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 7,177 3,738,127 SH   DFND   3,738,127 0 0
AAR CORP COM 000361105 6,397 132,088 SH   DFND   132,088 0 0
ABBVIE INC COM 00287Y109 202,068 1,246,488 SH   DFND   1,246,488 0 0
ABERCROMBIE & FITCH CO CL A 002896207 2,625 82,046 SH   DFND   82,046 0 0
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 5,346 135,691 SH   DFND   135,691 0 0
ACCO BRANDS CORP COM 00081T108 1,461 182,683 SH   DFND   182,683 0 0
ACUITY BRANDS INC COM 00508Y102 1,747 9,231 SH   DFND   9,231 0 0
ACV AUCTIONS INC COM CL A 00091G104 1,952 131,813 SH   DFND   131,813 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 24,152 116,701 SH   DFND   116,701 0 0
ADVANSIX INC COM 00773T101 1,846 36,130 SH   DFND   36,130 0 0
AERCAP HOLDINGS NV SHS N00985106 59,784 1,189,029 SH   DFND   1,189,029 0 0
AERSALE CORPORATION COM 00810F106 7,961 506,400 SH   DFND   506,400 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 1,619 11,484 SH   DFND   11,484 0 0
AFLAC INC COM 001055102 44,249 687,205 SH   DFND   687,205 0 0
AGCO CORP COM 001084102 3,912 26,791 SH   DFND   26,791 0 0
AIR LEASE CORP CL A 00912X302 13,588 304,329 SH   DFND   304,329 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 6,340 755,107 SH   DFND   755,107 0 0
ALASKA AIR GROUP INC COM 011659109 48,146 829,955 SH   DFND   829,955 0 0
ALBIREO PHARMA INC COM 01345P106 1,500 50,300 SH   DFND   50,300 0 0
ALCOA CORP COM 013872106 31,253 347,139 SH   DFND   347,139 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8,726 80,200 SH   DFND   80,200 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 235 5,260 SH   DFND   5,260 0 0
ALLEGIANT TRAVEL CO COM 01748X102 2,156 13,278 SH   DFND   13,278 0 0
ALLETE INC COM NEW 018522300 644 9,619 SH   DFND   9,619 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 8,382 149,273 SH   DFND   149,273 0 0
ALLIANT ENERGY CORP COM 018802108 11,535 184,621 SH   DFND   184,621 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 15,120 385,115 SH   DFND   385,115 0 0
ALLSTATE CORP COM 020002101 49,880 360,118 SH   DFND   360,118 0 0
ALLY FINL INC COM 02005N100 19,861 456,779 SH   DFND   456,779 0 0
ALTO INGREDIENTS INC COM 021513106 83 12,120 SH   DFND   12,120 0 0
ALTRIA GROUP INC COM 02209S103 71,279 1,364,188 SH   DFND   1,364,188 0 0
AMC NETWORKS INC CL A 00164V103 936 23,045 SH   DFND   23,045 0 0
AMCOR PLC ORD G0250X107 16,988 1,499,424 SH   DFND   1,499,424 0 0
AMDOCS LTD SHS G02602103 11,470 139,518 SH   DFND   139,518 0 0
AMERANT BANCORP INC CL A 023576101 336 10,629 SH   DFND   10,629 0 0
AMERCO COM 023586100 11,402 19,100 SH   DFND   19,100 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 662 85,368 SH   DFND   85,368 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 1,256 74,779 SH   DFND   74,779 0 0
AMERICAN ELEC PWR CO INC COM 025537101 2,492 24,975 SH   DFND   24,975 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 8,604 215,573 SH   DFND   215,573 0 0
AMERICAN EXPRESS CO COM 025816109 109,881 587,601 SH   DFND   587,601 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 11,611 79,732 SH   DFND   79,732 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,183 34,784 SH   DFND   34,784 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 7,241 147,920 SH   DFND   147,920 0 0
AMERICAS CAR-MART INC COM 03062T105 317 3,938 SH   DFND   3,938 0 0
AMERIPRISE FINL INC COM 03076C106 26,896 89,545 SH   DFND   89,545 0 0
AMERIS BANCORP COM 03076K108 4,125 94,016 SH   DFND   94,016 0 0
AMERISOURCEBERGEN CORP COM 03073E105 30,315 195,947 SH   DFND   195,947 0 0
AMGEN INC COM 031162100 54,896 227,012 SH   DFND   227,012 0 0
AMKOR TECHNOLOGY INC COM 031652100 989 45,533 SH   DFND   45,533 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 869 208,467 SH   DFND   208,467 0 0
AMRYT PHARMA PLC SPONSORED ADS 03217L106 415 50,262 SH   DFND   50,262 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 1,150 114,348 SH   DFND   114,348 0 0
ANDERSONS INC COM 034164103 7,422 147,664 SH   DFND   147,664 0 0
ANI PHARMACEUTICALS INC COM 00182C103 2,728 97,064 SH   DFND   97,064 0 0
ANTARES PHARMA INC COM 036642106 5,374 1,310,817 SH   DFND   1,310,817 0 0
ANTERO MIDSTREAM CORP COM 03676B102 23,048 2,120,356 SH   DFND   2,120,356 0 0
ANTHEM INC COM 036752103 146,102 297,427 SH   DFND   297,427 0 0
APA CORPORATION COM 03743Q108 10,512 254,338 SH   DFND   254,338 0 0
ARCH CAP GROUP LTD ORD G0450A105 17,561 362,691 SH   DFND   362,691 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 48,139 533,333 SH   DFND   533,333 0 0
ARCHROCK INC COM 03957W106 294 31,880 SH   DFND   31,880 0 0
ARCOSA INC COM 039653100 1,224 21,384 SH   DFND   21,384 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 3,521 85,295 SH   DFND   85,295 0 0
ARROW ELECTRS INC COM 042735100 17,773 149,822 SH   DFND   149,822 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 1,509 38,342 SH   DFND   38,342 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 12,041 75,165 SH   DFND   75,165 0 0
ASSOCIATED BANC CORP COM 045487105 9,103 399,974 SH   DFND   399,974 0 0
ASSURANT INC COM 04621X108 7,983 43,905 SH   DFND   43,905 0 0
ASSURED GUARANTY LTD COM G0585R106 11,957 187,826 SH   DFND   187,826 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 37,431 564,226 SH   DFND   564,226 0 0
AT&T INC COM 00206R102 40,334 1,706,895 SH   DFND   1,706,895 0 0
ATKORE INC COM 047649108 9,815 99,702 SH   DFND   99,702 0 0
ATLANTIC UN BANKSHARES CORP COM 04911A107 3,845 104,796 SH   DFND   104,796 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 9,677 112,040 SH   DFND   112,040 0 0
AUTOLIV INC COM 052800109 25,107 328,453 SH   DFND   328,453 0 0
AUTONATION INC COM 05329W102 21,221 213,101 SH   DFND   213,101 0 0
AUTOZONE INC COM 053332102 34,594 16,920 SH   DFND   16,920 0 0
AVEO PHARMACEUTICALS INC COM NEW 053588307 704 125,900 SH   DFND   125,900 0 0
AVISTA CORP COM 05379B107 6,642 147,114 SH   DFND   147,114 0 0
AVNET INC COM 053807103 15,726 387,431 SH   DFND   387,431 0 0
AXIS CAP HLDGS LTD SHS G0692U109 12,742 210,712 SH   DFND   210,712 0 0
B. RILEY FINANCIAL INC COM 05580M108 4,036 57,695 SH   DFND   57,695 0 0
BANC OF CALIFORNIA INC COM 05990K106 1,336 69,005 SH   DFND   69,005 0 0
BANCO DE CHILE SPONSORED ADS 059520106 2,606 121,600 SH   DFND   121,600 0 0
BANCO SANTANDER S.A. ADR 05964H105 2,802 828,920 SH   DFND   828,920 0 0
BANK NEW YORK MELLON CORP COM 064058100 35,056 706,356 SH   DFND   706,356 0 0
BANK OZK COM 06417N103 12,580 294,604 SH   DFND   294,604 0 0
BANKUNITED INC COM 06652K103 5,470 124,438 SH   DFND   124,438 0 0
BANNER CORP COM NEW 06652V208 4,017 68,627 SH   DFND   68,627 0 0
BARRICK GOLD CORP COM 067901108 6,742 275,000 SH   DFND   275,000 0 0
BATH & BODY WORKS INC COM 070830104 3,829 80,097 SH   DFND   80,097 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 332 21,831 SH   DFND   21,831 0 0
BENCHMARK ELECTRS INC COM 08160H101 1,515 60,510 SH   DFND   60,510 0 0
BERKLEY W R CORP COM 084423102 13,361 200,644 SH   DFND   200,644 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 124,180 351,875 SH   DFND   351,875 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 1,868 64,475 SH   DFND   64,475 0 0
BERRY CORP COM 08579X101 342 33,156 SH   DFND   33,156 0 0
BERRY GLOBAL GROUP INC COM 08579W103 4,922 84,922 SH   DFND   84,922 0 0
BETTER CHOICE CO INC COM 08771Y303 3,834 1,503,613 SH   DFND   1,503,613 0 0
BIO RAD LABS INC CL A 090572207 13,686 24,299 SH   DFND   24,299 0 0
BIOGEN INC COM 09062X103 10,463 49,683 SH   DFND   49,683 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 6,804 100,640 SH   DFND   100,640 0 0
BK OF AMERICA CORP COM 060505104 353,684 8,580,394 SH   DFND   8,580,394 0 0
BLOCK H & R INC COM 093671105 10,030 385,191 SH   DFND   385,191 0 0
BLUE BIRD CORP COM 095306106 8,555 454,577 SH   DFND   454,577 0 0
BOISE CASCADE CO DEL COM 09739D100 10,210 146,968 SH   DFND   146,968 0 0
BOK FINL CORP COM NEW 05561Q201 1,447 15,407 SH   DFND   15,407 0 0
BOOKING HOLDINGS INC COM 09857L108 44,621 19,000 SH   DFND   19,000 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 8,198 93,324 SH   DFND   93,324 0 0
BORGWARNER INC COM 099724106 3,136 80,612 SH   DFND   80,612 0 0
BOYD GAMING CORP COM 103304101 2,634 40,035 SH   DFND   40,035 0 0
BP PLC SPONSORED ADR 055622104 61,886 2,104,966 SH   DFND   2,104,966 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 198 11,846 SH   DFND   11,846 0 0
BRIGHTHOUSE FINL INC COM 10922N103 11,994 232,165 SH   DFND   232,165 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 133,906 1,833,569 SH   DFND   1,833,569 0 0
BRISTOW GROUP INC COM 11040G103 1,607 43,332 SH   DFND   43,332 0 0
BROOKDALE SR LIVING INC COM 112463104 579 82,148 SH   DFND   82,148 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 1,496 94,574 SH   DFND   94,574 0 0
BRUNSWICK CORP COM 117043109 5,962 73,707 SH   DFND   73,707 0 0
BUCKLE INC COM 118440106 3,533 106,933 SH   DFND   106,933 0 0
BUNGE LIMITED COM G16962105 14,976 135,149 SH   DFND   135,149 0 0
BYLINE BANCORP INC COM 124411109 1,130 42,354 SH   DFND   42,354 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 9,684 89,906 SH   DFND   89,906 0 0
CACI INTL INC CL A 127190304 10,715 35,858 SH   DFND   35,858 0 0
CACTUS INC CL A 127203107 1,363 24,027 SH   DFND   24,027 0 0
CADENCE BANK COM 12740C103 7,540 257,686 SH   DFND   257,686 0 0
CALERES INC COM 129500104 551 28,502 SH   DFND   28,502 0 0
CALLON PETE CO DEL COM 13123X508 6,842 115,811 SH   DFND   115,811 0 0
CAMDEN NATL CORP COM 133034108 261 5,551 SH   DFND   5,551 0 0
CAMPBELL SOUP CO COM 134429109 4,848 108,769 SH   DFND   108,769 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 4,791 171,397 SH   DFND   171,397 0 0
CANADIAN NAT RES LTD COM 136385101 44,974 726,527 SH   DFND   726,527 0 0
CAPITAL ONE FINL CORP COM 14040H105 56,078 427,128 SH   DFND   427,128 0 0
CAPITOL FED FINL INC COM 14057J101 1,355 124,531 SH   DFND   124,531 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 5,373 104,555 SH   DFND   104,555 0 0
CARA THERAPEUTICS INC COM 140755109 627 51,600 SH   DFND   51,600 0 0
CARDINAL HEALTH INC COM 14149Y108 5,787 102,070 SH   DFND   102,070 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 7,534 179,460 SH   DFND   179,460 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 2,111 254,667 SH   DFND   254,667 0 0
CATERPILLAR INC COM 149123101 12,442 55,841 SH   DFND   55,841 0 0
CATHAY GEN BANCORP COM 149150104 7,012 156,692 SH   DFND   156,692 0 0
CBRE GROUP INC CL A 12504L109 10,950 119,646 SH   DFND   119,646 0 0
CELANESE CORP DEL COM 150870103 16,107 112,741 SH   DFND   112,741 0 0
CENTENE CORP DEL COM 15135B101 34,247 406,782 SH   DFND   406,782 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 3,522 436,493 SH   DFND   436,493 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 7,236 259,363 SH   DFND   259,363 0 0
CENTURY CMNTYS INC COM 156504300 6,842 127,714 SH   DFND   127,714 0 0
CHEMOURS CO COM 163851108 2,278 72,371 SH   DFND   72,371 0 0
CHEVRON CORP NEW COM 166764100 137,339 843,452 SH   DFND   843,452 0 0
CHILDRENS PL INC NEW COM 168905107 527 10,694 SH   DFND   10,694 0 0
CHUBB LIMITED COM H1467J104 77,347 361,605 SH   DFND   361,605 0 0
CIGNA CORP NEW COM 125523100 106,847 445,922 SH   DFND   445,922 0 0
CIMPRESS PLC SHS EURO G2143T103 1,707 26,844 SH   DFND   26,844 0 0
CINCINNATI FINL CORP COM 172062101 16,356 120,298 SH   DFND   120,298 0 0
CISCO SYS INC COM 17275R102 174,203 3,124,155 SH   DFND   3,124,155 0 0
CITIGROUP INC COM NEW 172967424 167,803 3,142,373 SH   DFND   3,142,373 0 0
CITIZENS FINL GROUP INC COM 174610105 22,086 487,236 SH   DFND   487,236 0 0
CIVITAS RESOURCES INC COM NEW 17888H103 875 14,649 SH   DFND   14,649 0 0
CNO FINL GROUP INC COM 12621E103 8,130 324,052 SH   DFND   324,052 0 0
CNX RES CORP COM 12653C108 20,714 999,706 SH   DFND   999,706 0 0
COHERUS BIOSCIENCES INC COM 19249H103 775 60,000 SH   DFND   60,000 0 0
COHU INC COM 192576106 5,653 190,963 SH   DFND   190,963 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 4,943 242,760 SH   DFND   242,760 0 0
COLUMBIA BKG SYS INC COM 197236102 4,817 149,270 SH   DFND   149,270 0 0
COMCAST CORP NEW CL A 20030N101 163,187 3,485,407 SH   DFND   3,485,407 0 0
COMERICA INC COM 200340107 10,041 111,034 SH   DFND   111,034 0 0
COMMERCE BANCSHARES INC COM 200525103 6,407 89,493 SH   DFND   89,493 0 0
COMMERCIAL METALS CO COM 201723103 22,078 530,456 SH   DFND   530,456 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 2,191 184,554 SH   DFND   184,554 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 9,460 274,600 SH   DFND   274,600 0 0
CONAGRA BRANDS INC COM 205887102 51,443 1,532,424 SH   DFND   1,532,424 0 0
CONNECTONE BANCORP INC COM 20786W107 8,028 250,808 SH   DFND   250,808 0 0
CONNS INC COM 208242107 315 20,436 SH   DFND   20,436 0 0
CONOCOPHILLIPS COM 20825C104 44,307 443,067 SH   DFND   443,067 0 0
CONSOL ENERGY INC NEW COM 20854L108 471 12,507 SH   DFND   12,507 0 0
CORE LABORATORIES N V COM N22717107 3,399 107,462 SH   DFND   107,462 0 0
CORNERSTONE BLDG BRANDS INC COM 21925D109 2,043 84,007 SH   DFND   84,007 0 0
CORTEVA INC COM 22052L104 5,331 92,750 SH   DFND   92,750 0 0
COWEN INC CL A NEW 223622606 335 12,354 SH   DFND   12,354 0 0
CREDIT ACCEP CORP MICH COM 225310101 9,534 17,323 SH   DFND   17,323 0 0
CROCS INC COM 227046109 736 9,635 SH   DFND   9,635 0 0
CROSSFIRST BANKSHARES INC COM 22766M109 708 44,931 SH   DFND   44,931 0 0
CROWN HLDGS INC COM 228368106 62,236 497,530 SH   DFND   497,530 0 0
CULLEN FROST BANKERS INC COM 229899109 5,329 38,498 SH   DFND   38,498 0 0
CVB FINL CORP COM 126600105 1,397 60,173 SH   DFND   60,173 0 0
CVS HEALTH CORP COM 126650100 178,863 1,767,245 SH   DFND   1,767,245 0 0
D R HORTON INC COM 23331A109 60,719 814,905 SH   DFND   814,905 0 0
DAKTRONICS INC COM 234264109 71 18,560 SH   DFND   18,560 0 0
DANA INC COM 235825205 7,095 403,825 SH   DFND   403,825 0 0
DANIMER SCIENTIFIC INC COM CL A 236272100 271 46,300 SH   DFND   46,300 0 0
DARDEN RESTAURANTS INC COM 237194105 6,203 46,656 SH   DFND   46,656 0 0
DARLING INGREDIENTS INC COM 237266101 4,355 54,182 SH   DFND   54,182 0 0
DAVITA INC COM 23918K108 35,469 313,576 SH   DFND   313,576 0 0
DEERE & CO COM 244199105 95,438 229,717 SH   DFND   229,717 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 39,275 992,549 SH   DFND   992,549 0 0
DELUXE CORP COM 248019101 4,293 141,956 SH   DFND   141,956 0 0
DESTINATION XL GROUP INC COM 25065K104 71 14,640 SH   DFND   14,640 0 0
DICKS SPORTING GOODS INC COM 253393102 9,653 96,506 SH   DFND   96,506 0 0
DIGI INTL INC COM 253798102 353 16,411 SH   DFND   16,411 0 0
DISCOVER FINL SVCS COM 254709108 25,773 233,900 SH   DFND   233,900 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 91,860 101,840,000 PRN   DFND   101,840,000 0 0
DISNEY WALT CO COM 254687106 4,526 32,999 SH   DFND   32,999 0 0
DOLLAR TREE INC COM 256746108 23,443 146,384 SH   DFND   146,384 0 0
DOMINION ENERGY INC COM 25746U109 65,727 773,532 SH   DFND   773,532 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 1,332 40,044 SH   DFND   40,044 0 0
DOW INC COM 260557103 16,860 264,599 SH   DFND   264,599 0 0
DRIL-QUIP INC COM 262037104 3,586 96,000 SH   DFND   96,000 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 33,738 302,147 SH   DFND   302,147 0 0
DUPONT DE NEMOURS INC COM 26614N102 96,731 1,314,642 SH   DFND   1,314,642 0 0
DXC TECHNOLOGY CO COM 23355L106 2,739 83,955 SH   DFND   83,955 0 0
EAGLE BULK SHIPPING INC COM Y2187A150 1,348 19,790 SH   DFND   19,790 0 0
EAGLE MATLS INC COM 26969P108 2,434 18,964 SH   DFND   18,964 0 0
EARTHSTONE ENERGY INC CL A 27032D304 202 16,009 SH   DFND   16,009 0 0
EAST WEST BANCORP INC COM 27579R104 8,372 105,942 SH   DFND   105,942 0 0
EASTERN BANKSHARES INC COM 27627N105 3,599 167,105 SH   DFND   167,105 0 0
EASTMAN CHEM CO COM 277432100 44,749 399,327 SH   DFND   399,327 0 0
EBAY INC. COM 278642103 37,467 654,336 SH   DFND   654,336 0 0
ECHOSTAR CORP CL A 278768106 1,451 59,608 SH   DFND   59,608 0 0
EDISON INTL COM 281020107 82,159 1,172,032 SH   DFND   1,172,032 0 0
EMCOR GROUP INC COM 29084Q100 4,468 39,673 SH   DFND   39,673 0 0
EMPLOYERS HLDGS INC COM 292218104 1,128 27,510 SH   DFND   27,510 0 0
ENCORE CAP GROUP INC COM 292554102 2,546 40,583 SH   DFND   40,583 0 0
ENCORE WIRE CORP COM 292562105 2,708 23,742 SH   DFND   23,742 0 0
ENOVA INTL INC COM 29357K103 2,838 74,746 SH   DFND   74,746 0 0
ENSTAR GROUP LIMITED SHS G3075P101 13,231 50,664 SH   DFND   50,664 0 0
ENTERGY CORP NEW COM 29364G103 17,445 149,423 SH   DFND   149,423 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 2,636 55,713 SH   DFND   55,713 0 0
EOG RES INC COM 26875P101 66,093 554,332 SH   DFND   554,332 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,175 21,468 SH   DFND   21,468 0 0
EQUITABLE HLDGS INC COM 29452E101 10,349 334,796 SH   DFND   334,796 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 3,007 106,607 SH   DFND   106,607 0 0
ESSENT GROUP LTD COM G3198U102 33,648 816,504 SH   DFND   816,504 0 0
ESSENTIAL UTILS INC COM 29670G102 8,152 159,438 SH   DFND   159,438 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,011 38,780 SH   DFND   38,780 0 0
EVERCORE INC CLASS A 29977A105 7,371 66,218 SH   DFND   66,218 0 0
EVEREST RE GROUP LTD COM G3223R108 10,226 33,930 SH   DFND   33,930 0 0
EVERGY INC COM 30034W106 11,547 168,970 SH   DFND   168,970 0 0
EVERSOURCE ENERGY COM 30040W108 21,247 240,924 SH   DFND   240,924 0 0
EVOLUS INC COM 30052C107 1,174 104,596 SH   DFND   104,596 0 0
EVOLUTION PETE CORP COM 30049A107 896 131,902 SH   DFND   131,902 0 0
EXELON CORP COM 30161N101 47,145 989,809 SH   DFND   989,809 0 0
EXPEDITORS INTL WASH INC COM 302130109 12,160 117,876 SH   DFND   117,876 0 0
EXXON MOBIL CORP COM 30231G102 259,015 3,136,153 SH   DFND   3,136,153 0 0
F N B CORP COM 302520101 5,408 434,411 SH   DFND   434,411 0 0
FB FINL CORP COM 30257X104 2,815 63,381 SH   DFND   63,381 0 0
FEDERATED HERMES INC CL B 314211103 8,297 243,585 SH   DFND   243,585 0 0
FEDEX CORP COM 31428X106 77,296 334,050 SH   DFND   334,050 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 10,325 211,401 SH   DFND   211,401 0 0
FIFTH THIRD BANCORP COM 316773100 27,691 643,387 SH   DFND   643,387 0 0
FIRST AMERN FINL CORP COM 31847R102 5,300 81,760 SH   DFND   81,760 0 0
FIRST BANCORP N C COM 318910106 1,334 31,930 SH   DFND   31,930 0 0
FIRST BANCORP P R COM NEW 318672706 2,337 178,090 SH   DFND   178,090 0 0
FIRST BANCSHARES INC MS COM 318916103 637 18,920 SH   DFND   18,920 0 0
FIRST BUSEY CORP COM NEW 319383204 1,672 65,996 SH   DFND   65,996 0 0
FIRST BUSINESS FINL SVCS INC COM 319390100 2,369 72,216 SH   DFND   72,216 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 1,767 116,570 SH   DFND   116,570 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 1,857 108,546 SH   DFND   108,546 0 0
FIRST FINL BANCORP OH COM 320209109 2,968 128,778 SH   DFND   128,778 0 0
FIRST FINL CORP IND COM 320218100 244 5,649 SH   DFND   5,649 0 0
FIRST HAWAIIAN INC COM 32051X108 4,841 173,588 SH   DFND   173,588 0 0
FIRST HORIZON CORPORATION COM 320517105 7,757 330,206 SH   DFND   330,206 0 0
FIRST INTERNET BANCORP COM 320557101 6,669 155,055 SH   DFND   155,055 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 3,181 86,522 SH   DFND   86,522 0 0
FIRST MERCHANTS CORP COM 320817109 3,034 72,935 SH   DFND   72,935 0 0
FIRST NORTHWEST BANCORP COM 335834107 3,548 160,632 SH   DFND   160,632 0 0
FIRST SOLAR INC COM 336433107 6,653 79,448 SH   DFND   79,448 0 0
FIRSTENERGY CORP COM 337932107 77,002 1,679,062 SH   DFND   1,679,062 0 0
FISERV INC COM 337738108 23,977 236,461 SH   DFND   236,461 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 2,057 48,525 SH   DFND   48,525 0 0
FLUSHING FINL CORP COM 343873105 609 27,252 SH   DFND   27,252 0 0
FMC CORP COM NEW 302491303 11,552 87,798 SH   DFND   87,798 0 0
FONAR CORP COM NEW 344437405 1,765 95,122 SH   DFND   95,122 0 0
FOOT LOCKER INC COM 344849104 4,247 143,180 SH   DFND   143,180 0 0
FORD MTR CO DEL COM 345370860 62,633 3,703,877 SH   DFND   3,703,877 0 0
FOSSIL GROUP INC COM 34988V106 296 30,681 SH   DFND   30,681 0 0
FOX CORP CL A COM 35137L105 12,694 321,762 SH   DFND   321,762 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 10,526 1,784,041 SH   DFND   1,784,041 0 0
FREEPORT-MCMORAN INC CL B 35671D857 26,179 526,309 SH   DFND   526,309 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,648 102,183 SH   DFND   102,183 0 0
FULTON FINL CORP PA COM 360271100 3,646 219,393 SH   DFND   219,393 0 0
G III APPAREL GROUP LTD COM 36237H101 4,893 180,888 SH   DFND   180,888 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1,980 83,834 SH   DFND   83,834 0 0
GENERAL DYNAMICS CORP COM 369550108 65,732 272,543 SH   DFND   272,543 0 0
GENERAL MLS INC COM 370334104 30,452 449,679 SH   DFND   449,679 0 0
GENERAL MTRS CO COM 37045V100 55,669 1,272,722 SH   DFND   1,272,722 0 0
GENESCO INC COM 371532102 1,432 22,510 SH   DFND   22,510 0 0
GENPACT LIMITED SHS G3922B107 7,786 178,944 SH   DFND   178,944 0 0
GENUINE PARTS CO COM 372460105 17,247 136,861 SH   DFND   136,861 0 0
GENWORTH FINL INC COM CL A 37247D106 1,721 455,298 SH   DFND   455,298 0 0
GEOPARK LTD USD SHS G38327105 6,614 456,204 SH   DFND   456,204 0 0
GILEAD SCIENCES INC COM 375558103 51,915 873,260 SH   DFND   873,260 0 0
GLATFELTER CORPORATION COM 377320106 129 10,390 SH   DFND   10,390 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 58,402 1,340,729 SH   DFND   1,340,729 0 0
GLOBAL PMTS INC COM 37940X102 60,924 445,222 SH   DFND   445,222 0 0
GLOBE LIFE INC COM 37959E102 6,905 68,643 SH   DFND   68,643 0 0
GLOBUS MED INC CL A 379577208 2,619 35,497 SH   DFND   35,497 0 0
GMS INC COM 36251C103 3,285 66,011 SH   DFND   66,011 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 121,483 368,019 SH   DFND   368,019 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 12,544 877,799 SH   DFND   877,799 0 0
GRAFTECH INTL LTD COM 384313508 9,610 998,970 SH   DFND   998,970 0 0
GRAHAM HLDGS CO COM CL B 384637104 9,170 14,997 SH   DFND   14,997 0 0
GREAT SOUTHN BANCORP INC COM 390905107 858 14,539 SH   DFND   14,539 0 0
GREEN BRICK PARTNERS INC COM 392709101 3,611 182,746 SH   DFND   182,746 0 0
GREEN PLAINS INC COM 393222104 777 25,069 SH   DFND   25,069 0 0
GREENBRIER COS INC COM 393657101 7,538 146,340 SH   DFND   146,340 0 0
GREIF INC CL A 397624107 2,654 40,795 SH   DFND   40,795 0 0
GRIFFON CORP COM 398433102 3,676 183,542 SH   DFND   183,542 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 11,978 71,372 SH   DFND   71,372 0 0
GUESS INC COM 401617105 1,066 48,772 SH   DFND   48,772 0 0
HAEMONETICS CORP MASS COM 405024100 1 11 SH   DFND   11 0 0
HAEMONETICS CORP MASS NOTE3/0 405024AB6 24,873 29,515,000 PRN   DFND   29,515,000 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 6,100 116,968 SH   DFND   116,968 0 0
HANMI FINL CORP COM NEW 410495204 669 27,200 SH   DFND   27,200 0 0
HARBORONE BANCORP INC NEW COM NEW 41165Y100 7,353 524,443 SH   DFND   524,443 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 20,782 289,402 SH   DFND   289,402 0 0
HAWAIIAN HOLDINGS INC COM 419879101 5,399 274,052 SH   DFND   274,052 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 12,372 290,412 SH   DFND   290,412 0 0
HCA HEALTHCARE INC COM 40412C101 80,687 321,950 SH   DFND   321,950 0 0
HEARTLAND FINL USA INC COM 42234Q102 2,854 59,668 SH   DFND   59,668 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,110 232,160 SH   DFND   232,160 0 0
HELMERICH & PAYNE INC COM 423452101 17,245 403,118 SH   DFND   403,118 0 0
HENRY SCHEIN INC COM 806407102 8,976 102,948 SH   DFND   102,948 0 0
HERITAGE COMM CORP COM 426927109 609 54,089 SH   DFND   54,089 0 0
HERITAGE FINL CORP WASH COM 42722X106 1,021 40,736 SH   DFND   40,736 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 20,600 1,232,814 SH   DFND   1,232,814 0 0
HIBBETT INC COM 428567101 1,819 41,023 SH   DFND   41,023 0 0
HILL INTL INC COM 431466101 38 23,320 SH   DFND   23,320 0 0
HILLTOP HOLDINGS INC COM 432748101 7,206 245,115 SH   DFND   245,115 0 0
HOLOGIC INC COM 436440101 13,555 176,452 SH   DFND   176,452 0 0
HOME BANCSHARES INC COM 436893200 10,146 448,923 SH   DFND   448,923 0 0
HOMESTREET INC COM 43785V102 2,247 47,432 SH   DFND   47,432 0 0
HOPE BANCORP INC COM 43940T109 2,658 165,306 SH   DFND   165,306 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 4,698 112,319 SH   DFND   112,319 0 0
HORIZON BANCORP INC COM 440407104 6,974 373,550 SH   DFND   373,550 0 0
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 227 3,849 SH   DFND   3,849 0 0
HOWARD HUGHES CORP COM 44267D107 12,140 117,168 SH   DFND   117,168 0 0
HP INC COM 40434L105 44,750 1,232,791 SH   DFND   1,232,791 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 5,892 29,545 SH   DFND   29,545 0 0
HUNTSMAN CORP COM 447011107 43,042 1,147,485 SH   DFND   1,147,485 0 0
ICHOR HOLDINGS SHS G4740B105 2,498 70,139 SH   DFND   70,139 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 8,327 117,022 SH   DFND   117,022 0 0
INGLES MKTS INC CL A 457030104 5,663 63,589 SH   DFND   63,589 0 0
INGREDION INC COM 457187102 62,728 719,776 SH   DFND   719,776 0 0
INNOVIVA INC COM 45781M101 1,104 57,041 SH   DFND   57,041 0 0
INSTEEL INDS INC COM 45774W108 1,100 29,740 SH   DFND   29,740 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 6,107 144,688 SH   DFND   144,688 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 81,094 623,703 SH   DFND   623,703 0 0
INTERPUBLIC GROUP COS INC COM 460690100 7,475 210,870 SH   DFND   210,870 0 0
INTRA-CELLULAR THERAPIES INC COM 46116X101 34,806 568,811 SH   DFND   568,811 0 0
INTREPID POTASH INC COM 46121Y201 451 5,494 SH   DFND   5,494 0 0
INVESCO LTD SHS G491BT108 1,478 64,072 SH   DFND   64,072 0 0
IROBOT CORP COM 462726100 2,846 44,887 SH   DFND   44,887 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 2,865 227,710 SH   DFND   227,710 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 235 1,962 SH   DFND   1,962 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 59,168 356,476 SH   DFND   356,476 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 12,561 77,823 SH   DFND   77,823 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 441 77,300 SH   DFND   77,300 0 0
ITRON INC NOTE3/1 465741AN6 2,554 3,000,000 PRN   DFND   3,000,000 0 0
JABIL INC COM 466313103 13,171 213,365 SH   DFND   213,365 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 333 9,510 SH   DFND   9,510 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 52,946 340,115 SH   DFND   340,115 0 0
JEFFERIES FINL GROUP INC COM 47233W109 9,517 289,712 SH   DFND   289,712 0 0
JELD-WEN HLDG INC COM 47580P103 1,875 92,436 SH   DFND   92,436 0 0
JETBLUE AWYS CORP COM 477143101 10,052 672,352 SH   DFND   672,352 0 0
JOHNSON & JOHNSON COM 478160104 431,477 2,434,560 SH   DFND   2,434,560 0 0
JONES LANG LASALLE INC COM 48020Q107 11,646 48,634 SH   DFND   48,634 0 0
JPMORGAN CHASE & CO COM 46625H100 373,230 2,737,896 SH   DFND   2,737,896 0 0
JUNIPER NETWORKS INC COM 48203R104 63,701 1,714,243 SH   DFND   1,714,243 0 0
KB HOME COM 48666K109 11,135 343,895 SH   DFND   343,895 0 0
KEARNY FINL CORP MD COM 48716P108 946 73,416 SH   DFND   73,416 0 0
KELLOGG CO COM 487836108 15,239 236,304 SH   DFND   236,304 0 0
KELLY SVCS INC CL A 488152208 1,565 72,172 SH   DFND   72,172 0 0
KEYCORP COM 493267108 19,809 885,127 SH   DFND   885,127 0 0
KIMBALL ELECTRONICS INC COM 49428J109 294 14,692 SH   DFND   14,692 0 0
KIMBERLY-CLARK CORP COM 494368103 14,014 113,785 SH   DFND   113,785 0 0
KINDER MORGAN INC DEL COM 49456B101 31,951 1,689,614 SH   DFND   1,689,614 0 0
KIRBY CORP COM 497266106 9,208 127,548 SH   DFND   127,548 0 0
KKR & CO INC COM 48251W104 36,598 625,929 SH   DFND   625,929 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 6,280 124,449 SH   DFND   124,449 0 0
KOHLS CORP COM 500255104 14,445 238,923 SH   DFND   238,923 0 0
KONTOOR BRANDS INC COM 50050N103 1,647 39,832 SH   DFND   39,832 0 0
KOPPERS HOLDINGS INC COM 50060P106 240 8,713 SH   DFND   8,713 0 0
KRAFT HEINZ CO COM 500754106 35,965 913,058 SH   DFND   913,058 0 0
KROGER CO COM 501044101 87,190 1,519,790 SH   DFND   1,519,790 0 0
KULICKE & SOFFA INDS INC COM 501242101 5,349 95,488 SH   DFND   95,488 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 37,141 149,479 SH   DFND   149,479 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 24,479 92,843 SH   DFND   92,843 0 0
LAKELAND BANCORP INC COM 511637100 995 59,586 SH   DFND   59,586 0 0
LAWSON PRODS INC COM 520776105 1,759 45,639 SH   DFND   45,639 0 0
LAZARD LTD SHS A G54050102 9,581 277,717 SH   DFND   277,717 0 0
LEAR CORP COM NEW 521865204 6,440 45,167 SH   DFND   45,167 0 0
LEIDOS HOLDINGS INC COM 525327102 5,289 48,966 SH   DFND   48,966 0 0
LENNAR CORP CL A 526057104 28,394 349,805 SH   DFND   349,805 0 0
LGI HOMES INC COM 50187T106 9,116 93,321 SH   DFND   93,321 0 0
LINCOLN NATL CORP IND COM 534187109 11,438 174,993 SH   DFND   174,993 0 0
LKQ CORP COM 501889208 15,245 335,709 SH   DFND   335,709 0 0
LOCKHEED MARTIN CORP COM 539830109 152,826 346,231 SH   DFND   346,231 0 0
LOEWS CORP COM 540424108 13,417 206,988 SH   DFND   206,988 0 0
LOUISIANA PAC CORP COM 546347105 5,489 88,358 SH   DFND   88,358 0 0
LOWES COS INC COM 548661107 140,692 695,843 SH   DFND   695,843 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 12,576 122,307 SH   DFND   122,307 0 0
M & T BK CORP COM 55261F104 15,425 91,005 SH   DFND   91,005 0 0
M D C HLDGS INC COM 552676108 10,308 272,412 SH   DFND   272,412 0 0
M/I HOMES INC COM 55305B101 5,668 127,811 SH   DFND   127,811 0 0
MACYS INC COM 55616P104 2,664 109,359 SH   DFND   109,359 0 0
MAGNA INTL INC COM 559222401 31,132 485,059 SH   DFND   485,059 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 1,250 52,852 SH   DFND   52,852 0 0
MALIBU BOATS INC COM CL A 56117J100 1,856 32,000 SH   DFND   32,000 0 0
MANITOWOC CO INC COM NEW 563571405 2,279 151,151 SH   DFND   151,151 0 0
MANPOWERGROUP INC WIS COM 56418H100 2,501 26,625 SH   DFND   26,625 0 0
MARATHON OIL CORP COM 565849106 24,685 983,063 SH   DFND   983,063 0 0
MARINEMAX INC COM 567908108 1,666 41,387 SH   DFND   41,387 0 0
MARKEL CORP COM 570535104 13,730 9,307 SH   DFND   9,307 0 0
MASCO CORP COM 574599106 12,692 248,858 SH   DFND   248,858 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 3,193 129,761 SH   DFND   129,761 0 0
MATSON INC COM 57686G105 19,584 162,361 SH   DFND   162,361 0 0
MAYVILLE ENGR CO INC COM 578605107 132 14,098 SH   DFND   14,098 0 0
MCKESSON CORP COM 58155Q103 47,112 153,896 SH   DFND   153,896 0 0
MEDTRONIC PLC SHS G5960L103 53,350 480,851 SH   DFND   480,851 0 0
MERCHANTS BANCORP IND COM 58844R108 1,061 38,760 SH   DFND   38,760 0 0
MERCK & CO INC COM 58933Y105 156,709 1,909,921 SH   DFND   1,909,921 0 0
MERCURY GENL CORP NEW COM 589400100 7,489 136,169 SH   DFND   136,169 0 0
MERITAGE HOMES CORP COM 59001A102 4,483 56,576 SH   DFND   56,576 0 0
META PLATFORMS INC CL A 30303M102 91,058 409,509 SH   DFND   409,509 0 0
METHODE ELECTRS INC COM 591520200 6,196 143,262 SH   DFND   143,262 0 0
METLIFE INC COM 59156R108 53,408 759,938 SH   DFND   759,938 0 0
MGIC INVT CORP WIS COM 552848103 11,337 836,708 SH   DFND   836,708 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,942 70,153 SH   DFND   70,153 0 0
MICRON TECHNOLOGY INC COM 595112103 80,623 1,035,087 SH   DFND   1,035,087 0 0
MILLERKNOLL INC COM 600544100 4,173 120,760 SH   DFND   120,760 0 0
MINERALS TECHNOLOGIES INC COM 603158106 5,655 85,484 SH   DFND   85,484 0 0
MOELIS & CO CL A 60786M105 2,632 56,065 SH   DFND   56,065 0 0
MOHAWK INDS INC COM 608190104 16,154 130,064 SH   DFND   130,064 0 0
MOLINA HEALTHCARE INC COM 60855R100 11,558 34,646 SH   DFND   34,646 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 3,904 73,140 SH   DFND   73,140 0 0
MORGAN STANLEY COM NEW 617446448 61,264 700,961 SH   DFND   700,961 0 0
MOSAIC CO NEW COM 61945C103 27,943 420,192 SH   DFND   420,192 0 0
MOVADO GROUP INC COM 624580106 238 6,090 SH   DFND   6,090 0 0
MR COOPER GROUP INC COM 62482R107 10,025 219,509 SH   DFND   219,509 0 0
MUELLER INDS INC COM 624756102 4,756 87,802 SH   DFND   87,802 0 0
MURPHY OIL CORP COM 626717102 23,316 577,281 SH   DFND   577,281 0 0
NATIONAL BK HLDGS CORP CL A 633707104 1,780 44,186 SH   DFND   44,186 0 0
NATIONAL HEALTHCARE CORP COM 635906100 1,662 23,666 SH   DFND   23,666 0 0
NAVIENT CORPORATION COM 63938C108 7,572 444,363 SH   DFND   444,363 0 0
NBT BANCORP INC COM 628778102 2,112 58,445 SH   DFND   58,445 0 0
NELNET INC CL A 64031N108 5,358 63,039 SH   DFND   63,039 0 0
NERDWALLET INC COM CL A 64082B102 10,537 878,826 SH   DFND   878,826 0 0
NEURONETICS INC COM 64131A105 1,486 490,300 SH   DFND   490,300 0 0
NEW MTN FIN CORP COM 647551100 4,628 334,180 SH   DFND   334,180 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 46,136 4,303,699 SH   DFND   4,303,699 0 0
NEWMARK GROUP INC CL A 65158N102 4,094 257,134 SH   DFND   257,134 0 0
NEWMONT CORP COM 651639106 160,875 2,024,857 SH   DFND   2,024,857 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 137 37,454 SH   DFND   37,454 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 13,527 71,768 SH   DFND   71,768 0 0
NEXTERA ENERGY INC COM 65339F101 6,373 75,233 SH   DFND   75,233 0 0
NISOURCE INC COM 65473P105 67,246 2,114,656 SH   DFND   2,114,656 0 0
NMI HLDGS INC CL A 629209305 1,589 77,066 SH   DFND   77,066 0 0
NORTHERN OIL AND GAS INC MN COM 665531307 5,566 197,447 SH   DFND   197,447 0 0
NORTHERN TR CORP COM 665859104 18,035 154,877 SH   DFND   154,877 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 152 10,608 SH   DFND   10,608 0 0
NORTHROP GRUMMAN CORP COM 666807102 53,190 118,935 SH   DFND   118,935 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 4,227 312,905 SH   DFND   312,905 0 0
NORTHWESTERN CORP COM NEW 668074305 2,495 41,240 SH   DFND   41,240 0 0
NORTONLIFELOCK INC COM 668771108 10,229 385,704 SH   DFND   385,704 0 0
NOW INC COM 67011P100 251 22,790 SH   DFND   22,790 0 0
NRG ENERGY INC COM NEW 629377508 6,581 171,569 SH   DFND   171,569 0 0
NUCOR CORP COM 670346105 78,943 531,064 SH   DFND   531,064 0 0
NVR INC COM 62944T105 10,275 2,300 SH   DFND   2,300 0 0
OCEANFIRST FINL CORP COM 675234108 1,438 71,533 SH   DFND   71,533 0 0
OFG BANCORP COM 67103X102 1,169 43,863 SH   DFND   43,863 0 0
OGE ENERGY CORP COM 670837103 2,967 72,765 SH   DFND   72,765 0 0
O-I GLASS INC COM 67098H104 6,762 513,039 SH   DFND   513,039 0 0
OIL STS INTL INC COM 678026105 176 25,286 SH   DFND   25,286 0 0
OLD NATL BANCORP IND COM 680033107 11,843 723,044 SH   DFND   723,044 0 0
OLD REP INTL CORP COM 680223104 4,279 165,413 SH   DFND   165,413 0 0
OLD SECOND BANCORP INC ILL COM 680277100 6,934 477,894 SH   DFND   477,894 0 0
OLIN CORP COM PAR $1 680665205 2,986 57,122 SH   DFND   57,122 0 0
OLYMPIC STEEL INC COM 68162K106 5,956 154,873 SH   DFND   154,873 0 0
OMNICOM GROUP INC COM 681919106 21,482 253,086 SH   DFND   253,086 0 0
ONEMAIN HLDGS INC COM 68268W103 2,748 57,963 SH   DFND   57,963 0 0
ONEOK INC NEW COM 682680103 26,983 382,029 SH   DFND   382,029 0 0
ONEWATER MARINE INC CL A COM 68280L101 431 12,510 SH   DFND   12,510 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 241 5,541 SH   DFND   5,541 0 0
ORACLE CORP COM 68389X105 245,356 2,965,749 SH   DFND   2,965,749 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 46,837 68,379 SH   DFND   68,379 0 0
ORIGIN BANCORP INC COM 68621T102 895 21,172 SH   DFND   21,172 0 0
OSHKOSH CORP COM 688239201 4,467 44,381 SH   DFND   44,381 0 0
OVINTIV INC COM 69047Q102 9,820 181,613 SH   DFND   181,613 0 0
OWENS CORNING NEW COM 690742101 9,472 103,518 SH   DFND   103,518 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 2,661 83,300 SH   DFND   83,300 0 0
PACCAR INC COM 693718108 11,037 125,325 SH   DFND   125,325 0 0
PACIFIC PREMIER BANCORP COM 69478X105 4,508 127,525 SH   DFND   127,525 0 0
PACKAGING CORP AMER COM 695156109 13,888 88,964 SH   DFND   88,964 0 0
PACWEST BANCORP DEL COM 695263103 8,363 193,905 SH   DFND   193,905 0 0
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 59 10,550 SH   DFND   10,550 0 0
PARKE BANCORP INC COM 700885106 2,811 119,054 SH   DFND   119,054 0 0
PARKER-HANNIFIN CORP COM 701094104 27,112 95,545 SH   DFND   95,545 0 0
PATRICK INDS INC COM 703343103 2,156 35,762 SH   DFND   35,762 0 0
PBF ENERGY INC CL A 69318G106 10,951 449,375 SH   DFND   449,375 0 0
PEABODY ENGR CORP COM 704551100 582 23,720 SH   DFND   23,720 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 568 16,352 SH   DFND   16,352 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 2,647 49,759 SH   DFND   49,759 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 11,738 125,246 SH   DFND   125,246 0 0
PEOPLES BANCORP INC COM 709789101 909 29,018 SH   DFND   29,018 0 0
PERDOCEO ED CORP COM 71363P106 1,208 105,270 SH   DFND   105,270 0 0
PETIQ INC COM CL A 71639T106 13,519 554,071 SH   DFND   554,071 0 0
PFIZER INC COM 717081103 65,544 1,266,057 SH   DFND   1,266,057 0 0
PHILIP MORRIS INTL INC COM 718172109 108,460 1,154,563 SH   DFND   1,154,563 0 0
PHOTRONICS INC COM 719405102 1,600 94,275 SH   DFND   94,275 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 2,315 25,144 SH   DFND   25,144 0 0
PINNACLE WEST CAP CORP COM 723484101 3,235 41,422 SH   DFND   41,422 0 0
PIONEER BANCORP INC MD COM 723561106 1,845 175,395 SH   DFND   175,395 0 0
PIPER SANDLER COMPANIES COM 724078100 5,035 38,364 SH   DFND   38,364 0 0
PNC FINL SVCS GROUP INC COM 693475105 58,041 314,671 SH   DFND   314,671 0 0
PONCE FINANCIAL GROUP INC COMMON STOCK 732344106 1,709 164,626 SH   DFND   164,626 0 0
POPULAR INC COM NEW 733174700 41,041 502,096 SH   DFND   502,096 0 0
POWELL INDS INC COM 739128106 4,450 229,148 SH   DFND   229,148 0 0
POWERFLEET INC COM 73931J109 4,070 1,370,400 SH   DFND   1,370,400 0 0
PPL CORP COM 69351T106 44,598 1,561,567 SH   DFND   1,561,567 0 0
PRA GROUP INC COM 69354N106 2,767 61,379 SH   DFND   61,379 0 0
PREMIER FINANCIAL CORP COM 74052F108 1,082 35,679 SH   DFND   35,679 0 0
PRIMORIS SVCS CORP COM 74164F103 5,143 215,918 SH   DFND   215,918 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 15,941 217,155 SH   DFND   217,155 0 0
PROASSURANCE CORP COM 74267C106 3,580 133,182 SH   DFND   133,182 0 0
PROCTER AND GAMBLE CO COM 742718109 17,409 113,936 SH   DFND   113,936 0 0
PROGRESSIVE CORP COM 743315103 4,903 43,010 SH   DFND   43,010 0 0
PROPETRO HLDG CORP COM 74347M108 1,336 95,915 SH   DFND   95,915 0 0
PROVIDENT FINL SVCS INC COM 74386T105 4,486 191,693 SH   DFND   191,693 0 0
PRUDENTIAL FINL INC COM 744320102 37,734 319,322 SH   DFND   319,322 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 34,942 499,169 SH   DFND   499,169 0 0
PULTE GROUP INC COM 745867101 76,301 1,821,024 SH   DFND   1,821,024 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 1,094 380,000 SH   DFND   380,000 0 0
PURPLE INNOVATION INC COM 74640Y106 7,683 1,313,281 SH   DFND   1,313,281 0 0
PZENA INVT MGMT INC CLASS A 74731Q103 1,729 215,552 SH   DFND   215,552 0 0
QCR HOLDINGS INC COM 74727A104 997 17,626 SH   DFND   17,626 0 0
QUALCOMM INC COM 747525103 62,485 408,877 SH   DFND   408,877 0 0
QUEST DIAGNOSTICS INC COM 74834L100 39,335 287,411 SH   DFND   287,411 0 0
RADIAN GROUP INC COM 750236101 10,466 471,245 SH   DFND   471,245 0 0
RALPH LAUREN CORP CL A 751212101 1,901 16,756 SH   DFND   16,756 0 0
RAYMOND JAMES FINL INC COM 754730109 16,786 152,727 SH   DFND   152,727 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 97 14,760 SH   DFND   14,760 0 0
REALOGY HLDGS CORP COM 75605Y106 6,822 435,060 SH   DFND   435,060 0 0
RED VIOLET INC COM 75704L104 2,867 100,589 SH   DFND   100,589 0 0
REGENERON PHARMACEUTICALS COM 75886F107 65,186 93,333 SH   DFND   93,333 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 19,506 876,289 SH   DFND   876,289 0 0
REGIS CORP MINN COM 758932107 1,617 762,705 SH   DFND   762,705 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 43,803 400,170 SH   DFND   400,170 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 11,181 60,980 SH   DFND   60,980 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 5,201 32,809 SH   DFND   32,809 0 0
RENASANT CORP COM 75970E107 3,529 105,509 SH   DFND   105,509 0 0
REPUBLIC BANCORP INC KY CL A 760281204 1,939 43,150 SH   DFND   43,150 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 4,820 934,143 SH   DFND   934,143 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 2,373 99,569 SH   DFND   99,569 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 581 194,400 SH   DFND   194,400 0 0
RING ENERGY INC COM 76680V108 156 40,840 SH   DFND   40,840 0 0
RIVERVIEW BANCORP INC COM 769397100 3,063 405,738 SH   DFND   405,738 0 0
ROGERS CORP COM 775133101 3,880 14,282 SH   DFND   14,282 0 0
RYDER SYS INC COM 783549108 6,547 82,531 SH   DFND   82,531 0 0
RYERSON HLDG CORP COM 783754104 1,007 28,743 SH   DFND   28,743 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 5,566 59,994 SH   DFND   59,994 0 0
S & T BANCORP INC COM 783859101 1,407 47,569 SH   DFND   47,569 0 0
SABRE CORP COM 78573M104 1,923 168,248 SH   DFND   168,248 0 0
SAFETY INS GROUP INC COM 78648T100 812 8,937 SH   DFND   8,937 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 4,009 256,520 SH   DFND   256,520 0 0
SANDY SPRING BANCORP INC COM 800363103 2,854 63,543 SH   DFND   63,543 0 0
SANMINA CORPORATION COM 801056102 9,976 246,813 SH   DFND   246,813 0 0
SCANSOURCE INC COM 806037107 1,365 39,238 SH   DFND   39,238 0 0
SCHNITZER STEEL INDS INC CL A 806882106 3,700 71,232 SH   DFND   71,232 0 0
SCHOLASTIC CORP COM 807066105 2,267 56,283 SH   DFND   56,283 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,859 140,339 SH   DFND   140,339 0 0
SCYNEXIS INC COM NEW 811292200 466 119,200 SH   DFND   119,200 0 0
SEALED AIR CORP NEW COM 81211K100 9,836 146,897 SH   DFND   146,897 0 0
SEI INVTS CO COM 784117103 6,428 106,762 SH   DFND   106,762 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 626 72,996 SH   DFND   72,996 0 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 5,291 104,048 SH   DFND   104,048 0 0
SERVICE CORP INTL COM 817565104 10,907 165,707 SH   DFND   165,707 0 0
SHELL PLC SPON ADS 780259305 38,813 706,582 SH   DFND   706,582 0 0
SHOE CARNIVAL INC COM 824889109 1,258 43,128 SH   DFND   43,128 0 0
SIGNET JEWELERS LIMITED SHS G81276100 6,276 86,326 SH   DFND   86,326 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 4,715 179,841 SH   DFND   179,841 0 0
SKECHERS U S A INC CL A 830566105 3,554 87,184 SH   DFND   87,184 0 0
SKYWEST INC COM 830879102 5,433 188,306 SH   DFND   188,306 0 0
SLM CORP COM 78442P106 48,890 2,662,856 SH   DFND   2,662,856 0 0
SMART SAND INC COM 83191H107 36 10,400 SH   DFND   10,400 0 0
SMITH & WESSON BRANDS INC COM 831754106 547 36,133 SH   DFND   36,133 0 0
SMUCKER J M CO COM NEW 832696405 19,873 146,765 SH   DFND   146,765 0 0
SNAP ON INC COM 833034101 10,655 51,855 SH   DFND   51,855 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 4,014 94,416 SH   DFND   94,416 0 0
SOUTHERN CO COM 842587107 65,853 908,196 SH   DFND   908,196 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 1,603 39,267 SH   DFND   39,267 0 0
SOUTHSTATE CORPORATION COM 840441109 7,451 91,325 SH   DFND   91,325 0 0
SOUTHWEST GAS HLDGS INC COM 844895102 6,362 81,266 SH   DFND   81,266 0 0
SOUTHWESTERN ENERGY CO COM 845467109 18,140 2,529,985 SH   DFND   2,529,985 0 0
SPARTANNASH CO COM 847215100 885 26,841 SH   DFND   26,841 0 0
SPIRE INC COM 84857L101 2,739 38,172 SH   DFND   38,172 0 0
SPIRIT AIRLS INC COM 848577102 5,112 233,753 SH   DFND   233,753 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 8,202 767,276 SH   DFND   767,276 0 0
STANDARD MTR PRODS INC COM 853666105 2,811 65,162 SH   DFND   65,162 0 0
STEEL DYNAMICS INC COM 858119100 45,936 550,590 SH   DFND   550,590 0 0
STEWART INFORMATION SVCS COR COM 860372101 3,986 65,765 SH   DFND   65,765 0 0
STONERIDGE INC COM 86183P102 4,899 236,000 SH   DFND   236,000 0 0
STONEX GROUP INC COM 861896108 3,907 52,631 SH   DFND   52,631 0 0
STRATEGIC ED INC COM 86272C103 2,502 37,696 SH   DFND   37,696 0 0
STURM RUGER & CO INC COM 864159108 1,874 26,917 SH   DFND   26,917 0 0
SUNCOKE ENERGY INC COM 86722A103 305 34,240 SH   DFND   34,240 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 2,563 217,576 SH   DFND   217,576 0 0
SUPER MICRO COMPUTER INC COM 86800U104 2,196 57,685 SH   DFND   57,685 0 0
SYNCHRONY FINANCIAL COM 87165B103 8,870 254,807 SH   DFND   254,807 0 0
SYNOVUS FINL CORP COM NEW 87161C501 6,665 136,014 SH   DFND   136,014 0 0
SYSCO CORP COM 871829107 5,841 71,541 SH   DFND   71,541 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 6,117 303,402 SH   DFND   303,402 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 5,234 50,200 SH   DFND   50,200 0 0
TALOS ENERGY INC COM 87484T108 1,286 81,422 SH   DFND   81,422 0 0
TAPESTRY INC COM 876030107 2,962 79,723 SH   DFND   79,723 0 0
TARGET CORP COM 87612E106 100,993 475,886 SH   DFND   475,886 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 5,061 185,946 SH   DFND   185,946 0 0
TEGNA INC COM 87901J105 18,470 824,542 SH   DFND   824,542 0 0
TEJON RANCH CO COM 879080109 336 18,411 SH   DFND   18,411 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 4,293 227,377 SH   DFND   227,377 0 0
TEMPUR SEALY INTL INC COM 88023U101 6,439 230,639 SH   DFND   230,639 0 0
TERADYNE INC COM 880770102 81,189 686,707 SH   DFND   686,707 0 0
TERRITORIAL BANCORP INC COM 88145X108 2,454 102,232 SH   DFND   102,232 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 5,910 103,131 SH   DFND   103,131 0 0
TEXTRON INC COM 883203101 16,290 219,016 SH   DFND   219,016 0 0
THE AARONS COMPANY INC COM 00258W108 2,877 143,300 SH   DFND   143,300 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 1,062 111,100 SH   DFND   111,100 0 0
THOR INDS INC COM 885160101 49,872 633,703 SH   DFND   633,703 0 0
TIDEWATER INC NEW COM 88642R109 366 16,829 SH   DFND   16,829 0 0
TIMKENSTEEL CORPORATION COM 887399103 263 12,014 SH   DFND   12,014 0 0
TITAN MACHY INC COM 88830R101 447 15,808 SH   DFND   15,808 0 0
T-MOBILE US INC COM 872590104 123,072 958,877 SH   DFND   958,877 0 0
TOLL BROTHERS INC COM 889478103 11,016 234,284 SH   DFND   234,284 0 0
TRANSOCEAN LTD REG SHS H8817H100 9,523 2,083,711 SH   DFND   2,083,711 0 0
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 434 10,097 SH   DFND   10,097 0 0
TRAVELERS COMPANIES INC COM 89417E109 61,662 337,449 SH   DFND   337,449 0 0
TREAN INS GROUP INC COM 89457R101 3,175 676,885 SH   DFND   676,885 0 0
TRECORA RES COM 894648104 147 17,376 SH   DFND   17,376 0 0
TRI POINTE HOMES INC COM 87265H109 11,716 583,470 SH   DFND   583,470 0 0
TRICO BANCSHARES COM 896095106 1,576 39,362 SH   DFND   39,362 0 0
TRITON INTL LTD CL A G9078F107 21,420 305,220 SH   DFND   305,220 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 6,013 303,864 SH   DFND   303,864 0 0
TRUECAR INC COM 89785L107 49 12,390 SH   DFND   12,390 0 0
TRUIST FINL CORP COM 89832Q109 60,682 1,070,232 SH   DFND   1,070,232 0 0
TRUSTMARK CORP COM 898402102 4,350 143,133 SH   DFND   143,133 0 0
TTM TECHNOLOGIES INC COM 87305R109 3,348 225,926 SH   DFND   225,926 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,456 74,860 SH   DFND   74,860 0 0
TUTOR PERINI CORP COM 901109108 385 35,683 SH   DFND   35,683 0 0
TWITTER INC NOTE3/1 90184LAN2 5,067 6,000,000 PRN   DFND   6,000,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 34,953 6,320,630 SH   DFND   6,320,630 0 0
TYSON FOODS INC CL A 902494103 62,530 697,645 SH   DFND   697,645 0 0
UFP INDUSTRIES INC COM 90278Q108 6,572 85,178 SH   DFND   85,178 0 0
UGI CORP NEW COM 902681105 36,054 995,420 SH   DFND   995,420 0 0
UMB FINL CORP COM 902788108 12,679 130,492 SH   DFND   130,492 0 0
UMPQUA HLDGS CORP COM 904214103 2,255 119,541 SH   DFND   119,541 0 0
UNITED BANKSHARES INC WEST V COM 909907107 6,358 182,276 SH   DFND   182,276 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 4,085 117,380 SH   DFND   117,380 0 0
UNITED NAT FOODS INC COM 911163103 10,151 245,499 SH   DFND   245,499 0 0
UNITED PARCEL SERVICE INC CL B 911312106 109,158 508,992 SH   DFND   508,992 0 0
UNITED RENTALS INC COM 911363109 19,147 53,903 SH   DFND   53,903 0 0
UNIVERSAL CORP VA COM 913456109 5,330 91,785 SH   DFND   91,785 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 16,565 114,281 SH   DFND   114,281 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,404 161,802 SH   DFND   161,802 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 708 26,445 SH   DFND   26,445 0 0
UNUM GROUP COM 91529Y106 8,664 274,970 SH   DFND   274,970 0 0
URBAN OUTFITTERS INC COM 917047102 1,706 67,952 SH   DFND   67,952 0 0
US BANCORP DEL COM NEW 902973304 78,899 1,484,450 SH   DFND   1,484,450 0 0
VALERO ENERGY CORP COM 91913Y100 31,114 306,417 SH   DFND   306,417 0 0
VALLEY NATL BANCORP COM 919794107 8,679 666,579 SH   DFND   666,579 0 0
VECTOR GROUP LTD COM 92240M108 2,840 235,839 SH   DFND   235,839 0 0
VERA BRADLEY INC COM 92335C106 106 13,866 SH   DFND   13,866 0 0
VERITEX HLDGS INC COM 923451108 2,631 68,931 SH   DFND   68,931 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 7,281 142,938 SH   DFND   142,938 0 0
VERTIV HOLDINGS CO COM CL A 92537N108 3,078 219,860 SH   DFND   219,860 0 0
VIASAT INC COM 92552V100 7,517 154,031 SH   DFND   154,031 0 0
VIATRIS INC COM 92556V106 30,492 2,802,587 SH   DFND   2,802,587 0 0
VICTORY CAP HLDGS INC COM CL A 92645B103 1,782 61,734 SH   DFND   61,734 0 0
VIRTU FINL INC CL A 928254101 3,024 81,254 SH   DFND   81,254 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 4,978 20,743 SH   DFND   20,743 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 3,989 203,535 SH   DFND   203,535 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 10,093 10,105,000 PRN   DFND   10,105,000 0 0
VISTA OUTDOOR INC COM 928377100 7,815 218,970 SH   DFND   218,970 0 0
VISTRA CORP COM 92840M102 7,874 338,678 SH   DFND   338,678 0 0
VONTIER CORPORATION COM 928881101 71,310 2,808,574 SH   DFND   2,808,574 0 0
VOYA FINANCIAL INC COM 929089100 6,491 97,828 SH   DFND   97,828 0 0
VSE CORP COM 918284100 358 7,777 SH   DFND   7,777 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 28,859 644,613 SH   DFND   644,613 0 0
WALMART INC COM 931142103 9,438 63,376 SH   DFND   63,376 0 0
WASHINGTON FED INC COM 938824109 4,874 148,506 SH   DFND   148,506 0 0
WATERSTONE FINL INC MD COM 94188P101 215 11,127 SH   DFND   11,127 0 0
WEBSTER FINL CORP COM 947890109 1,669 29,746 SH   DFND   29,746 0 0
WEIS MKTS INC COM 948849104 1,625 22,758 SH   DFND   22,758 0 0
WELLS FARGO CO NEW COM 949746101 97,308 2,008,008 SH   DFND   2,008,008 0 0
WESBANCO INC COM 950810101 3,009 87,584 SH   DFND   87,584 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 50,930 52,505,000 PRN   DFND   52,505,000 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 2,811 314,397 SH   DFND   314,397 0 0
WHIRLPOOL CORP COM 963320106 10,326 59,761 SH   DFND   59,761 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 6,866 6,043 SH   DFND   6,043 0 0
WHOLE EARTH BRANDS INC COM CL A 96684W100 6,710 937,110 SH   DFND   937,110 0 0
WILLIAMS SONOMA INC COM 969904101 8,211 56,627 SH   DFND   56,627 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 88,528 374,771 SH   DFND   374,771 0 0
WINNEBAGO INDS INC COM 974637100 2,763 51,134 SH   DFND   51,134 0 0
WINTRUST FINL CORP COM 97650W108 7,109 76,496 SH   DFND   76,496 0 0
WORLD FUEL SVCS CORP COM 981475106 6,397 236,573 SH   DFND   236,573 0 0
WORTHINGTON INDS INC COM 981811102 5,667 110,224 SH   DFND   110,224 0 0
WSFS FINL CORP COM 929328102 3,991 85,601 SH   DFND   85,601 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 14,472 717,496 SH   DFND   717,496 0 0
XPERI HOLDING CORP COM 98390M103 2,535 146,352 SH   DFND   146,352 0 0
Y-MABS THERAPEUTICS INC COM 984241109 290 24,400 SH   DFND   24,400 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 50,690 396,322 SH   DFND   396,322 0 0
ZIONS BANCORPORATION N A COM 989701107 12,492 190,547 SH   DFND   190,547 0 0
ZUMIEZ INC COM 989817101 1,348 35,276 SH   DFND   35,276 0 0