46,644 0 0
OWENS CORNING NEW COM 690742101 9,471 110,775 SH   DFND   110,775 0 0
PACIFIC PREMIER BANCORP COM 69478X105 5,027 121,296 SH   DFND   121,296 0 0
PACKAGING CORP AMER COM 695156109 13,256 96,447 SH   DFND   96,447 0 0
PACWEST BANCORP DEL COM 695263103 9,985 220,316 SH   DFND   220,316 0 0
PARKE BANCORP INC COM 700885106 2,689 122,634 SH   DFND   122,634 0 0
PARKER-HANNIFIN CORP COM 701094104 25,437 90,971 SH   DFND   90,971 0 0
PARTY CITY HOLDCO INC COM 702149105 116 16,330 SH   DFND   16,330 0 0
PATRICK INDS INC COM 703343103 2,593 31,127 SH   DFND   31,127 0 0
PATTERSON-UTI ENERGY INC COM 703481101 6,074 674,839 SH   DFND   674,839 0 0
PBF ENERGY INC CL A 69318G106 5,583 430,428 SH   DFND   430,428 0 0
PDC ENERGY INC COM 69327R101 14,641 308,940 SH   DFND   308,940 0 0
PDL CMNTY BANCORP COM 69290X101 1,750 120,596 SH   DFND   120,596 0 0
PEABODY ENGR CORP COM 704551100 351 23,720 SH   DFND   23,720 0 0
PEOPLES BANCORP INC COM 709789101 219 6,923 SH   DFND   6,923 0 0
PERKINELMER INC COM 714046109 13,942 80,455 SH   DFND   80,455 0 0
PETIQ INC COM CL A 71639T106 11,233 449,870 SH   DFND   449,870 0 0
PFIZER INC COM 717081103 62,413 1,451,134 SH   DFND   1,451,134 0 0
PHILIP MORRIS INTL INC COM 718172109 117,037 1,234,702 SH   DFND   1,234,702 0 0
PHILLIPS 66 COM 718546104 24,505 349,921 SH   DFND   349,921 0 0
PHOTRONICS INC COM 719405102 174 12,790 SH   DFND   12,790 0 0
PIONEER BANCORP INC MD COM 723561106 2,279 180,295 SH   DFND   180,295 0 0
PIPER SANDLER COMPANIES COM 724078100 5,093 36,784 SH   DFND   36,784 0 0
PLANET FITNESS INC CL A 72703H101 1,795 22,867 SH   DFND   22,867 0 0
PNC FINL SVCS GROUP INC COM 693475105 65,983 337,267 SH   DFND   337,267 0 0
POLARIS INC COM 731068102 5,813 48,582 SH   DFND   48,582 0 0
POPULAR INC COM NEW 733174700 42,032 541,166 SH   DFND   541,166 0 0
POWELL INDS INC COM 739128106 5,766 234,683 SH   DFND   234,683 0 0
POWERFLEET INC COM 73931J109 6,048 902,700 SH   DFND   902,700 0 0
PPL CORP COM 69351T106 47,893 1,717,811 SH   DFND   1,717,811 0 0
PRA GROUP INC COM 69354N106 2,474 58,704 SH   DFND   58,704 0 0
PREMIER FINANCIAL CORP COM 74052F108 247 7,760 SH   DFND   7,760 0 0
PRICE T ROWE GROUP INC COM 74144T108 35,627 181,122 SH   DFND   181,122 0 0
PRIMORIS SVCS CORP COM 74164F103 5,077 207,295 SH   DFND   207,295 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 14,164 219,934 SH   DFND   219,934 0 0
PROASSURANCE CORP COM 74267C106 3,029 127,394 SH   DFND   127,394 0 0
PROCTER AND GAMBLE CO COM 742718109 15,757 112,708 SH   DFND   112,708 0 0
PROGRESSIVE CORP COM 743315103 45,930 508,132 SH   DFND   508,132 0 0
PROPETRO HLDG CORP COM 74347M108 365 42,198 SH   DFND   42,198 0 0
PROVIDENT FINL SVCS INC COM 74386T105 4,302 183,315 SH   DFND   183,315 0 0
PRUDENTIAL FINL INC COM 744320102 33,246 316,028 SH   DFND   316,028 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 32,733 537,493 SH   DFND   537,493 0 0
PULTE GROUP INC COM 745867101 70,245 1,529,730 SH   DFND   1,529,730 0 0
PURPLE INNOVATION INC COM 74640Y106 4,062 193,259 SH   DFND   193,259 0 0
PVH CORPORATION COM 693656100 5,096 49,581 SH   DFND   49,581 0 0
PZENA INVT MGMT INC CLASS A 74731Q103 2,217 225,352 SH   DFND   225,352 0 0
QCR HOLDINGS INC COM 74727A104 279 5,431 SH   DFND   5,431 0 0
QORVO INC COM 74736K101 13,419 80,261 SH   DFND   80,261 0 0
QUANTA SVCS INC COM 74762E102 12,480 109,643 SH   DFND   109,643 0 0
QUEST DIAGNOSTICS INC COM 74834L100 27,375 188,392 SH   DFND   188,392 0 0
RADIAN GROUP INC COM 750236101 10,264 451,768 SH   DFND   451,768 0 0
RAYMOND JAMES FINL INC COM 754730109 15,119 163,839 SH   DFND   163,839 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 334 44,469 SH   DFND   44,469 0 0
REALOGY HLDGS CORP COM 75605Y106 7,309 416,716 SH   DFND   416,716 0 0
RED VIOLET INC COM 75704L104 2,668 103,389 SH   DFND   103,389 0 0
REGENERON PHARMACEUTICALS COM 75886F107 64,945 107,316 SH   DFND   107,316 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 19,527 916,308 SH   DFND   916,308 0 0
REGIS CORP MINN COM 758932107 2,729 784,305 SH   DFND   784,305 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 9,298 65,284 SH   DFND   65,284 0 0
RENASANT CORP COM 75970E107 3,653 101,341 SH   DFND   101,341 0 0
RENT A CTR INC NEW COM 76009N100 9,653 171,737 SH   DFND   171,737 0 0
REPUBLIC BANCORP INC KY CL A 760281204 6,639 131,080 SH   DFND   131,080 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 2,955 959,433 SH   DFND   959,433 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 937 258,115 SH   DFND   258,115 0 0
RING ENERGY INC COM 76680V108 120 40,840 SH   DFND   40,840 0 0
RIVERVIEW BANCORP INC COM 769397100 3,039 418,038 SH   DFND   418,038 0 0
ROGERS CORP COM 775133101 2,672 14,329 SH   DFND   14,329 0 0
RPC INC COM 749660106 187 38,500 SH   DFND   38,500 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 38,160 455,916 SH   DFND   455,916 0 0
S & T BANCORP INC COM 783859101 1,341 45,519 SH   DFND   45,519 0 0
SABRE CORP COM 78573M104 1,996 168,585 SH   DFND   168,585 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 4,142 245,791 SH   DFND   245,791 0 0
SANDY SPRING BANCORP INC COM 800363103 2,772 60,488 SH   DFND   60,488 0 0
SANMINA CORPORATION COM 801056102 9,117 236,551 SH   DFND   236,551 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 6,116 146,662 SH   DFND   146,662 0 0
SCHNITZER STEEL INDS INC CL A 806882106 3,012 68,753 SH   DFND   68,753 0 0
SCHOLASTIC CORP COM 807066105 479 13,440 SH   DFND   13,440 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 4,670 134,736 SH   DFND   134,736 0 0
SCYNEXIS INC COM NEW 811292200 650 122,600 SH   DFND   122,600 0 0
SEALED AIR CORP NEW COM 81211K100 8,609 157,133 SH   DFND   157,133 0 0
SEI INVTS CO COM 784117103 6,788 114,461 SH   DFND   114,461 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 94 18,187 SH   DFND   18,187 0 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 5,994 109,544 SH   DFND   109,544 0 0
SERVICE CORP INTL COM 817565104 17,603 292,119 SH   DFND   292,119 0 0
SIGNET JEWELERS LIMITED SHS G81276100 11,751 148,821 SH   DFND   148,821 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 5,110 172,872 SH   DFND   172,872 0 0
SKECHERS U S A INC CL A 830566105 4,000 94,967 SH   DFND   94,967 0 0
SKYWEST INC COM 830879102 8,899 180,364 SH   DFND   180,364 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 18,937 114,923 SH   DFND   114,923 0 0
SLM CORP COM 78442P106 52,085 2,959,399 SH   DFND   2,959,399 0 0
SMART SAND INC COM 83191H107 39 15,903 SH   DFND   15,903 0 0
SMUCKER J M CO COM NEW 832696405 18,224 151,828 SH   DFND   151,828 0 0
SNAP ON INC COM 833034101 11,628 55,652 SH   DFND   55,652 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 4,752 90,448 SH   DFND   90,448 0 0
SOUTHERN CO COM 842587107 59,558 961,082 SH   DFND   961,082 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 1,439 37,574 SH   DFND   37,574 0 0
SOUTHSTATE CORPORATION COM 840441109 2,824 37,815 SH   DFND   37,815 0 0
SOUTHWEST GAS HLDGS INC COM 844895102 5,205 77,822 SH   DFND   77,822 0 0
SOUTHWESTERN ENERGY CO COM 845467109 13,425 2,423,311 SH   DFND   2,423,311 0 0
SPERO THERAPEUTICS INC COM 84833T103 1,075 58,400 SH   DFND   58,400 0 0
SPIRIT AIRLS INC COM 848577102 5,808 223,916 SH   DFND   223,916 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 5,207 295,876 SH   DFND   295,876 0 0
SPROUTS FMRS MKT INC COM 85208M102 3,551 153,246 SH   DFND   153,246 0 0
STANDARD MTR PRODS INC COM 853666105 7,031 160,866 SH   DFND   160,866 0 0
STATE STR CORP COM 857477103 36,506 430,901 SH   DFND   430,901 0 0
STEEL DYNAMICS INC COM 858119100 21,443 366,674 SH   DFND   366,674 0 0
STERLING BANCORP DEL COM 85917A100 2,810 112,576 SH   DFND   112,576 0 0
STERLING CONSTR INC COM 859241101 381 16,798 SH   DFND   16,798 0 0
STEWART INFORMATION SVCS COR COM 860372101 3,978 62,889 SH   DFND   62,889 0 0
STONEX GROUP INC COM 861896108 3,330 50,531 SH   DFND   50,531 0 0
STURM RUGER & CO INC COM 864159108 1,030 13,958 SH   DFND   13,958 0 0
SUNCOKE ENERGY INC COM 86722A103 215 34,240 SH   DFND   34,240 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 2,115 177,147 SH   DFND   177,147 0 0
SUPER MICRO COMPUTER INC COM 86800U104 2,019 55,221 SH   DFND   55,221 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 6,037 226,345 SH   DFND   226,345 0 0
SYNCHRONY FINANCIAL COM 87165B103 34,951 715,029 SH   DFND   715,029 0 0
SYNNEX CORP COM 87162W100 4,744 45,567 SH   DFND   45,567 0 0
SYNOVUS FINL CORP COM NEW 87161C501 3,835 87,380 SH   DFND   87,380 0 0
SYSCO CORP COM 871829107 5,532 70,476 SH   DFND   70,476 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 7,221 162,451 SH   DFND   162,451 0 0
TALOS ENERGY INC COM 87484T108 464 33,710 SH   DFND   33,710 0 0
TARGA RES CORP COM 87612G101 2,443 49,648 SH   DFND   49,648 0 0
TARGET CORP COM 87612E106 116,904 511,013 SH   DFND   511,013 0 0
TECHNIPFMC PLC COM G87110105 881 116,947 SH   DFND   116,947 0 0
TEGNA INC COM 87901J105 15,574 789,777 SH   DFND   789,777 0 0
TEJON RANCH CO COM 879080109 327 18,411 SH   DFND   18,411 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 4,244 217,656 SH   DFND   217,656 0 0
TEMPUR SEALY INTL INC COM 88023U101 6,342 136,650 SH   DFND   136,650 0 0
TERADYNE INC COM 880770102 44,555 408,122 SH   DFND   408,122 0 0
TERRITORIAL BANCORP INC COM 88145X108 2,666 105,032 SH   DFND   105,032 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 3,579 59,635 SH   DFND   59,635 0 0
TEXTRON INC COM 883203101 19,931 285,497 SH   DFND   285,497 0 0
THERAPEUTICSMD INC COM 88338N107 755 1,018,900 SH   DFND   1,018,900 0 0
THOR INDS INC COM 885160101 65,152 530,723 SH   DFND   530,723 0 0
TIDEWATER INC NEW COM 88642R109 203 16,829 SH   DFND   16,829 0 0
TIMKENSTEEL CORPORATION COM 887399103 157 12,014 SH   DFND   12,014 0 0
TITAN MACHY INC COM 88830R101 3,342 128,987 SH   DFND   128,987 0 0
T-MOBILE US INC COM 872590104 96,016 751,532 SH   DFND   751,532 0 0
TOLL BROTHERS INC COM 889478103 12,019 217,387 SH   DFND   217,387 0 0
TRANSOCEAN LTD REG SHS H8817H100 7,564 1,995,660 SH   DFND   1,995,660 0 0
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 503 10,097 SH   DFND   10,097 0 0
TRAVELERS COMPANIES INC COM 89417E109 55,682 366,308 SH   DFND   366,308 0 0
TREAN INS GROUP INC COM 89457R101 5,814 561,716 SH   DFND   561,716 0 0
TRECORA RES COM 894648104 142 17,376 SH   DFND   17,376 0 0
TRI POINTE HOMES INC COM 87265H109 11,775 560,174 SH   DFND   560,174 0 0
TRICO BANCSHARES COM 896095106 1,641 37,814 SH   DFND   37,814 0 0
TRINITY INDS INC COM 896522109 6,426 236,499 SH   DFND   236,499 0 0
TRISTATE CAP HLDGS INC COM 89678F100 3,406 161,031 SH   DFND   161,031 0 0
TRITON INTL LTD CL A G9078F107 15,250 293,047 SH   DFND   293,047 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 7,181 291,309 SH   DFND   291,309 0 0
TRUIST FINL CORP COM 89832Q109 62,497 1,065,591 SH   DFND   1,065,591 0 0
TRUSTMARK CORP COM 898402102 4,427 137,412 SH   DFND   137,412 0 0
TTM TECHNOLOGIES INC COM 87305R109 2,723 216,589 SH   DFND   216,589 0 0
TUTOR PERINI CORP COM 901109108 463 35,683 SH   DFND   35,683 0 0
TWO HBRS INVT CORP COM NEW 90187B408 39,016 6,153,881 SH   DFND   6,153,881 0 0
TYSON FOODS INC CL A 902494103 89,672 1,135,954 SH   DFND   1,135,954 0 0
U S SILICA HLDGS INC COM 90346E103 245 30,680 SH   DFND   30,680 0 0
UFP INDUSTRIES INC COM 90278Q108 5,545 81,567 SH   DFND   81,567 0 0
UGI CORP NEW COM 902681105 28,104 659,420 SH   DFND   659,420 0 0
UMB FINL CORP COM 902788108 12,117 125,291 SH   DFND   125,291 0 0
UMPQUA HLDGS CORP COM 904214103 10,493 518,173 SH   DFND   518,173 0 0
UNITED BANKSHARES INC WEST V COM 909907107 6,336 174,168 SH   DFND   174,168 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 3,643 110,994 SH   DFND   110,994 0 0
UNITED NAT FOODS INC COM 911163103 11,412 235,694 SH   DFND   235,694 0 0
UNITED PARCEL SERVICE INC CL B 911312106 89,774 492,992 SH   DFND   492,992 0 0
UNITED RENTALS INC COM 911363109 20,043 57,114 SH   DFND   57,114 0 0
UNIVERSAL CORP VA COM 913456109 4,249 87,915 SH   DFND   87,915 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 11,041 79,791 SH   DFND   79,791 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,723 166,302 SH   DFND   166,302 0 0
UNUM GROUP COM 91529Y106 6,591 263,010 SH   DFND   263,010 0 0
US BANCORP DEL COM NEW 902973304 92,487 1,555,975 SH   DFND   1,555,975 0 0
VALERO ENERGY CORP COM 91913Y100 23,079 327,034 SH   DFND   327,034 0 0
VALLEY NATL BANCORP COM 919794107 9,442 709,426 SH   DFND   709,426 0 0
VECTOR GROUP LTD COM 92240M108 1,426 111,865 SH   DFND   111,865 0 0
VERA BRADLEY INC COM 92335C106 130 13,866 SH   DFND   13,866 0 0
VERITEX HLDGS INC COM 923451108 2,599 66,042 SH   DFND   66,042 0 0
VERITIV CORP COM 923454102 841 9,390 SH   DFND   9,390 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 7,600 140,723 SH   DFND   140,723 0 0
VIASAT INC COM 92552V100 8,120 147,446 SH   DFND   147,446 0 0
VIATRIS INC COM 92556V106 37,029 2,732,744 SH   DFND   2,732,744 0 0
VICTORY CAP HLDGS INC COM CL A 92645B103 1,503 42,931 SH   DFND   42,931 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 6,180 19,916 SH   DFND   19,916 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 11,908 11,535,000 PRN   DFND   11,535,000 0 0
VISTA OUTDOOR INC COM 928377100 8,454 209,737 SH   DFND   209,737 0 0
VONTIER CORPORATION COM 928881101 62,900 1,872,012 SH   DFND   1,872,012 0 0
VOXX INTL CORP CL A 91829F104 149 13,024 SH   DFND   13,024 0 0
VOYA FINANCIAL INC COM 929089100 6,483 105,603 SH   DFND   105,603 0 0
VROOM INC COM 92918V109 1,668 75,577 SH   DFND   75,577 0 0
VSE CORP COM 918284100 375 7,777 SH   DFND   7,777 0 0
WABTEC COM 929740108 16,664 193,295 SH   DFND   193,295 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 32,538 691,553 SH   DFND   691,553 0 0
WALMART INC COM 931142103 6,063 43,502 SH   DFND   43,502 0 0
WASHINGTON FED INC COM 938824109 4,876 142,105 SH   DFND   142,105 0 0
WATERSTONE FINL INC MD COM 94188P101 228 11,127 SH   DFND   11,127 0 0
WEIS MKTS INC COM 948849104 1,122 21,351 SH   DFND   21,351 0 0
WELLS FARGO CO NEW COM 949746101 132,899 2,863,577 SH   DFND   2,863,577 0 0
WESBANCO INC COM 950810101 2,854 83,736 SH   DFND   83,736 0 0
WESTERN ALLIANCE BANCORP COM 957638109 8,379 77,002 SH   DFND   77,002 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 2,754 322,897 SH   DFND   322,897 0 0
WHIRLPOOL CORP COM 963320106 13,085 64,185 SH   DFND   64,185 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 6,172 5,770 SH   DFND   5,770 0 0
WHOLE EARTH BRANDS INC COM CL A 96684W100 5,266 455,943 SH   DFND   455,943 0 0
WILLIAMS COS INC COM 969457100 32,063 1,236,060 SH   DFND   1,236,060 0 0
WILLIAMS SONOMA INC COM 969904101 10,747 60,604 SH   DFND   60,604 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 80,988 348,395 SH   DFND   348,395 0 0
WINNEBAGO INDS INC COM 974637100 9,666 133,416 SH   DFND   133,416 0 0
WINTRUST FINL CORP COM 97650W108 5,874 73,087 SH   DFND   73,087 0 0
WORLD FUEL SVCS CORP COM 981475106 7,618 226,599 SH   DFND   226,599 0 0
WORTHINGTON INDS INC COM 981811102 5,501 104,374 SH   DFND   104,374 0 0
WSFS FINL CORP COM 929328102 3,918 76,366 SH   DFND   76,366 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 13,862 687,244 SH   DFND   687,244 0 0
XPERI HOLDING CORP COM 98390M103 2,602 138,124 SH   DFND   138,124 0 0
Y-MABS THERAPEUTICS INC COM 984241109 929 32,537 SH   DFND   32,537 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 24,710 168,833 SH   DFND   168,833 0 0
ZIONS BANCORPORATION N A COM 989701107 12,283 198,471 SH   DFND   198,471 0 0
ZOGENIX INC COM NEW 98978L204 580 38,195 SH   DFND   38,195 0 0
ZUMIEZ INC COM 989817101 372 9,361 SH   DFND   9,361 0 0