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	7,374	3,072,620	SH		DFND		3,072,620	0	0
3M CO	COM	88579Y101	102,368	576,299	SH		DFND		576,299	0	0
AAR CORP	COM	000361105	4,938	126,521	SH		DFND		126,521	0	0
ABBVIE INC	COM	00287Y109	204,708	1,511,878	SH		DFND		1,511,878	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	2,710	77,812	SH		DFND		77,812	0	0
ACCO BRANDS CORP	COM	00081T108	480	58,139	SH		DFND		58,139	0	0
ACUITY BRANDS INC	COM	00508Y102	2,927	13,823	SH		DFND		13,823	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	28,755	119,873	SH		DFND		119,873	0	0
ADVANSIX INC	COM	00773T101	1,408	29,802	SH		DFND		29,802	0	0
AECOM	COM	00766T100	2,995	38,715	SH		DFND		38,715	0	0
AERCAP HOLDINGS NV	SHS	N00985106	50,740	775,602	SH		DFND		775,602	0	0
AERSALE CORPORATION	COM	00810F106	6,750	380,500	SH		DFND		380,500	0	0
AFFILIATED MANAGERS GROUP IN	COM	008252108	1,838	11,172	SH		DFND		11,172	0	0
AFLAC INC	COM	001055102	41,447	709,822	SH		DFND		709,822	0	0
AIR LEASE CORP	CL A	00912X302	12,743	288,112	SH		DFND		288,112	0	0
ALAMOS GOLD INC NEW	COM CL A	011532108	5,515	716,453	SH		DFND		716,453	0	0
ALASKA AIR GROUP INC	COM	011659109	2,014	38,655	SH		DFND		38,655	0	0
ALBIREO PHARMA INC	COM	01345P106	1,171	50,300	SH		DFND		50,300	0	0
ALCOA CORP	COM	013872106	56,964	956,085	SH		DFND		956,085	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	8,232	69,300	SH		DFND		69,300	0	0
ALLEGHANY CORP MD	COM	017175100	7,356	11,018	SH		DFND		11,018	0	0
ALLEGIANCE BANCSHARES INC	COM	01748H107	222	5,260	SH		DFND		5,260	0	0
ALLEGIANT TRAVEL CO	COM	01748X102	2,096	11,207	SH		DFND		11,207	0	0
ALLETE INC	COM NEW	018522300	618	9,316	SH		DFND		9,316	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	8,631	129,648	SH		DFND		129,648	0	0
ALLIANT ENERGY CORP	COM	018802108	11,890	193,421	SH		DFND		193,421	0	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	12,805	352,269	SH		DFND		352,269	0	0
ALLSTATE CORP	COM	020002101	43,379	368,713	SH		DFND		368,713	0	0
ALLY FINL INC	COM	02005N100	22,201	466,307	SH		DFND		466,307	0	0
ALTRIA GROUP INC	COM	02209S103	67,706	1,428,697	SH		DFND		1,428,697	0	0
AMCOR PLC	ORD	G0250X107	18,905	1,574,070	SH		DFND		1,574,070	0	0
AMDOCS LTD	SHS	G02602103	10,265	137,164	SH		DFND		137,164	0	0
AMERANT BANCORP INC	CL A	023576101	355	10,275	SH		DFND		10,275	0	0
AMERCO	COM	023586100	14,707	20,251	SH		DFND		20,251	0	0
AMERICAN AXLE & MFG HLDGS IN	COM	024061103	210	22,500	SH		DFND		22,500	0	0
AMERICAN EAGLE OUTFITTERS IN	COM	02553E106	1,817	71,768	SH		DFND		71,768	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	2,172	24,409	SH		DFND		24,409	0	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	8,063	207,158	SH		DFND		207,158	0	0
AMERICAN EXPRESS CO	COM	025816109	98,202	600,258	SH		DFND		600,258	0	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	11,385	82,912	SH		DFND		82,912	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	930	16,354	SH		DFND		16,354	0	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	11,979	183,727	SH		DFND		183,727	0	0
AMERICAS CAR-MART INC	COM	03062T105	403	3,938	SH		DFND		3,938	0	0
AMERIPRISE FINL INC	COM	03076C106	27,511	91,199	SH		DFND		91,199	0	0
AMERIS BANCORP	COM	03076K108	4,441	89,391	SH		DFND		89,391	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	27,449	206,556	SH		DFND		206,556	0	0
AMGEN INC	COM	031162100	5,800	25,780	SH		DFND		25,780	0	0
AMKOR TECHNOLOGY INC	COM	031652100	1,083	43,684	SH		DFND		43,684	0	0
AMNEAL PHARMACEUTICALS INC	COM STK CL A	03168L105	942	196,723	SH		DFND		196,723	0	0
AMRYT PHARMA PLC	SPONSORED ADS	03217L106	543	50,262	SH		DFND		50,262	0	0
AMTECH SYS INC	COM PAR $0.01N	032332504	1,130	114,348	SH		DFND		114,348	0	0
ANDERSONS INC	COM	034164103	5,488	141,768	SH		DFND		141,768	0	0
ANI PHARMACEUTICALS INC	COM	00182C103	4,474	97,094	SH		DFND		97,094	0	0
ANTARES PHARMA INC	COM	036642106	4,681	1,311,253	SH		DFND		1,311,253	0	0
ANTERO MIDSTREAM CORP	COM	03676B102	19,706	2,035,784	SH		DFND		2,035,784	0	0
ANTHEM INC	COM	036752103	143,167	308,855	SH		DFND		308,855	0	0
APA CORPORATION	COM	03743Q108	7,176	266,874	SH		DFND		266,874	0	0
APRIA INC	COM	03836A101	8,070	247,551	SH		DFND		247,551	0	0
ARCH CAP GROUP LTD	ORD	G0450A105	16,571	372,795	SH		DFND		372,795	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	37,872	560,322	SH		DFND		560,322	0	0
ARCHROCK INC	COM	03957W106	238	31,880	SH		DFND		31,880	0	0
ARCOSA INC	COM	039653100	1,082	20,522	SH		DFND		20,522	0	0
ARGO GROUP INTL HLDGS LTD	COM	G0464B107	4,740	81,569	SH		DFND		81,569	0	0
ARROW ELECTRS INC	COM	042735100	20,341	151,494	SH		DFND		151,494	0	0
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	1,324	27,790	SH		DFND		27,790	0	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	12,458	72,124	SH		DFND		72,124	0	0
ASSOCIATED BANC CORP	COM	045487105	8,748	387,242	SH		DFND		387,242	0	0
ASSURANT INC	COM	04621X108	7,187	46,110	SH		DFND		46,110	0	0
ASSURED GUARANTY LTD	COM	G0585R106	9,017	179,624	SH		DFND		179,624	0	0
ASTRAZENECA PLC	SPONSORED ADR	046353108	33,887	581,749	SH		DFND		581,749	0	0
AT&T INC	COM	00206R102	42,364	1,722,101	SH		DFND		1,722,101	0	0
ATKORE INC	COM	047649108	10,614	95,459	SH		DFND		95,459	0	0
ATLANTIC CAP BANCSHARES INC	COM	048269203	8,545	297,010	SH		DFND		297,010	0	0
ATLANTIC UN BANKSHARES CORP	COM	04911A107	3,727	99,942	SH		DFND		99,942	0	0
ATLAS AIR WORLDWIDE HLDGS IN	COM NEW	049164205	10,115	107,471	SH		DFND		107,471	0	0
AUTONATION INC	COM	05329W102	23,677	202,631	SH		DFND		202,631	0	0
AUTOZONE INC	COM	053332102	38,016	18,134	SH		DFND		18,134	0	0
AVEO PHARMACEUTICALS INC	COM NEW	053588307	590	125,900	SH		DFND		125,900	0	0
AVISTA CORP	COM	05379B107	5,984	140,826	SH		DFND		140,826	0	0
AVNET INC	COM	053807103	15,328	371,759	SH		DFND		371,759	0	0
AXIS CAP HLDGS LTD	SHS	G0692U109	10,974	201,476	SH		DFND		201,476	0	0
B. RILEY FINANCIAL INC	COM	05580M108	4,906	55,208	SH		DFND		55,208	0	0
BANC OF CALIFORNIA INC	COM	05990K106	839	42,746	SH		DFND		42,746	0	0
BANCO DE CHILE	SPONSORED ADS	059520106	2,030	129,200	SH		DFND		129,200	0	0
BANCO SANTANDER S.A.	ADR	05964H105	41,451	12,599,225	SH		DFND		12,599,225	0	0
BANK NEW YORK MELLON CORP	COM	064058100	41,862	720,772	SH		DFND		720,772	0	0
BANK OZK	COM	06417N103	14,574	313,217	SH		DFND		313,217	0	0
BANKUNITED INC	COM	06652K103	5,034	118,980	SH		DFND		118,980	0	0
BANNER CORP	COM NEW	06652V208	3,996	65,857	SH		DFND		65,857	0	0
BARRICK GOLD CORP	COM	067901108	4,352	228,700	SH		DFND		228,700	0	0
BEAZER HOMES USA INC	COM NEW	07556Q881	507	21,831	SH		DFND		21,831	0	0
BENCHMARK ELECTRS INC	COM	08160H101	400	14,746	SH		DFND		14,746	0	0
BERKLEY W R CORP	COM	084423102	11,539	140,051	SH		DFND		140,051	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	107,728	360,293	SH		DFND		360,293	0	0
BERKSHIRE HILLS BANCORP INC	COM	084680107	1,745	61,378	SH		DFND		61,378	0	0
BERRY CORP	COM	08579X101	279	33,156	SH		DFND		33,156	0	0
BERRY GLOBAL GROUP INC	COM	08579W103	6,524	88,422	SH		DFND		88,422	0	0
BETTER CHOICE CO INC	COM	08771Y303	4,857	1,503,613	SH		DFND		1,503,613	0	0
BIG LOTS INC	COM	089302103	7,603	168,773	SH		DFND		168,773	0	0
BIO RAD LABS INC	CL A	090572207	18,820	24,909	SH		DFND		24,909	0	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	3,455	1,114,418	SH		DFND		1,114,418	0	0
BIOGEN INC	COM	09062X103	36,065	150,320	SH		DFND		150,320	0	0
BJS WHSL CLUB HLDGS INC	COM	05550J101	7,068	105,540	SH		DFND		105,540	0	0
BK OF AMERICA CORP	COM	060505104	397,910	8,943,815	SH		DFND		8,943,815	0	0
BLOCK H & R INC	COM	093671105	8,687	368,725	SH		DFND		368,725	0	0
BLUE BIRD CORP	COM	095306106	6,846	437,733	SH		DFND		437,733	0	0
BLUELINX HLDGS INC	COM NEW	09624H208	240	2,502	SH		DFND		2,502	0	0
BOISE CASCADE CO DEL	COM	09739D100	10,023	140,774	SH		DFND		140,774	0	0
BOK FINL CORP	COM NEW	05561Q201	1,574	14,917	SH		DFND		14,917	0	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	8,268	97,516	SH		DFND		97,516	0	0
BORGWARNER INC	COM	099724106	3,822	84,812	SH		DFND		84,812	0	0
BP PLC	SPONSORED ADR	055622104	58,358	2,191,435	SH		DFND		2,191,435	0	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	210	11,846	SH		DFND		11,846	0	0
BRIGHTHOUSE FINL INC	COM	10922N103	11,542	222,823	SH		DFND		222,823	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	68,141	1,092,875	SH		DFND		1,092,875	0	0
BROOKDALE SR LIVING INC	COM	112463104	407	78,840	SH		DFND		78,840	0	0
BROOKLINE BANCORP INC DEL	COM	11373M107	1,459	90,105	SH		DFND		90,105	0	0
BRUNSWICK CORP	COM	117043109	7,869	78,116	SH		DFND		78,116	0	0
BRYN MAWR BK CORP	COM	117665109	280	6,231	SH		DFND		6,231	0	0
BUCKLE INC	COM	118440106	4,278	101,117	SH		DFND		101,117	0	0
BUNGE LIMITED	COM	G16962105	13,254	141,968	SH		DFND		141,968	0	0
BYLINE BANCORP INC	COM	124411109	723	26,424	SH		DFND		26,424	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	10,182	94,606	SH		DFND		94,606	0	0
CACI INTL INC	CL A	127190304	9,540	35,251	SH		DFND		35,251	0	0
CACTUS INC	CL A	127203107	918	24,075	SH		DFND		24,075	0	0
CADENCE BANK	COM	12740C103	7,369	247,354	SH		DFND		247,354	0	0
CALLON PETE CO DEL	COM	13123X508	2,253	47,677	SH		DFND		47,677	0	0
CAMDEN NATL CORP	COM	133034108	267	5,551	SH		DFND		5,551	0	0
CAMPING WORLD HLDGS INC	CL A	13462K109	6,632	164,170	SH		DFND		164,170	0	0
CANADIAN NAT RES LTD	COM	136385101	60,511	1,430,967	SH		DFND		1,430,967	0	0
CAPITAL ONE FINL CORP	COM	14040H105	63,915	440,523	SH		DFND		440,523	0	0
CAPITOL FED FINL INC	COM	14057J101	276	24,394	SH		DFND		24,394	0	0
CAPRI HOLDINGS LIMITED	SHS	G1890L107	7,118	109,655	SH		DFND		109,655	0	0
CARA THERAPEUTICS INC	COM	140755109	628	51,600	SH		DFND		51,600	0	0
CARMAX INC	COM	143130102	16,461	126,399	SH		DFND		126,399	0	0
CARPENTER TECHNOLOGY CORP	COM	144285103	5,018	171,895	SH		DFND		171,895	0	0
CATALYST PHARMACEUTICALS INC	COM	14888U101	1,724	254,667	SH		DFND		254,667	0	0
CATERPILLAR INC	COM	149123101	11,330	54,804	SH		DFND		54,804	0	0
CATHAY GEN BANCORP	COM	149150104	6,476	150,638	SH		DFND		150,638	0	0
CBRE GROUP INC	CL A	12504L109	12,816	118,109	SH		DFND		118,109	0	0
CELANESE CORP DEL	COM	150870103	19,886	118,325	SH		DFND		118,325	0	0
CENTENE CORP DEL	COM	15135B101	35,150	426,572	SH		DFND		426,572	0	0
CENTENNIAL RESOURCE DEV INC	CL A	15136A102	723	120,931	SH		DFND		120,931	0	0
CENTRAL PAC FINL CORP	COM NEW	154760409	7,306	259,363	SH		DFND		259,363	0	0
CENTURY CMNTYS INC	COM	156504300	10,028	122,611	SH		DFND		122,611	0	0
CHEMOURS CO	COM	163851108	2,325	69,275	SH		DFND		69,275	0	0
CHEVRON CORP NEW	COM	166764100	37,732	321,532	SH		DFND		321,532	0	0
CHILDRENS PL INC NEW	COM	168905107	481	6,070	SH		DFND		6,070	0	0
CHUBB LIMITED	COM	H1467J104	71,434	369,529	SH		DFND		369,529	0	0
CIGNA CORP NEW	COM	125523100	104,082	453,258	SH		DFND		453,258	0	0
CIMPRESS PLC	SHS EURO	G2143T103	1,850	25,829	SH		DFND		25,829	0	0
CINCINNATI FINL CORP	COM	172062101	14,374	126,165	SH		DFND		126,165	0	0
CISCO SYS INC	COM	17275R102	207,315	3,271,496	SH		DFND		3,271,496	0	0
CITIGROUP INC	COM NEW	172967424	176,289	2,919,178	SH		DFND		2,919,178	0	0
CITIZENS FINL GROUP INC	COM	174610105	26,512	561,106	SH		DFND		561,106	0	0
CIVITAS RESOURCES INC	COM NEW	17888H103	717	14,649	SH		DFND		14,649	0	0
CNO FINL GROUP INC	COM	12621E103	7,426	311,474	SH		DFND		311,474	0	0
CNX RES CORP	COM	12653C108	13,198	959,826	SH		DFND		959,826	0	0
COHERUS BIOSCIENCES INC	COM	19249H103	958	60,000	SH		DFND		60,000	0	0
COHU INC	COM	192576106	7,274	190,963	SH		DFND		190,963	0	0
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	4,487	240,222	SH		DFND		240,222	0	0
COLUMBIA BKG SYS INC	COM	197236102	4,695	143,489	SH		DFND		143,489	0	0
COMCAST CORP NEW	CL A	20030N101	183,471	3,645,363	SH		DFND		3,645,363	0	0
COMERICA INC	COM	200340107	9,898	113,767	SH		DFND		113,767	0	0
COMMERCE BANCSHARES INC	COM	200525103	6,495	94,493	SH		DFND		94,493	0	0
COMMERCIAL METALS CO	COM	201723103	18,483	509,312	SH		DFND		509,312	0	0
COMMUNITY HEALTH SYS INC NEW	COM	203668108	2,318	174,186	SH		DFND		174,186	0	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	5,177	176,700	SH		DFND		176,700	0	0
CONAGRA BRANDS INC	COM	205887102	50,292	1,472,692	SH		DFND		1,472,692	0	0
CONNECTONE BANCORP INC	COM	20786W107	10,296	314,753	SH		DFND		314,753	0	0
CONNS INC	COM	208242107	481	20,436	SH		DFND		20,436	0	0
CONOCOPHILLIPS	COM	20825C104	34,112	472,596	SH		DFND		472,596	0	0
CONSOL ENERGY INC NEW	COM	20854L108	284	12,507	SH		DFND		12,507	0	0
CORE LABORATORIES N V	COM	N22717107	2,399	107,521	SH		DFND		107,521	0	0
CORNERSTONE BLDG BRANDS INC	COM	21925D109	1,467	84,110	SH		DFND		84,110	0	0
CORTEVA INC	COM	22052L104	56,740	1,200,076	SH		DFND		1,200,076	0	0
COVENANT LOGISTICS GROUP INC	CL A	22284P105	232	8,794	SH		DFND		8,794	0	0
COWEN INC	CL A NEW	223622606	446	12,354	SH		DFND		12,354	0	0
CREDIT ACCEP CORP MICH	COM	225310101	12,294	17,877	SH		DFND		17,877	0	0
CROWN HLDGS INC	COM	228368106	56,790	513,376	SH		DFND		513,376	0	0
CULLEN FROST BANKERS INC	COM	229899109	5,269	41,797	SH		DFND		41,797	0	0
CUSTOMERS BANCORP INC	COM	23204G100	228	3,490	SH		DFND		3,490	0	0
CVB FINL CORP	COM	126600105	1,236	57,753	SH		DFND		57,753	0	0
CVS HEALTH CORP	COM	126650100	189,367	1,835,659	SH		DFND		1,835,659	0	0
D R HORTON INC	COM	23331A109	73,460	677,366	SH		DFND		677,366	0	0
DAKTRONICS INC	COM	234264109	94	18,560	SH		DFND		18,560	0	0
DANA INC	COM	235825205	8,844	387,539	SH		DFND		387,539	0	0
DANIMER SCIENTIFIC INC	COM CL A	236272100	394	46,300	SH		DFND		46,300	0	0
DARLING INGREDIENTS INC	COM	237266101	3,941	56,882	SH		DFND		56,882	0	0
DAVITA INC	COM	23918K108	33,540	294,831	SH		DFND		294,831	0	0
DEERE & CO	COM	244199105	82,568	240,800	SH		DFND		240,800	0	0
DELUXE CORP	COM	248019101	4,366	135,960	SH		DFND		135,960	0	0
DICKS SPORTING GOODS INC	COM	253393102	8,917	77,544	SH		DFND		77,544	0	0
DIGI INTL INC	COM	253798102	403	16,411	SH		DFND		16,411	0	0
DISCOVER FINL SVCS	COM	254709108	27,687	239,591	SH		DFND		239,591	0	0
DISH NETWORK CORPORATION	CL A	25470M109	11	332	SH		DFND		332	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	97,757	103,005,000	PRN		DFND		103,005,000	0	0
DISNEY WALT CO	COM	254687106	5,002	32,293	SH		DFND		32,293	0	0
DOLLAR TREE INC	COM	256746108	20,211	143,828	SH		DFND		143,828	0	0
DOMINION ENERGY INC	COM	25746U109	62,769	798,990	SH		DFND		798,990	0	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	684	14,518	SH		DFND		14,518	0	0
DOUGLAS ELLIMAN INC	COM	25961D105	645	56,076	SH		DFND		56,076	0	0
DOVER CORP	COM	260003108	25,998	143,161	SH		DFND		143,161	0	0
DRIL-QUIP INC	COM	262037104	1,799	91,400	SH		DFND		91,400	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	2,563	24,431	SH		DFND		24,431	0	0
DUPONT DE NEMOURS INC	COM	26614N102	109,163	1,351,366	SH		DFND		1,351,366	0	0
EARTHSTONE ENERGY INC	CL A	27032D304	175	16,009	SH		DFND		16,009	0	0
EAST WEST BANCORP INC	COM	27579R104	13,921	176,927	SH		DFND		176,927	0	0
EASTERN BANKSHARES INC	COM	27627N105	1,603	79,466	SH		DFND		79,466	0	0
EASTMAN CHEM CO	COM	277432100	49,304	407,775	SH		DFND		407,775	0	0
EBAY INC.	COM	278642103	45,745	687,895	SH		DFND		687,895	0	0
ECHOSTAR CORP	CL A	278768106	1,434	54,414	SH		DFND		54,414	0	0
EDGEWELL PERS CARE CO	COM	28035Q102	10,679	233,623	SH		DFND		233,623	0	0
EDISON INTL	COM	281020107	82,970	1,215,671	SH		DFND		1,215,671	0	0
EMCOR GROUP INC	COM	29084Q100	4,967	38,990	SH		DFND		38,990	0	0
EMPLOYERS HLDGS INC	COM	292218104	658	15,890	SH		DFND		15,890	0	0
ENCORE CAP GROUP INC	COM	292554102	2,410	38,807	SH		DFND		38,807	0	0
ENCORE WIRE CORP	COM	292562105	3,219	22,495	SH		DFND		22,495	0	0
ENOVA INTL INC	COM	29357K103	2,930	71,544	SH		DFND		71,544	0	0
ENSTAR GROUP LIMITED	SHS	G3075P101	12,044	48,645	SH		DFND		48,645	0	0
ENTERGY CORP NEW	COM	29364G103	17,566	155,933	SH		DFND		155,933	0	0
ENTERPRISE FINL SVCS CORP	COM	293712105	2,517	53,461	SH		DFND		53,461	0	0
EOG RES INC	COM	26875P101	52,129	586,839	SH		DFND		586,839	0	0
EQUITABLE HLDGS INC	COM	29452E101	11,506	350,913	SH		DFND		350,913	0	0
EQUITRANS MIDSTREAM CORP	COM	294600101	5,897	570,316	SH		DFND		570,316	0	0
EQUITY COMWLTH	COM SH BEN INT	294628102	1,751	67,615	SH		DFND		67,615	0	0
ESSENT GROUP LTD	COM	G3198U102	39,038	857,414	SH		DFND		857,414	0	0
ESSENTIAL UTILS INC	COM	29670G102	8,963	166,938	SH		DFND		166,938	0	0
EVERCORE INC	CLASS A	29977A105	8,577	63,136	SH		DFND		63,136	0	0
EVEREST RE GROUP LTD	COM	G3223R108	9,890	36,105	SH		DFND		36,105	0	0
EVERGY INC	COM	30034W106	12,162	177,270	SH		DFND		177,270	0	0
EVERSOURCE ENERGY	COM	30040W108	22,755	250,111	SH		DFND		250,111	0	0
EVOLUS INC	COM	30052C107	681	104,596	SH		DFND		104,596	0	0
EVOLUTION PETE CORP	COM	30049A107	666	131,902	SH		DFND		131,902	0	0
EXELON CORP	COM	30161N101	59,807	1,035,438	SH		DFND		1,035,438	0	0
EXPEDITORS INTL WASH INC	COM	302130109	16,580	123,463	SH		DFND		123,463	0	0
EXXON MOBIL CORP	COM	30231G102	201,161	3,287,487	SH		DFND		3,287,487	0	0
F N B CORP	COM	302520101	4,966	409,434	SH		DFND		409,434	0	0
FB FINL CORP	COM	30257X104	2,656	60,621	SH		DFND		60,621	0	0
FEDERATED HERMES INC	CL B	314211103	8,756	232,998	SH		DFND		232,998	0	0
FEDEX CORP	COM	31428X106	88,938	343,869	SH		DFND		343,869	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	11,572	221,780	SH		DFND		221,780	0	0
FIFTH THIRD BANCORP	COM	316773100	28,810	661,528	SH		DFND		661,528	0	0
FIRST AMERN FINL CORP	COM	31847R102	6,704	85,698	SH		DFND		85,698	0	0
FIRST BANCORP N C	COM	318910106	882	19,299	SH		DFND		19,299	0	0
FIRST BANCORP P R	COM NEW	318672706	9,673	701,966	SH		DFND		701,966	0	0
FIRST BUSEY CORP	COM NEW	319383204	1,706	62,906	SH		DFND		62,906	0	0
FIRST BUSINESS FINL SVCS INC	COM	319390100	2,107	72,216	SH		DFND		72,216	0	0
FIRST COMWLTH FINL CORP PA	COM	319829107	1,787	111,071	SH		DFND		111,071	0	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	1,755	108,546	SH		DFND		108,546	0	0
FIRST FINL BANCORP OH	COM	320209109	2,992	122,725	SH		DFND		122,725	0	0
FIRST FINL CORP IND	COM	320218100	256	5,649	SH		DFND		5,649	0	0
FIRST HAWAIIAN INC	COM	32051X108	4,536	165,981	SH		DFND		165,981	0	0
FIRST HORIZON CORPORATION	COM	320517105	7,115	435,710	SH		DFND		435,710	0	0
FIRST INTERNET BANCORP	COM	320557101	8,884	188,855	SH		DFND		188,855	0	0
FIRST INTST BANCSYSTEM INC	COM CL A	32055Y201	1,992	48,973	SH		DFND		48,973	0	0
FIRST MERCHANTS CORP	COM	320817109	2,906	69,371	SH		DFND		69,371	0	0
FIRST MIDWEST BANCORP DEL	COM	320867104	4,834	236,054	SH		DFND		236,054	0	0
FIRST NORTHWEST BANCORP	COM	335834107	3,250	160,632	SH		DFND		160,632	0	0
FIRST SOLAR INC	COM	336433107	7,240	83,068	SH		DFND		83,068	0	0
FIRSTENERGY CORP	COM	337932107	72,218	1,736,417	SH		DFND		1,736,417	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	2,187	45,623	SH		DFND		45,623	0	0
FMC CORP	COM NEW	302491303	10,143	92,298	SH		DFND		92,298	0	0
FONAR CORP	COM NEW	344437405	1,407	93,942	SH	��	DFND		93,942	0	0
FOOT LOCKER INC	COM	344849104	5,983	137,121	SH		DFND		137,121	0	0
FORD MTR CO DEL	COM	345370860	80,954	3,897,637	SH		DFND		3,897,637	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	14,906	139,436	SH		DFND		139,436	0	0
FOSSIL GROUP INC	COM	34988V106	316	30,681	SH		DFND		30,681	0	0
FOX CORP	CL A COM	35137L105	21,114	572,193	SH		DFND		572,193	0	0
FRANKLIN STR PPTYS CORP	COM	35471R106	10,075	1,693,258	SH		DFND		1,693,258	0	0
FRESH DEL MONTE PRODUCE INC	ORD	G36738105	2,668	96,677	SH		DFND		96,677	0	0
FULTON FINL CORP PA	COM	360271100	3,553	208,980	SH		DFND		208,980	0	0
G III APPAREL GROUP LTD	COM	36237H101	4,789	173,260	SH		DFND		173,260	0	0
GATX CORP	COM	361448103	4,156	39,886	SH		DFND		39,886	0	0
GENCO SHIPPING & TRADING LTD	SHS	Y2685T131	470	29,344	SH		DFND		29,344	0	0
GENERAL DYNAMICS CORP	COM	369550108	59,706	286,401	SH		DFND		286,401	0	0
GENERAL MLS INC	COM	370334104	31,721	470,776	SH		DFND		470,776	0	0
GENERAL MTRS CO	COM	37045V100	141,768	2,418,011	SH		DFND		2,418,011	0	0
GENESCO INC	COM	371532102	229	3,568	SH		DFND		3,568	0	0
GENPACT LIMITED	SHS	G3922B107	9,979	188,005	SH		DFND		188,005	0	0
GENUINE PARTS CO	COM	372460105	20,078	143,213	SH		DFND		143,213	0	0
GENWORTH FINL INC	COM CL A	37247D106	1,360	335,813	SH		DFND		335,813	0	0
GEOPARK LTD	USD SHS	G38327105	4,876	456,204	SH		DFND		456,204	0	0
GILEAD SCIENCES INC	COM	375558103	66,472	915,463	SH		DFND		915,463	0	0
GLAXOSMITHKLINE PLC	SPONSORED ADR	37733W105	60,834	1,379,448	SH		DFND		1,379,448	0	0
GLOBAL PMTS INC	COM	37940X102	46,914	347,046	SH		DFND		347,046	0	0
GLOBE LIFE INC	COM	37959E102	6,784	72,382	SH		DFND		72,382	0	0
GLOBUS MED INC	CL A	379577208	2,567	35,548	SH		DFND		35,548	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	144,453	377,606	SH		DFND		377,606	0	0
GOODYEAR TIRE & RUBR CO	COM	382550101	17,928	840,901	SH		DFND		840,901	0	0
GRAFTECH INTL LTD	COM	384313508	11,320	956,847	SH		DFND		956,847	0	0
GRAHAM HLDGS CO	COM CL B	384637104	9,047	14,364	SH		DFND		14,364	0	0
GRAY TELEVISION INC	COM	389375106	2,440	121,048	SH		DFND		121,048	0	0
GREAT SOUTHN BANCORP INC	COM	390905107	267	4,499	SH		DFND		4,499	0	0
GREAT WESTERN BANCORP INC	COM	391416104	1,362	40,104	SH		DFND		40,104	0	0
GREEN BRICK PARTNERS INC	COM	392709101	5,324	175,524	SH		DFND		175,524	0	0
GREEN PLAINS INC	COM	393222104	871	25,069	SH		DFND		25,069	0	0
GREENBRIER COS INC	COM	393657101	6,447	140,496	SH		DFND		140,496	0	0
GREIF INC	CL A	397624107	682	11,292	SH		DFND		11,292	0	0
GRIFFON CORP	COM	398433102	5,008	175,830	SH		DFND		175,830	0	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	13,374	68,509	SH		DFND		68,509	0	0
GUESS INC	COM	401617105	777	32,810	SH		DFND		32,810	0	0
HAEMONETICS CORP MASS	COM	405024100	1,761	33,202	SH		DFND		33,202	0	0
HANCOCK WHITNEY CORPORATION	COM	410120109	5,568	111,316	SH		DFND		111,316	0	0
HARBORONE BANCORP INC NEW	COM NEW	41165Y100	7,189	484,403	SH		DFND		484,403	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	20,379	295,183	SH		DFND		295,183	0	0
HAWAIIAN HOLDINGS INC	COM	419879101	3,436	187,052	SH		DFND		187,052	0	0
HAYNES INTERNATIONAL INC	COM NEW	420877201	11,716	290,502	SH		DFND		290,502	0	0
HCA HEALTHCARE INC	COM	40412C101	86,992	338,595	SH		DFND		338,595	0	0
HEARTLAND FINL USA INC	COM	42234Q102	2,895	57,196	SH		DFND		57,196	0	0
HELMERICH & PAYNE INC	COM	423452101	9,151	386,120	SH		DFND		386,120	0	0
HENRY SCHEIN INC	COM	806407102	8,385	108,148	SH		DFND		108,148	0	0
HERITAGE FINL CORP WASH	COM	42722X106	327	13,390	SH		DFND		13,390	0	0
HERITAGE INSURANCE HLDGS INC	COM	42727J102	1,511	256,963	SH		DFND		256,963	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	20,423	1,295,023	SH		DFND		1,295,023	0	0
HIBBETT INC	COM	428567101	2,850	39,625	SH		DFND		39,625	0	0
HILL INTL INC	COM	431466101	45	23,320	SH		DFND		23,320	0	0
HILLTOP HOLDINGS INC	COM	432748101	8,270	235,340	SH		DFND		235,340	0	0
HOLLYFRONTIER CORP	COM	436106108	10,860	331,309	SH		DFND		331,309	0	0
HOLOGIC INC	COM	436440101	14,050	183,519	SH		DFND		183,519	0	0
HOME BANCSHARES INC	COM	436893200	10,495	431,022	SH		DFND		431,022	0	0
HOMESTREET INC	COM	43785V102	11,205	215,474	SH		DFND		215,474	0	0
HOPE BANCORP INC	COM	43940T109	2,317	157,540	SH		DFND		157,540	0	0
HORACE MANN EDUCATORS CORP N	COM	440327104	4,173	107,838	SH		DFND		107,838	0	0
HORIZON BANCORP INC	COM	440407104	7,707	369,620	SH		DFND		369,620	0	0
HOVNANIAN ENTERPRISES INC	CL A NEW	442487401	490	3,849	SH		DFND		3,849	0	0
HOWARD HUGHES CORP	COM	44267D107	11,417	112,169	SH		DFND		112,169	0	0
HOWMET AEROSPACE INC	COM	443201108	9,593	301,397	SH		DFND		301,397	0	0
HP INC	COM	40434L105	48,792	1,295,244	SH		DFND		1,295,244	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	5,823	31,185	SH		DFND		31,185	0	0
HUNTSMAN CORP	COM	447011107	47,135	1,351,359	SH		DFND		1,351,359	0	0
HYSTER YALE MATLS HANDLING I	CL A	449172105	3,370	81,995	SH		DFND		81,995	0	0
ICHOR HOLDINGS	SHS	G4740B105	3,228	70,139	SH		DFND		70,139	0	0
INDEPENDENT BANK GROUP INC	COM	45384B106	8,106	112,354	SH		DFND		112,354	0	0
INGLES MKTS INC	CL A	457030104	5,271	61,051	SH		DFND		61,051	0	0
INGREDION INC	COM	457187102	72,137	746,454	SH		DFND		746,454	0	0
INNOVIVA INC	COM	45781M101	790	45,820	SH		DFND		45,820	0	0
INTERNATIONAL BANCSHARES COR	COM	459044103	5,895	139,072	SH		DFND		139,072	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	87,489	654,561	SH		DFND		654,561	0	0
INTERNATIONAL PAPER CO	COM	460146103	18,575	395,389	SH		DFND		395,389	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	8,459	225,870	SH		DFND		225,870	0	0
INTRA-CELLULAR THERAPIES INC	COM	46116X101	30,094	574,978	SH		DFND		574,978	0	0
INTREPID POTASH INC	COM	46121Y201	235	5,494	SH		DFND		5,494	0	0
INVESCO LTD	SHS	G491BT108	13,288	577,220	SH		DFND		577,220	0	0
IROBOT CORP	COM	462726100	1,136	17,245	SH		DFND		17,245	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	2,504	214,754	SH		DFND		214,754	0	0
ISHARES INC	MSCI RUSSIA ETF	46434G798	643	15,000	SH		DFND		15,000	0	0
ISHARES TR	RUS MDCP VAL ETF	464287473	236	1,930	SH		DFND		1,930	0	0
ISHARES TR	RUS 1000 VAL ETF	464287598	46,808	278,734	SH		DFND		278,734	0	0
ISHARES TR	RUS 2000 VAL ETF	464287630	8,596	51,765	SH		DFND		51,765	0	0
ITAU UNIBANCO HLDG S A	SPON ADR REP PFD	465562106	247	65,900	SH		DFND		65,900	0	0
JABIL INC	COM	466313103	10,547	149,923	SH		DFND		149,923	0	0
JANUS HENDERSON GROUP PLC	ORD SHS	G4474Y214	237	5,644	SH		DFND		5,644	0	0
JAZZ PHARMACEUTICALS PLC	SHS USD	G50871105	44,598	350,059	SH		DFND		350,059	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	11,628	299,702	SH		DFND		299,702	0	0
JELD-WEN HLDG INC	COM	47580P103	2,440	92,552	SH		DFND		92,552	0	0
JETBLUE AWYS CORP	COM	477143101	9,165	643,616	SH		DFND		643,616	0	0
JOHNSON & JOHNSON	COM	478160104	434,347	2,539,003	SH		DFND		2,539,003	0	0
JONES LANG LASALLE INC	COM	48020Q107	13,918	51,674	SH		DFND		51,674	0	0
JPMORGAN CHASE & CO	COM	46625H100	426,083	2,690,770	SH		DFND		2,690,770	0	0
JUNIPER NETWORKS INC	COM	48203R104	84,958	2,379,104	SH		DFND		2,379,104	0	0
KB HOME	COM	48666K109	14,767	330,134	SH		DFND		330,134	0	0
KEARNY FINL CORP MD	COM	48716P108	222	16,729	SH		DFND		16,729	0	0
KELLOGG CO	COM	487836108	15,989	248,204	SH		DFND		248,204	0	0
KELLY SVCS INC	CL A	488152208	426	25,402	SH		DFND		25,402	0	0
KEYCORP	COM	493267108	21,034	909,401	SH		DFND		909,401	0	0
KIMBALL ELECTRONICS INC	COM	49428J109	320	14,692	SH		DFND		14,692	0	0
KIMBERLY-CLARK CORP	COM	494368103	16,991	118,885	SH		DFND		118,885	0	0
KINDER MORGAN INC DEL	COM	49456B101	28,066	1,769,615	SH		DFND		1,769,615	0	0
KIRBY CORP	COM	497266106	7,255	122,094	SH		DFND		122,094	0	0
KKR & CO INC	COM	48251W104	45,904	616,164	SH		DFND		616,164	0	0
KNIGHT-SWIFT TRANSN HLDGS IN	CL A	499049104	12,538	205,747	SH		DFND		205,747	0	0
KOHLS CORP	COM	500255104	9,997	202,415	SH		DFND		202,415	0	0
KONTOOR BRANDS INC	COM	50050N103	1,956	38,171	SH		DFND		38,171	0	0
KOPPERS HOLDINGS INC	COM	50060P106	273	8,713	SH		DFND		8,713	0	0
KRAFT HEINZ CO	COM	500754106	34,357	957,024	SH		DFND		957,024	0	0
KROGER CO	COM	501044101	109,392	2,416,972	SH		DFND		2,416,972	0	0
KULICKE & SOFFA INDS INC	COM	501242101	1,610	26,589	SH		DFND		26,589	0	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	33,380	156,537	SH		DFND		156,537	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	30,865	98,229	SH		DFND		98,229	0	0
LAWSON PRODS INC	COM	520776105	2,499	45,639	SH		DFND		45,639	0	0
LAZARD LTD	SHS A	G54050102	11,603	265,941	SH		DFND		265,941	0	0
LEAR CORP	COM NEW	521865204	8,634	47,194	SH		DFND		47,194	0	0
LENNAR CORP	CL A	526057104	32,276	277,861	SH		DFND		277,861	0	0
LGI HOMES INC	COM	50187T106	13,809	89,387	SH		DFND		89,387	0	0
LINCOLN NATL CORP IND	COM	534187109	12,287	179,998	SH		DFND		179,998	0	0
LKQ CORP	COM	501889208	18,319	305,161	SH		DFND		305,161	0	0
LOCKHEED MARTIN CORP	COM	539830109	127,498	358,736	SH		DFND		358,736	0	0
LOEWS CORP	COM	540424108	12,467	215,838	SH		DFND		215,838	0	0
LOUISIANA PAC CORP	COM	546347105	4,436	56,614	SH		DFND		56,614	0	0
LOWES COS INC	COM	548661107	189,043	731,366	SH		DFND		731,366	0	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	226	2,445	SH		DFND		2,445	0	0
M & T BK CORP	COM	55261F104	14,808	96,418	SH		DFND		96,418	0	0
M D C HLDGS INC	COM	552676108	14,590	261,336	SH		DFND		261,336	0	0
M/I HOMES INC	COM	55305B101	7,630	122,707	SH		DFND		122,707	0	0
MAGNA INTL INC	COM	559222401	27,558	340,333	SH		DFND		340,333	0	0
MAGNOLIA OIL & GAS CORP	CL A	559663109	999	52,946	SH		DFND		52,946	0	0
MANITOWOC CO INC	COM NEW	563571405	2,810	151,151	SH		DFND		151,151	0	0
MARATHON OIL CORP	COM	565849106	15,281	930,617	SH		DFND		930,617	0	0
MARINEMAX INC	COM	567908108	2,305	39,048	SH		DFND		39,048	0	0
MARKEL CORP	COM	570535104	12,399	10,048	SH		DFND		10,048	0	0
MASCO CORP	COM	574599106	18,343	261,227	SH		DFND		261,227	0	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	3,598	127,011	SH		DFND		127,011	0	0
MATSON INC	COM	57686G105	14,001	155,515	SH		DFND		155,515	0	0
MAYVILLE ENGR CO INC	COM	578605107	210	14,098	SH		DFND		14,098	0	0
MCKESSON CORP	COM	58155Q103	40,188	161,676	SH		DFND		161,676	0	0
MEDTRONIC PLC	SHS	G5960L103	25,017	241,824	SH		DFND		241,824	0	0
MEI PHARMA INC	COM NEW	55279B202	1,121	419,800	SH		DFND		419,800	0	0
MERCK & CO INC	COM	58933Y105	153,138	1,998,147	SH		DFND		1,998,147	0	0
MERCURY GENL CORP NEW	COM	589400100	6,911	130,254	SH		DFND		130,254	0	0
MERITAGE HOMES CORP	COM	59001A102	6,065	49,689	SH		DFND		49,689	0	0
META PLATFORMS INC	CL A	30303M102	89,812	267,019	SH		DFND		267,019	0	0
METHODE ELECTRS INC	COM	591520200	6,762	137,521	SH		DFND		137,521	0	0
METLIFE INC	COM	59156R108	48,700	779,320	SH		DFND		779,320	0	0
MGIC INVT CORP WIS	COM	552848103	11,541	800,313	SH		DFND		800,313	0	0
MICRON TECHNOLOGY INC	COM	595112103	41,825	449,010	SH		DFND		449,010	0	0
MILLER INDS INC TENN	COM NEW	600551204	208	6,241	SH		DFND		6,241	0	0
MILLERKNOLL INC	COM	600544100	2,883	73,574	SH		DFND		73,574	0	0
MINERALS TECHNOLOGIES INC	COM	603158106	6,010	82,165	SH		DFND		82,165	0	0
MOELIS & CO	CL A	60786M105	1,622	25,948	SH		DFND		25,948	0	0
MOHAWK INDS INC	COM	608190104	33,606	184,467	SH		DFND		184,467	0	0
MOLINA HEALTHCARE INC	COM	60855R100	10,775	33,875	SH		DFND		33,875	0	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	3,314	71,495	SH		DFND		71,495	0	0
MONDELEZ INTL INC	CL A	609207105	32,564	491,087	SH		DFND		491,087	0	0
MORGAN STANLEY	COM NEW	617446448	31,539	321,300	SH		DFND		321,300	0	0
MOSAIC CO NEW	COM	61945C103	15,008	381,974	SH		DFND		381,974	0	0
MOVADO GROUP INC	COM	624580106	255	6,090	SH		DFND		6,090	0	0
MR COOPER GROUP INC	COM	62482R107	8,734	209,913	SH		DFND		209,913	0	0
MUELLER INDS INC	COM	624756102	4,473	75,349	SH		DFND		75,349	0	0
MURPHY OIL CORP	COM	626717102	14,434	552,797	SH		DFND		552,797	0	0
NABORS INDUSTRIES LTD	SHS	G6359F137	248	3,064	SH		DFND		3,064	0	0
NATIONAL BK HLDGS CORP	CL A	633707104	1,865	42,451	SH		DFND		42,451	0	0
NATIONAL HEALTHCARE CORP	COM	635906100	449	6,610	SH		DFND		6,610	0	0
NAVIENT CORPORATION	COM	63938C108	9,018	424,976	SH		DFND		424,976	0	0
NBT BANCORP INC	COM	628778102	2,142	55,617	SH		DFND		55,617	0	0
NELNET INC	CL A	64031N108	5,915	60,552	SH		DFND		60,552	0	0
NEURONETICS INC	COM	64131A105	2,187	490,300	SH		DFND		490,300	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	54,177	4,437,087	SH		DFND		4,437,087	0	0
NEWMONT CORP	COM	651639106	131,108	2,113,965	SH		DFND		2,113,965	0	0
NEWPARK RES INC	COM PAR $.01NEW	651718504	110	37,454	SH		DFND		37,454	0	0
NEXSTAR MEDIA GROUP INC	CL A	65336K103	8,429	55,831	SH		DFND		55,831	0	0
NEXTERA ENERGY INC	COM	65339F101	6,874	73,629	SH		DFND		73,629	0	0
NISOURCE INC	COM	65473P105	61,994	2,245,344	SH		DFND		2,245,344	0	0
NMI HLDGS INC	CL A	629209305	1,239	56,705	SH		DFND		56,705	0	0
NORTHERN OIL AND GAS INC MN	COM	665531307	4,065	197,534	SH		DFND		197,534	0	0
NORTHERN TR CORP	COM	665859104	19,513	163,142	SH		DFND		163,142	0	0
NORTHFIELD BANCORP INC DEL	COM	66611T108	171	10,608	SH		DFND		10,608	0	0
NORTHROP GRUMMAN CORP	COM	666807102	48,290	124,758	SH		DFND		124,758	0	0
NORTHWEST BANCSHARES INC MD	COM	667340103	4,237	299,240	SH		DFND		299,240	0	0
NORTHWESTERN CORP	COM NEW	668074305	1,948	34,073	SH		DFND		34,073	0	0
NORTONLIFELOCK INC	COM	668771108	10,525	405,104	SH		DFND		405,104	0	0
NOV INC	COM	62955J103	971	71,686	SH		DFND		71,686	0	0
NOW INC	COM	67011P100	195	22,790	SH		DFND		22,790	0	0
NRG ENERGY INC	COM NEW	629377508	7,733	179,493	SH		DFND		179,493	0	0
NUCOR CORP	COM	670346105	68,328	598,578	SH		DFND		598,578	0	0
NVR INC	COM	62944T105	16,368	2,770	SH		DFND		2,770	0	0
OCEANFIRST FINL CORP	COM	675234108	1,513	68,148	SH		DFND		68,148	0	0
OFG BANCORP	COM	67103X102	624	23,500	SH		DFND		23,500	0	0
O-I GLASS INC	COM	67098H104	5,901	490,505	SH		DFND		490,505	0	0
OIL STS INTL INC	COM	678026105	126	25,286	SH		DFND		25,286	0	0
OLD NATL BANCORP IND	COM	680033107	7,806	430,778	SH		DFND		430,778	0	0
OLD REP INTL CORP	COM	680223104	4,127	167,886	SH		DFND		167,886	0	0
OLD SECOND BANCORP INC ILL	COM	680277100	6,017	477,894	SH		DFND		477,894	0	0
OLYMPIC STEEL INC	COM	68162K106	3,640	154,873	SH		DFND		154,873	0	0
OMNICOM GROUP INC	COM	681919106	64,618	881,910	SH		DFND		881,910	0	0
ONEMAIN HLDGS INC	COM	68268W103	7,518	150,232	SH		DFND		150,232	0	0
ONEOK INC NEW	COM	682680103	23,313	396,751	SH		DFND		396,751	0	0
ONEWATER MARINE INC	CL A COM	68280L101	274	4,490	SH		DFND		4,490	0	0
OPPENHEIMER HLDGS INC	CL A NON VTG	683797104	257	5,541	SH		DFND		5,541	0	0
ORACLE CORP	COM	68389X105	271,155	3,109,217	SH		DFND		3,109,217	0	0
OREILLY AUTOMOTIVE INC	COM	67103H107	50,648	71,716	SH		DFND		71,716	0	0
ORION GROUP HLDGS INC	COM	68628V308	47	12,590	SH		DFND		12,590	0	0
OSHKOSH CORP	COM	688239201	5,127	45,489	SH		DFND		45,489	0	0
OVINTIV INC	COM	69047Q102	6,424	190,614	SH		DFND		190,614	0	0
OWENS CORNING NEW	COM	690742101	9,837	108,695	SH		DFND		108,695	0	0
P T TELEKOMUNIKASI INDONESIA	SPONSORED ADR	715684106	2,980	102,800	SH		DFND		102,800	0	0
PACIFIC PREMIER BANCORP	COM	69478X105	4,856	121,301	SH		DFND		121,301	0	0
PACKAGING CORP AMER	COM	695156109	12,848	94,364	SH		DFND		94,364	0	0
PACWEST BANCORP DEL	COM	695263103	8,448	187,034	SH		DFND		187,034	0	0
PARKE BANCORP INC	COM	700885106	2,531	118,934	SH		DFND		118,934	0	0
PARKER-HANNIFIN CORP	COM	701094104	31,832	100,062	SH		DFND		100,062	0	0
PARTY CITY HOLDCO INC	COM	702149105	91	16,330	SH		DFND		16,330	0	0
PATRICK INDS INC	COM	703343103	2,512	31,127	SH		DFND		31,127	0	0
PATTERSON-UTI ENERGY INC	COM	703481101	5,702	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	15,070	308,940	SH		DFND		308,940	0	0
PDL CMNTY BANCORP	COM	69290X101	1,727	117,996	SH		DFND		117,996	0	0
PEABODY ENGR CORP	COM	704551100	239	23,720	SH		DFND		23,720	0	0
PENNYMAC FINL SVCS INC NEW	COM	70932M107	2,866	41,066	SH		DFND		41,066	0	0
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	10,902	101,682	SH		DFND		101,682	0	0
PEOPLES BANCORP INC	COM	709789101	220	6,923	SH		DFND		6,923	0	0
PETIQ INC	COM CL A	71639T106	12,395	545,777	SH		DFND		545,777	0	0
PFIZER INC	COM	717081103	56,993	965,168	SH		DFND		965,168	0	0
PHILIP MORRIS INTL INC	COM	718172109	114,920	1,209,680	SH		DFND		1,209,680	0	0
PHOTRONICS INC	COM	719405102	241	12,790	SH		DFND		12,790	0	0
PIONEER BANCORP INC MD	COM	723561106	1,985	175,395	SH		DFND		175,395	0	0
PIPER SANDLER COMPANIES	COM	724078100	6,566	36,784	SH		DFND		36,784	0	0
PLANET FITNESS INC	CL A	72703H101	2,110	23,207	SH		DFND		23,207	0	0
PNC FINL SVCS GROUP INC	COM	693475105	66,141	329,845	SH		DFND		329,845	0	0
POPULAR INC	COM NEW	733174700	43,880	534,864	SH		DFND		534,864	0	0
POWELL INDS INC	COM	739128106	6,370	215,998	SH		DFND		215,998	0	0
POWERFLEET INC	COM	73931J109	4,161	877,900	SH		DFND		877,900	0	0
PPL CORP	COM	69351T106	48,081	1,599,513	SH		DFND		1,599,513	0	0
PRA GROUP INC	COM	69354N106	2,948	58,706	SH		DFND		58,706	0	0
PREMIER FINANCIAL CORP	COM	74052F108	648	20,980	SH		DFND		20,980	0	0
PRICE T ROWE GROUP INC	COM	74144T108	34,834	177,146	SH		DFND		177,146	0	0
PRIMORIS SVCS CORP	COM	74164F103	4,971	207,295	SH		DFND		207,295	0	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	16,121	222,882	SH		DFND		222,882	0	0
PROASSURANCE CORP	COM	74267C106	3,223	127,394	SH		DFND		127,394	0	0
PROCTER AND GAMBLE CO	COM	742718109	18,325	112,023	SH		DFND		112,023	0	0
PROGRESSIVE CORP	COM	743315103	51,095	497,761	SH		DFND		497,761	0	0
PROPETRO HLDG CORP	COM	74347M108	342	42,198	SH		DFND		42,198	0	0
PROVIDENT FINL SVCS INC	COM	74386T105	4,440	183,320	SH		DFND		183,320	0	0
PRUDENTIAL FINL INC	COM	744320102	35,350	326,591	SH		DFND		326,591	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	35,086	525,794	SH		DFND		525,794	0	0
PULTE GROUP INC	COM	745867101	106,400	1,861,438	SH		DFND		1,861,438	0	0
PUMA BIOTECHNOLOGY INC	COM	74587V107	1,155	380,000	SH		DFND		380,000	0	0
PURPLE INNOVATION INC	COM	74640Y106	14,347	1,081,187	SH		DFND		1,081,187	0	0
PVH CORPORATION	COM	693656100	5,177	48,539	SH		DFND		48,539	0	0
PZENA INVT MGMT INC	CLASS A	74731Q103	2,052	216,732	SH		DFND		216,732	0	0
QCR HOLDINGS INC	COM	74727A104	304	5,431	SH		DFND		5,431	0	0
QUANTA SVCS INC	COM	74762E102	12,349	107,703	SH		DFND		107,703	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	46,733	270,115	SH		DFND		270,115	0	0
RADIAN GROUP INC	COM	750236101	9,523	450,677	SH		DFND		450,677	0	0
RAYMOND JAMES FINL INC	COM	754730109	16,088	160,240	SH		DFND		160,240	0	0
REALOGY HLDGS CORP	COM	75605Y106	7,005	416,716	SH		DFND		416,716	0	0
RED VIOLET INC	COM	75704L104	3,992	100,589	SH		DFND		100,589	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	61,043	96,660	SH		DFND		96,660	0	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	19,594	898,802	SH		DFND		898,802	0	0
REGIS CORP MINN	COM	758932107	1,327	762,705	SH		DFND		762,705	0	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	10,384	64,011	SH		DFND		64,011	0	0
RENAISSANCERE HLDGS LTD	COM	G7496G103	5,830	34,431	SH		DFND		34,431	0	0
RENASANT CORP	COM	75970E107	3,846	101,341	SH		DFND		101,341	0	0
RENT A CTR INC NEW	COM	76009N100	8,250	171,737	SH		DFND		171,737	0	0
REPUBLIC BANCORP INC KY	CL A	760281204	3,714	73,051	SH		DFND		73,051	0	0
REPUBLIC FIRST BANCORP INC	COM	760416107	3,473	933,733	SH		DFND		933,733	0	0
RESIDEO TECHNOLOGIES INC	COM	76118Y104	2,484	95,417	SH		DFND		95,417	0	0
RIGEL PHARMACEUTICALS INC	COM NEW	766559603	515	194,400	SH		DFND		194,400	0	0
RING ENERGY INC	COM	76680V108	93	40,840	SH		DFND		40,840	0	0
RIVERVIEW BANCORP INC	COM	769397100	3,120	405,738	SH		DFND		405,738	0	0
ROGERS CORP	COM	775133101	3,921	14,362	SH		DFND		14,362	0	0
RPC INC	COM	749660106	175	38,500	SH		DFND		38,500	0	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	43,183	469,589	SH		DFND		469,589	0	0
S & T BANCORP INC	COM	783859101	1,435	45,519	SH		DFND		45,519	0	0
SABRE CORP	COM	78573M104	1,447	168,465	SH		DFND		168,465	0	0
SAFETY INS GROUP INC	COM	78648T100	557	6,550	SH		DFND		6,550	0	0
SALLY BEAUTY HLDGS INC	COM	79546E104	4,537	245,791	SH		DFND		245,791	0	0
SANDY SPRING BANCORP INC	COM	800363103	2,908	60,491	SH		DFND		60,491	0	0
SANMINA CORPORATION	COM	801056102	9,807	236,551	SH		DFND		236,551	0	0
SANTANDER CONSUMER USA HLDGS	COM	80283M101	6,125	145,757	SH		DFND		145,757	0	0
SCHNITZER STEEL INDS INC	CL A	806882106	3,570	68,753	SH		DFND		68,753	0	0
SCHOLASTIC CORP	COM	807066105	1,007	25,190	SH		DFND		25,190	0	0
SCHWEITZER-MAUDUIT INTL INC	COM	808541106	4,029	134,736	SH		DFND		134,736	0	0
SCYNEXIS INC	COM NEW	811292200	727	119,200	SH		DFND		119,200	0	0
SEALED AIR CORP NEW	COM	81211K100	10,390	153,997	SH		DFND		153,997	0	0
SEI INVTS CO	COM	784117103	6,841	112,262	SH		DFND		112,262	0	0
SELECT ENERGY SVCS INC	CL A COM	81617J301	113	18,187	SH		DFND		18,187	0	0
SENSATA TECHNOLOGIES HLDG PL	SHS	G8060N102	6,635	107,548	SH		DFND		107,548	0	0
SERVICE CORP INTL	COM	817565104	12,375	174,319	SH		DFND		174,319	0	0
SHOE CARNIVAL INC	COM	824889109	578	14,800	SH		DFND		14,800	0	0
SIGNET JEWELERS LIMITED	SHS	G81276100	7,000	80,436	SH		DFND		80,436	0	0
SIMMONS 1ST NATL CORP	CL A $1 PAR	828730200	5,114	172,872	SH		DFND		172,872	0	0
SKECHERS U S A INC	CL A	830566105	4,031	92,884	SH		DFND		92,884	0	0
SKYWEST INC	COM	830879102	7,088	180,364	SH		DFND		180,364	0	0
SLM CORP	COM	78442P106	58,448	2,971,414	SH		DFND		2,971,414	0	0
SMUCKER J M CO	COM NEW	832696405	20,336	149,731	SH		DFND		149,731	0	0
SNAP ON INC	COM	833034101	11,686	54,259	SH		DFND		54,259	0	0
SONIC AUTOMOTIVE INC	CL A	83545G102	4,473	90,448	SH		DFND		90,448	0	0
SOUTH JERSEY INDS INC	COM	838518108	1,943	74,388	SH		DFND		74,388	0	0
SOUTHERN CO	COM	842587107	64,656	942,778	SH		DFND		942,778	0	0
SOUTHSIDE BANCSHARES INC	COM	84470P109	1,571	37,574	SH		DFND		37,574	0	0
SOUTHSTATE CORPORATION	COM	840441109	3,724	46,484	SH		DFND		46,484	0	0
SOUTHWEST GAS HLDGS INC	COM	844895102	5,451	77,822	SH		DFND		77,822	0	0
SOUTHWESTERN ENERGY CO	COM	845467109	11,293	2,423,311	SH		DFND		2,423,311	0	0
SPIRE INC	COM	84857L101	2,229	34,183	SH		DFND		34,183	0	0
SPIRIT AIRLS INC	COM	848577102	4,893	223,916	SH		DFND		223,916	0	0
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	5,762	488,276	SH		DFND		488,276	0	0
SPROUTS FMRS MKT INC	COM	85208M102	4,548	153,246	SH		DFND		153,246	0	0
STANDARD MTR PRODS INC	COM	853666105	8,302	158,461	SH		DFND		158,461	0	0
STEEL DYNAMICS INC	COM	858119100	31,624	509,488	SH		DFND		509,488	0	0
STERLING BANCORP DEL	COM	85917A100	1,653	64,077	SH		DFND		64,077	0	0
STERLING CONSTR INC	COM	859241101	442	16,798	SH		DFND		16,798	0	0
STEWART INFORMATION SVCS COR	COM	860372101	5,014	62,890	SH		DFND		62,890	0	0
STONEX GROUP INC	COM	861896108	3,095	50,531	SH		DFND		50,531	0	0
STURM RUGER & CO INC	COM	864159108	949	13,958	SH		DFND		13,958	0	0
SUNCOKE ENERGY INC	COM	86722A103	226	34,240	SH		DFND		34,240	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	2,074	176,827	SH		DFND		176,827	0	0
SUPER MICRO COMPUTER INC	COM	86800U104	2,427	55,221	SH		DFND		55,221	0	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	6,600	226,345	SH		DFND		226,345	0	0
SYNCHRONY FINANCIAL	COM	87165B103	32,588	702,472	SH		DFND		702,472	0	0
SYNOVUS FINL CORP	COM NEW	87161C501	4,219	88,130	SH		DFND		88,130	0	0
SYSCO CORP	COM	871829107	5,498	69,992	SH		DFND		69,992	0	0
TACTILE SYS TECHNOLOGY INC	COM	87357P100	2,979	156,547	SH		DFND		156,547	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	5,498	45,700	SH		DFND		45,700	0	0
TALOS ENERGY INC	COM	87484T108	330	33,710	SH		DFND		33,710	0	0
TAPESTRY INC	COM	876030107	4,000	98,510	SH		DFND		98,510	0	0
TARGA RES CORP	COM	87612G101	2,585	49,485	SH		DFND		49,485	0	0
TARGET CORP	COM	87612E106	115,679	499,824	SH		DFND		499,824	0	0
TAYLOR MORRISON HOME CORP	COM	87724P106	2,902	83,004	SH		DFND		83,004	0	0
TD SYNNEX CORPORATION	COM	87162W100	14,263	124,720	SH		DFND		124,720	0	0
TEGNA INC	COM	87901J105	14,658	789,777	SH		DFND		789,777	0	0
TEJON RANCH CO	COM	879080109	351	18,411	SH		DFND		18,411	0	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	4,386	217,656	SH		DFND		217,656	0	0
TEMPUR SEALY INTL INC	COM	88023U101	15,144	322,005	SH		DFND		322,005	0	0
TERADYNE INC	COM	880770102	92,316	564,522	SH		DFND		564,522	0	0
TERRITORIAL BANCORP INC	COM	88145X108	2,581	102,232	SH		DFND		102,232	0	0
TEXAS CAP BANCSHARES INC	COM	88224Q107	5,176	85,901	SH		DFND		85,901	0	0
TEXTRON INC	COM	883203101	28,097	363,955	SH		DFND		363,955	0	0
THERAVANCE BIOPHARMA INC	COM	G8807B106	1,228	111,100	SH		DFND		111,100	0	0
THOR INDS INC	COM	885160101	57,697	556,009	SH		DFND		556,009	0	0
TIDEWATER INC NEW	COM	88642R109	180	16,829	SH		DFND		16,829	0	0
TIMKENSTEEL CORPORATION	COM	887399103	198	12,014	SH		DFND		12,014	0	0
TITAN MACHY INC	COM	88830R101	533	15,808	SH		DFND		15,808	0	0
T-MOBILE US INC	COM	872590104	113,166	975,740	SH		DFND		975,740	0	0
TOLL BROTHERS INC	COM	889478103	21,247	293,514	SH		DFND		293,514	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	5,508	1,995,660	SH		DFND		1,995,660	0	0
TRAVELCENTERS OF AMERICA INC	COM NEW	89421B109	521	10,097	SH		DFND		10,097	0	0
TRAVELERS COMPANIES INC	COM	89417E109	56,026	358,156	SH		DFND		358,156	0	0
TREAN INS GROUP INC	COM	89457R101	6,031	676,885	SH		DFND		676,885	0	0
TRECORA RES	COM	894648104	140	17,376	SH		DFND		17,376	0	0
TRI POINTE HOMES INC	COM	87265H109	15,623	560,174	SH		DFND		560,174	0	0
TRICO BANCSHARES	COM	896095106	1,624	37,814	SH		DFND		37,814	0	0
TRITON INTL LTD	CL A	G9078F107	17,650	293,047	SH		DFND		293,047	0	0
TRONOX HOLDINGS PLC	SHS	G9087Q102	7,000	291,309	SH		DFND		291,309	0	0
TRUIST FINL CORP	COM	89832Q109	63,845	1,090,428	SH		DFND		1,090,428	0	0
TRUSTMARK CORP	COM	898402102	4,460	137,412	SH		DFND		137,412	0	0
TTM TECHNOLOGIES INC	COM	87305R109	3,227	216,589	SH		DFND		216,589	0	0
TUTOR PERINI CORP	COM	901109108	441	35,683	SH		DFND		35,683	0	0
TWO HBRS INVT CORP	COM NEW	90187B408	37,775	6,546,754	SH		DFND		6,546,754	0	0
TYSON FOODS INC	CL A	902494103	97,131	1,114,404	SH		DFND		1,114,404	0	0
U S SILICA HLDGS INC	COM	90346E103	288	30,680	SH		DFND		30,680	0	0
UFP INDUSTRIES INC	COM	90278Q108	7,505	81,567	SH		DFND		81,567	0	0
UGI CORP NEW	COM	902681105	45,164	983,760	SH		DFND		983,760	0	0
UMB FINL CORP	COM	902788108	13,295	125,291	SH		DFND		125,291	0	0
UMPQUA HLDGS CORP	COM	904214103	2,303	119,690	SH		DFND		119,690	0	0
UNITED BANKSHARES INC WEST V	COM	909907107	6,339	174,735	SH		DFND		174,735	0	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	3,989	110,994	SH		DFND		110,994	0	0
UNITED NAT FOODS INC	COM	911163103	11,568	235,694	SH		DFND		235,694	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	114,263	533,092	SH		DFND		533,092	0	0
UNITED RENTALS INC	COM	911363109	18,715	56,320	SH		DFND		56,320	0	0
UNIVERSAL CORP VA	COM	913456109	4,828	87,915	SH		DFND		87,915	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	14,296	110,254	SH		DFND		110,254	0	0
UNIVERSAL STAINLESS & ALLOY	COM	913837100	1,277	161,802	SH		DFND		161,802	0	0
UNUM GROUP	COM	91529Y106	6,460	262,938	SH		DFND		262,938	0	0
URBAN OUTFITTERS INC	COM	917047102	1,912	65,121	SH		DFND		65,121	0	0
US BANCORP DEL	COM NEW	902973304	85,833	1,528,098	SH		DFND		1,528,098	0	0
VALERO ENERGY CORP	COM	91913Y100	24,071	320,470	SH		DFND		320,470	0	0
VALLEY NATL BANCORP	COM	919794107	8,785	638,876	SH		DFND		638,876	0	0
VECTOR GROUP LTD	COM	92240M108	1,288	112,153	SH		DFND		112,153	0	0
VERA BRADLEY INC	COM	92335C106	118	13,866	SH		DFND		13,866	0	0
VERITEX HLDGS INC	COM	923451108	2,627	66,042	SH		DFND		66,042	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	7,266	139,841	SH		DFND		139,841	0	0
VERSO CORP	CL A	92531L207	214	7,910	SH		DFND		7,910	0	0
VIASAT INC	COM	92552V100	6,567	147,446	SH		DFND		147,446	0	0
VIATRIS INC	COM	92556V106	37,037	2,737,393	SH		DFND		2,737,393	0	0
VICTORY CAP HLDGS INC	COM CL A	92645B103	1,568	42,931	SH		DFND		42,931	0	0
VIRTU FINL INC	CL A	928254101	2,241	77,734	SH		DFND		77,734	0	0
VIRTUS INVT PARTNERS INC	COM	92828Q109	5,917	19,916	SH		DFND		19,916	0	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	12,026	11,605,000	PRN		DFND		11,605,000	0	0
VISTA OUTDOOR INC	COM	928377100	9,663	209,737	SH		DFND		209,737	0	0
VISTRA CORP	COM	92840M102	8,018	352,151	SH		DFND		352,151	0	0
VONTIER CORPORATION	COM	928881101	57,065	1,856,978	SH		DFND		1,856,978	0	0
VOYA FINANCIAL INC	COM	929089100	6,873	103,645	SH		DFND		103,645	0	0
VROOM INC	COM	92918V109	508	47,102	SH		DFND		47,102	0	0
VSE CORP	COM	918284100	474	7,777	SH		DFND		7,777	0	0
WABTEC	COM	929740108	17,430	189,228	SH		DFND		189,228	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	35,227	675,365	SH		DFND		675,365	0	0
WALMART INC	COM	931142103	8,987	62,111	SH		DFND		62,111	0	0
WASHINGTON FED INC	COM	938824109	4,744	142,108	SH		DFND		142,108	0	0
WATERSTONE FINL INC MD	COM	94188P101	243	11,127	SH		DFND		11,127	0	0
WEIS MKTS INC	COM	948849104	1,407	21,351	SH		DFND		21,351	0	0
WELLS FARGO CO NEW	COM	949746101	96,185	2,004,699	SH		DFND		2,004,699	0	0
WESBANCO INC	COM	950810101	2,930	83,739	SH		DFND		83,739	0	0
WESTERN ALLIANCE BANCORP	COM	957638109	8,132	75,538	SH		DFND		75,538	0	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	57,895	57,075,000	PRN		DFND		57,075,000	0	0
WESTERN NEW ENG BANCORP INC	COM	958892101	2,754	314,397	SH		DFND		314,397	0	0
WHIRLPOOL CORP	COM	963320106	14,753	62,869	SH		DFND		62,869	0	0
WHITE MTNS INS GROUP LTD	COM	G9618E107	5,850	5,770	SH		DFND		5,770	0	0
WHOLE EARTH BRANDS INC	COM CL A	96684W100	10,065	937,110	SH		DFND		937,110	0	0
WILLIAMS COS INC	COM	969457100	31,496	1,209,531	SH		DFND		1,209,531	0	0
WILLIAMS SONOMA INC	COM	969904101	10,027	59,283	SH		DFND		59,283	0	0
WILLIS TOWERS WATSON PLC LTD	SHS	G96629103	90,543	381,249	SH		DFND		381,249	0	0
WINNEBAGO INDS INC	COM	974637100	7,734	103,226	SH		DFND		103,226	0	0
WINTRUST FINL CORP	COM	97650W108	6,638	73,090	SH		DFND		73,090	0	0
WORLD FUEL SVCS CORP	COM	981475106	5,998	226,599	SH		DFND		226,599	0	0
WORTHINGTON INDS INC	COM	981811102	5,705	104,374	SH		DFND		104,374	0	0
WSFS FINL CORP	COM	929328102	3,827	76,366	SH		DFND		76,366	0	0
XEROX HOLDINGS CORP	COM NEW	98421M106	15,559	687,244	SH		DFND		687,244	0	0
XPERI HOLDING CORP	COM	98390M103	2,612	138,124	SH		DFND		138,124	0	0
Y-MABS THERAPEUTICS INC	COM	984241109	396	24,400	SH		DFND		24,400	0	0
ZIFF DAVIS INC	COM	48123V102	2,103	18,966	SH		DFND		18,966	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	50,424	396,913	SH		DFND		396,913	0	0
ZIONS BANCORPORATION N A	COM	989701107	12,344	195,441	SH		DFND		195,441	0	0
ZOGENIX INC	COM NEW	98978L204	446	27,434	SH		DFND		27,434	0	0
ZUMIEZ INC	COM	989817101	842	17,551	SH		DFND		17,551	0	0