Brandywine Global Investment Management 13F-HR Quarterly holdings report by institutional manager

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
Expires:	Oct 31, 2018
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